5:00 PM-7:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:00 AM-7:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:30 AM-5:30 PM
Short Course on The Mathematics of Financial Risk Management
Room: 1016 Wilson Hall

9:00 AM-5:00 PM
Short Course on Introduction to Computational Genomics
Room: 1017 Wilson Hall

Sunday Afternoon, July 12

1:00 PM-5:00 PM
Exhibit Hall opens
Room: Wetmore Hall, New College

6:00 PM-8:00 PM
Welcoming Reception
Room: Hart House Quadrangle

Monday Morning, July 13

8:00 AM-4:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:00 AM-8:15 AM Welcoming Remarks
Max Gunzburger, Ken Jackson, and Roy Nicolaides
Convocation Hall

8:15 AM-9:00 AM
IP1 The Pricing and Hedging of Derivatives
John C. Hull, Joseph L. Rotman School of Management,
University of Toronto, Canada
Room: Convocation Hall

9:00 AM-10:00 AM
JP1 Graph Algorithms Via Spectral Techniques
Noga Alon, Department of Mathematics, Tel-Aviv University, Israel and
Institute for Advanced Study, Princeton
Room: Convocation Hall

10:00 AM-10:30 AM Coffee
Room: Exhibit Hall

• MS1 Computational Finance
  Room 1069
• MS2 Validated Numerics
  Room 1073
• MS3 Computational Mixed Integer Programming
  Room 1085
• MS4 Fisheries
  Room 1087
• MS5 Inverse Problems at GE
  Room 2102
• MS6 Vortex Flow Computations (Part I of II)
  Room 2106
• MS7 Parabolic Wave Equation Techniques (Part I of II)
  Room 2108
• MS8 High Resolution and Robust Interface Methods and Applications
  Room 2117
• MS9 Career Planning and Career Experiences
  Room 2130
• CP1 PDEs I
  Room 1070
• CP2 Applied Mathematics I
  Room 1084

12:30 PM-2:00 PM Lunch (Attendees will be on their own.)

2:00 PM-4:00 PM Concurrent Sessions (Sidney Smith Building)

• MS10 Computational Methods for Option Pricing
  Room 1069
• MS11 Applications of Large-Scale Optimization
  Room 1073
• MS12 DNA Computing: Arrival of Biological Mathematics
  Room 2127
• MS13 Applications of Interval Computations
  Room 1087
• MS14 Vortex Flow Computations (Part II of II)
  Room 2106
• MS15 Computational Methods and Applications to Physical Systems
  Room 2102
• MS16 Parabolic Wave Equation Techniques (Part II of II)
  Room 2108
• MS17 Mathematical Biology
  Room 2130
• MS18 Discrete Math/Modeling
  Room 2128
• MS22 Some Recent Developments in Matrix Methods in Computational Electromagnetics
  Room 1088
• CP3 PDEs II
  Room 1070
• CP4 Applied Mathematics II
  Room 1084
• CP5 Electromagnetics
  Room 1086

4:00 PM-4:30 PM Coffee
Room: Exhibit Hall

4:30 PM-5:15 PM
IP2 A Review of Some Recent Advances in the Finite Difference Time Domain Technique for Solving Maxwell's Equations in Complex Structures
Raj Mittra, Electromagnetic Communication Research Laboratory,
Pennsylvania State University
Room: Convocation Hall

5:15 PM-6:00 PM
IP3 New Trends in Partial Differential Equations and in the Calculus of Variations, and Applications to Problems in Materials Science
Irene Fonseca, Department of Mathematical Sciences, Carnegie Mellon University
Room: Convocation Hall

6:00 PM-6:30 PM
SIAM Annual Business Meeting
Chair: John Guckenheimer
Room: Convocation Hall

6:30 PM-8:30 PM Poster Session/Pizza Party
Room: Sidney Smith Building, Hangar Pub

8:00 AM-4:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:15 AM-9:00 AM
IP4 Models for the Evolution of the Term Structure of Interest Rates
David Heath, Department of Mathematical Sciences, Carnegie Mellon University
Room: Convocation Hall

9:00 AM-10:00 AM
JP2 Discrete Mathematics as a Tool for Molecular Biology
Richard M. Karp, Department of Computer Science, University of Washington
Room: Convocation Hall

9:30 AM-4:00 PM
Exhibit Hall opens
Room: Wetmore Hall, New College

10:00 AM-10:30 PM Coffee
Room: Exhibit Hall

10:30 AM-12:30 PM Concurrent Sessions (Sidney Smith Building)

• MS19 PDEs and Applications
  Room 2130
• MS20 Mathematical Problems Arising in Financial Risk Management
  Room 1088
  
• MS21 Employment Opportunities for Applied Mathematicians in Biotechnology
  Room 1073
• MS22 Some Recent Developments in Matrix Methods in Computational Electromagnetics
  This minisymposium has been moved to Monday, 2:00 PM-4:00 PM.
• MS23 Analysis, Computation, and Control of MHD Flows (Part I of V)
  Room 1087
• MS24 Numerical Methods for Structured Matrices and Applications (Part I of II)
  Room 2102
• MS25 Honoring the 60th Birthday of Professor Richard A. Tapia (Part I of II)
  Room 2106
• MS26 Computational Differentiation and Verified Methods
  Room 2108
• MS27 Problems and Solutions in Special Functions
  Room 2117
• CP6 Numerical Analysis I
  Room 1070
• CP7 Applied Mathematics III
  Room 1086

12:30 PM-2:00 PM Lunch (Attendees will be on their own.)

2:00 PM-4:00 PM Concurrent Sessions (Sidney Smith Building)

• MS28 Analysis, Computation, and Control of MHD Flows (Part II of V)
  Room 1087
• MS29 Numerical Methods for Structured Matrices and Applications (Part II of II)
  Room 2102
• MS30 Mimetic Finite-Difference Methods for Partial Differential Equations
  Room 1069
• MS31 The 1998 Mathematical Contest in Modeling (MCM)
  Room 1073
• MS32 Honoring the 60th Birthday of Professor Richard A. Tapia (Part II of II)
  Room 2106
• MS33 Interactive Mathematical Biology's Role in Curriculum Reform
  Room 1085
• MS34 Applied Inverse Problems in PDE
  Room 2108
• CP8 Numerical Analysis II
  Room 1070
• CP9 Applied Mathematics IV
  Room 1086
• CP10 Education
  Room 1088

4:00 PM-4:30 PM Coffee
Room: Exhibit Hall

4:30 PM-5:15 PM
IP5 Statistical Aspects of Genetic Mapping in Human Families
Jurg Ott, Laboratory of Statistical Genetics, Rockefeller University;
and Department of Genetics and Development, Columbia University
Room: Convocation Hall

5:15 PM-6:00 PM
IP6 Macroscopic Models of Superconductivity
S. Jonathan Chapman, Mathematical Institute, Oxford University, United Kingdom
Room: Convocation Hall

6:15 PM-7:15 PM
SS1 The I. E. Block Community Lecture
Mathematics in Finance
Robert C. Merton, George Fisher Baker Professor of Business Administration
Graduate School of Business Administration, Harvard University
Room: Convocation Hall

7:15 PM-8:30 PM Community Reception
Room: Medical Science Building Terrace

8:00 AM-4:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:15 AM-9:00 AM
IP7 A Mixed Integer Program for Deducing Objective Models of Drug Receptor Sites from Experimental Binding Data
Gordon M. Crippen, College of Pharmacy, University of Michigan, Ann Arbor
Room: Convocation Hall

9:00 AM-9:45 AM
IP8 Fluid Dynamos: An Ongoing Challenge to Applied Mathematicians
Paul H. Roberts, Department of Mathematics, University of California, Los Angeles
Room: Convocation Hall

9:30 AM-4:00 PM
Exhibit Hall opens
Wetmore Hall, New College

9:45 AM-10:30 AM Coffee
Room: Exhibit Hall

10:30 AM-12:30 PM Concurrent Sessions (Sidney Smith Building)

• MS35 Inhomogeneous Superconducting Materials: Dynamic and Static Problems
  Room 2130
• MS36 Computation of High Reynolds Number Flow Problems
  Room 1073
• MS37 Dynamo Theory (Part I of II)
  Room 1085
• MS38 Modeling Complex Systems with Lattice Boltzmann Methods and Lattice Gas Automata
  Room 1087
• MS39 Validated Solution of ODEs and DAEs (Part I of II)
  Room 2102
• MS40 Computational Science and Engineering (Part I of II)
  Room 2106
• MS41 Theoretical Population Biology: Examples at Multiple Scales
  Room 2108
• CP11 Numerical Analysis III
  Room 1070
• CP12 Finance
  Room 1084
• CP13 Optimization I
  Room 1086

12:30 PM-2:00 PM Lunch (Attendees will be on their own.)

2:00 PM-4:00 PM Concurrent Sessions (Sidney Smith Building)

• MS42 Electromagnetic and Semiconductor Device Simulation for Microelectronic and Photonic Systems
  Room 1069
• MS43 Dynamo Theory (Part II of II)
  Room 2127
  
• MS44 Bifurcation Theory and Applications
  Room 1073
• MS45 Validated Solution of ODEs and DAEs (Part II of II)
  Room 2102
• MS46 Time Delays in Physiological and Neural Systems
  Room 1087
• MS47 Computational Science and Engineering (Part II of II)
  Room 2106
• MS48 The Integration of High-Performance Libraries with Applications
  Room 2108
• MS48a Quantifying Uncertainty and Predictability in Mathematical Models
  Room 1084
• CP14 Numerical Analysis IV
  Room 1070
• CP15 Optimization II
  Room 1086
• CP16 Computational Fluid Dynamics I
  Room 1088

3:00 PM-4:30 PM Coffee
Room: Exhibit Hall

4:30 PM Exhibit Hall closes

4:30 PM-5:30 PM
SS2 The John von Neumann Lecture
On Some Descriptions of the Dynamics of Viscous Fluids
Olga A. Ladyzhenskaya, Steklov Mathematics Institute, Russian Academy of Sciences, Russia
Room: Convocation Hall

6:00 PM-7:00 PM
Panel on Federal Programs in Applied Mathematics and Computing
Room: Koffler Pharmacy 108

8:00 AM-4:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:15 AM-9:00 AM
IP9 Where Mathematics Education Must Go and How It Can Get There
J. Jerry Uhl, Department of Mathematics, University of Illinois, Urbana-Champaign
Room: Convocation Hall

9:00 AM-9:45 AM
IP10 The Deconstruction of Calculus Reform
George E. Andrews, Department of Mathematics, Pennsylvania State University
Room: Convocation Hall

9:45 AM-10:30 AM Coffee
Room: Sidney Smith Terrace

10:30 AM-12:30 PM Concurrent Sessions (Sidney Smith Building)

• MS49 Analysis, Computation, and Control of MHD Flows (Part III of V)
  Room 2108
• MS50 Least-Squares Finite, Element Methods: Theory and Applications (Part I of II)
  Room 2118
• MS51 Symbolic-Numeric Algorithms for Polynomials (Part I of II)
  Room 1073
• MS52 Graph Partitioning and Dynamic Load Balancing (Part I of II)
  Room 1085
• MS53 Verified Global Optimization
  Room 2102
• MS54 Student Paper Prize: Award and Presentation
  Room 2117
• MS55 Unstable Periodic Orbits in Biology: Identification and Control
  Room 2106
• CP17 Chaos
  Room 1070
• CP18 Approximation Theory
  Room 2110

12:30 PM-2:00 PM Networking Picnic/Box Lunch
(SIAM members only. Others will be on their own.)
Location: Quadrangle between Wilson & Wetmore Halls

2:00 PM-4:00 PM Concurrent Sessions (Sidney Smith Building)

• MS56 Least-Squares Finite, Element Methods: Theory and Applications (Part II of II)
  Room 2118
• MS57 Constraint Processing Over Intervals
  Room 2106
• MS58 Where Mathematics Education Must Go and How It Can Get There
  Room 1085
• MS59 Mathematical Modeling in Physiology
  Room 1087
• MS60 Symbolic-Numeric Algorithms for Polynomials (Part II of II)
  Room 1073
• MS61 Accuracy and Stability in Numerical Linear Algebra
  Room 2108
• MS62 Scientific Sonification
  
• CP19 Computational Fluid Dynamics II
  Room 1088
• CP20 Economics
  Room 1070
• CP21 Environment
  Room 2110

4:00 PM-4:30 PM Coffee
Room: Sidney Smith Terrace

4:30 PM-4:45 PM
SS3 The Richard C. DiPrima Prize
The awardee is Bart De Schutter, Katholieke Universiteit Leuven, Belgium.
Room: Convocation Hall

4:45 PM-5:45 PM
SS4 The George Polya Prize
Award and Presentation
Percy Deift, Xin Zhou, and Peter Sarnak
Room: Convocation Hall

5:45 PM-6:30 PM
SS5 The W.T. and Idalia Reid Prize
On the Control of Navier Stokes Equations
Jacques-Louis Lions, Collège de France, France
Room: Convocation Hall

6:30 PM-8:30 PM
SIAM Barbeque Party
Location: Medical Science Building Terrace

8:00 AM-12:00 PM Registration
Room: 2nd Floor New College, Wilson Hall

8:15 AM-9:00 AM
IP11 Numerical Modeling as a Test Bed for NDT Methods
William Lord, Institute for Physical Research and Technology, Iowa State University
Room: Convocation Hall

9:00 AM-9:45 AM
IP12 Global Atmospheric Modeling for Climate Simulation and Weather Prediction
David L. Williamson, Climate Modeling Section, National Center for Atmospheric Research
Room: Convocation Hall

9:45 AM-10:30 AM Coffee
Room: Sidney Smith Terrace

10:30 AM-12:30 PM Concurrent Sessions (Sidney Smith Building)

• MS63 Numerical Algorithms in Air Quality Modeling
  Room 2127
• MS64 Inverse Problems in Nondestructive Testing
  Room 2106
• MS65 Analysis, Computation, and Control of MHD Flows (Part IV of V)
  Room 1087
• MS66 Graph Partitioning and Dynamic Load Balancing (Part II of II)
  Room 1085
• MS67 Interior-Point Methods and Convex Programming (Part I of II)
  Room 1069
  
• MS68 Mathematical Sciences and Their Applications Throughout the Curriculum: Models of Innovation (Part I of II)
  Room 2110
• MS69 Frank and Brennie Morgan AMS-MAA-SIAM Prize for Outstanding Research in Mathematics by an Undergraduate Student
  Room 2117
• MS70 Waveform Relaxation Method for ODEs and PDEs
  Room 2135
• CP22 Numerical Linear Algebra
  Room 1074
• CP23 Biology I
  Room 1084

12:30 PM-2:00 PM Lunch (Attendees will be on their own.)

2:00 PM-4:00 PM Concurrent Sessions (Sidney Smith Building)

• MS71 Running Large-Scale Environmental Models on High-Speed Computers
  Room 1073
• MS72 Inverse Problems in Nondestructive Evaluation
  Room 1085
• MS73 Analysis, Computation, and Control of MHD Flows (Part V of V)
  Room 1087
• MS74 Fictitious Domain Methods
  Room 2102
• MS75 Nonlinear Partial Differential Equations
  Room 2106
• MS76 Interior-Point Methods and General Nonlinear Programming (Part II of II)
  Room 1069
• MS77 Computation of Normal Forms and Analysis of Nonlinear Vibrations
  Room 2108
• MS78 Performance Analysis and Visualization Tools for Scientific Computation
  Room 2117
• CP24 Discrete Mathematics
  Room 1070
• CP25 Biology II
  Room 1084

4:30 PM Meeting adjourns