Annual Report 2008.pdf - SAMSI

F. Evaluation by the SAMSI Governing Board - 2008
(Bruce Carney, George Casella, Thomas Manteuffel, Vijay Nair, John
Simon, Daniel Solomon – Chair)
The Governing Board provides broad oversight for the Institute’s administration,
finances, and evaluation, and for relationships among the partnering institutions. As part
of the annual evaluation, the Governing Board has elected to address four broad
questions. That evaluation follows:
1) What are some outcomes of the synthesis of applied mathematics and statistics?
SAMSI continues to foster interaction between applied mathematics and statistics
through the creation of programs focused on topics that involve both disciplines.
Working groups established under these programs build teams of researchers consisting
of applied mathematicians and statisticians as well as other areas of the mathematical
sciences. The results of these efforts lie not only in the production of many papers and
reports, but also in the continued interaction among members of the teams after the
formal program is completed, and, most importantly, in the culture of multidisciplinary
interaction it has established.
A clear example of the interaction between statisticians and mathematicians who would
not normally interact, occurred during the program on Development, Assessment and
Utilization of Complex Computer Models. Virtually all of the eleven working groups in
the program involved collaboration among statisticians, applied mathematicians and
disciplinary scientists. Here are some of the highlights.
The working group on Granular Materials – Engineering Applications, while led by
applied mathematicians, also included numerous statisticians, probabilists, and
volcanologists. The group tackled the problem of quantifying risk from extreme natural
geophysical disasters, such as pyroclastic volcanic avalanches. It developed a unique
methodology for assessing such risks, through a combination of mathematical computer
modeling, probability modeling, statistical analysis, and volcanology.
The SAMSI researchers overcame many obstacles to the use of computer models in risk
assessment by an ingenious use of a type of approximation to the computer model called
an emulator, which could approximate the maximum height of flow at a key location. The
emulator is used to estimate the critical region defining dangerous flows, and additional
computer model runs in this region refine the emulator. The critical flow region can be
characterized and the probability of catastrophic damage can be assessed.
Activity of this working group continued after the program, and the principal participants
(applied mathematicians, statisticians, probabilists and volcanologists) were just awarded
a three-year grant to continue the research.
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