Report from the visiting committee

Transcription

1 Section des Unités de recherche Report from the visiting committee Research unit : Centre de Mathématiques Appliquées (CMAP) UMR 7641 Ecole Polytechnique February 2008

2 Section des Unités de recherche Report from the visiting committee Research unit : Centre de Mathématiques Appliquées (CMAP) UMR 7641 Ecole Polytechnique february 2008

3 Report from the visiting committee The research unit : Name of the research unit : Centre de Mathématiques Appliquées (CMAP) Requested label : UMR N in case of renewal : 7641 Head of the research unit : M. Kamel HAMDACHE University or school : Ecole Polytechnique Other institutions and research organization: CNRS (MPPU) Date(s) of the visit : February 7 th 8 th of

4 Members of the visiting committee Chairman of the commitee : Mr Terry LYONS, Wallis Professor of Mathematics, University of Oxford, Director, Wales Institute of Mathematical and Computational Sciences Other committee members : Mr Spencer BLOCH, R. M. Hutchins Distinguished Service Professor, University of Chicago Mr Jacques BLUM, Professeur de Mathématiques (UNSA), Directeur du LRC (UNSA, CEA, CNRS) sur la fusion contrôlée Mr Franco BREZZI, Professor at the Istituto Universitario di Studi Superiori ( IUSS), Pavia. Director of the Istituto di Matematica Applicata e Tecnologie Informatiche del C.N.R. Mr René CARMONA, Paul Wythes 55 Professor of Engineering and Finance, Princeton University Mr Sergiu KLAINERMAN, Professor, Princeton University Mr Jean-Marc SCHLENKER, Professor, University of Toulouse 3 CNU, CoNRS, CSS INSERM, représentant INRA, INRIA, IRD representatives : Mr Etienne GHYS, representative from Comité National, Director of Research, ENS Lyon Mrs Anne ESTRADE, representative from CNU 26, Professor, University of Paris 5 Observers AERES scientific representative: Mr Pascal AUSCHER University or school representative: Mr Michel BLANC, Director of the Research, Ecole Polytechnique Research organization representative (s) : Mr Jean-Marc GAMBAUDO, Adjoint Scientific Director, MPPU, Mathematics and interactions 3

5 Report from the visiting committee 1 Short presentation of the research unit Numbers of lab members : 63 including 9 researchers with teaching duties, 15 full time researchers (11 CNRS, 3 INRIA, 1 Ecole Polytechnique), 30 Ph.D. students, 2 Research ingeneers, 2 ingeneers (IE), 4 technicians and administrative assistants, 1 researcher from another university ( associée ) 19 HDR (out of 24) and 10 HDR who are Ph.D. students advisors 27 PhD. students who have obtained their Ph.D. and average length of 3.4 for a Ph.D. during the past 4 years, 30 Ph.D. students currently present in the research unit, all Ph.D. students with fellowships Number of «publishing» lab members : 24 out of 24 2 Preparation and execution of the visit The visiting committee was invited to spend two full days at the Ecole Polytechnique. They were asked by AERES to evaluate two laboratories (CLMS and CMAP). This joint review was scientifically and administratively reasonable given the concerns of the various parties, but it put considerable pressure on the team given the time available. CNRS had specifically raised the possibility of the two labs merging with the committee in advance of the meeting; such an issue clearly required a wide perspective. The committee felt that as far as possible, it was important for all to attend the main presentations and the meetings with the lead scientists; the committee divided to hear detailed scientific presentations, discuss with individual faculty, students, etc. This added to the time pressures. It is worth noting that their view on this key issue was a clear and unanimous one. Paperwork provided for the visit was acceptable; but it could have been much better. Some of the figures caused the review panel confusion and some data had included data from previous reports, making it very difficult to see what was new, what was old. We were concerned that figures in the presentations during the visit were not always compatible with the figures in the reports. The AERES representative worked hard to reconcile them. Some were correct but a little surprising (in the report of one of the two units, the numbers of graduate students recruited in the current year was not a good representation of the ongoing picture). The practical arrangements would have benefited from more considerations for the logistic operation of the committee. This was aggravated by the two departments being physically separated. The visitors needed a base for the entire meeting, and it was helpful when, on the second day, most meetings with groups occurred in this room. The committee met virtually all staff, representatives of students at M1, M2 level and almost all Ph.D. students; their views were very valuable to us in our making our assessment. We had substantial opportunity to talk with staff informally, and the lunches and dinner together with the EP staff were very important opportunities for identifying issues and resolving questions (e.g. we were able to identify whether a member of staff was really moving permanently to the Ecole etc.) and the dinner on the first night allowed us to understand the thinking of the senior management. The AERES representative was very helpful in facilitating the meeting and managing the more technical aspects. The committee was not at all happy to be told that the result of its report would be posted on the web. Some members felt strongly that this was inappropriate. All members felt that the goals of achieving insight, openness and transparency could be better achieved in other ways. It was agreed that anyone with a reasonable interest should be able to access the report easily but this did not mean that it was acceptable that it should appear when anyone made a Google web search for keywords relating to geometry, analysis, and Hadamard, or for one of the committee member s names. 4

6 3 Overall appreciation of the activity of the research unit, of its links with local, national and international partners Over the last four years, the research teams of CMAP have performed at the highest level and they secured a significant amount of external funding. The Centre for Applied Mathematics should be congratulated for its truly outstanding research achievements and the scale of their impact. The exceptional quality of the research is evidenced by statistics compiled for the review, including the number of publications of its members in top tier, peer reviewed, journals, of invitations they receive to participate in international conferences, of Ph.D. students advised. Moreover, the leading role of some of its members in the life of academic societies and their strong presence on the editorial boards of the best journals in applied and financial mathematics, raised the profile of the centre, and contributed to attracting high calibre faculty and short term invited visitors. The level of external funding through ANR and European contracts, and now through the creation of chairs, is also evidence of the strength of the centre. Conventions with INRIA and CEA, and agreements with international partners in Europe and in the US contribute to the financial health of the CMAP, to the enrichment of the student body, and help create a lively environment in which researchers and staff thrive. Finally the innovative initiatives leading to the creation of four "chairs" are to be commended and highlighted as a model for future sources of research funding and industrial collaboration. 4 Specific appreciation team by team and/or project by project The CMAP "Rapport d'activité" for the period January September 2007 shows a structure of seven or ten research teams depending upon the time period. However, according to the documentation provided to the review committee, the activities of CMAP over the period will be structured into two clusters: Stochastics, and Analysis and Scientific Computing. For the sake of definiteness, we follow this organization for the purpose of the present review. Each proposed cluster comprises four specific research teams which we review separately. We start with the teams of the Stochastics cluster. Financial Mathematics : The research group in financial mathematics is among the strongest in the world. The quality of the research is first class, and its faculty is highly visible through its publications and leadership. Popular press articles and the success of its graduates have given the joint Masters with Paris VI, formally known as DEA, an international reputation which very few other programs have. It helped define the field of financial mathematics. Its rigorously trained students are actively recruited by Ph.D. programmes and mathematics departments throughout the world, and in the industry by investment banks and proprietary trading desks. Pedagogical innovations such as the creation of a European Ph.D. program are also the trade mark of this group. Because of its tremendous success with students, and its high visibility in the academic and industrial worlds, this team has been under increasing stress. The growing pressure on a faculty already stretched to the limit by teaching, advising and administrative duties is a source of great concern. The upcoming retirement of one of the most acclaimed leaders in the field, the departure of a very active member of the team for a US university, and the very recent departure of one of the best young researchers for the industry are bringing the financial mathematics group to a very fragile state, in fact to the brink of collapse, should the latest professor hired by the group decide to accept one of the many offers he is the object of. Even though poaching of its faculty could be seen as a sign of success, a greater stability would help the Masters and Ph.D. programmes. 5

7 Modeling and Stochastic Simulations : The great majority of the members of this research team are already accounted for in the Financial Mathematics group so there is no need for an independent assessment of productivity and standing in the scientific community. Often motivated by problems in finance, members of the team have studied and developed mathematical fundamental tools of probability and stochastic analysis of interest to a broader mathematical community. They include traditional Monte Carlo simulations, backward stochastic differential equations, singular stochastic control problems, as well as stochastic numerics for optimization and fully nonlinear partial differential equations. These research activities create a remarkable synergy between the various groups of CMAP. Modeling of Biological Systems : The creation of a new team in this area is welcome as it reinforces the commitment of CMAP to diversify its research portfolio. Mathematical biology is a growing field of crucial importance in the development of science. This new area requires expertise in stochastic PDEs and stochastic particle systems, and the appointment of a new professor in probability, with expertise in stochastic numerics, has been a very good decision. It positions this team to tackle some of the new and most mathematically challenging issues in this new and exciting area of mathematics. It will also facilitate bridges with other teams in CMAP and beyond, although there are obvious limitations imposed by the available staff resource. Signal Analysis and Learning : It seems that throughout the last review period, the external commitments of the two leaders somehow lowered the purely academic productivity of the group. The industrial success of Let it Wave is quite impressive on its own: it epitomizes the potential impact that the entrepreneurial style of CMAP can have beyond incubation of industrial start-ups. Because the group had a lower academic impact than one could have expected from the high calibre of its leaders, the return to full time academic research of one of the world s most creative researchers in mathematical signal analysis should trigger the rebirth of a productive research team and the return to first class research in this crucial area. We consider now the cluster Analysis and Scientific Computation. There are strong connections among the different teams working on the problems belonging to this cluster. This should definitely be considered as a point of strength, and we encourage the CMAP to keep it that way. In order to try to analyse the different teams separately, it will however be more convenient to group them by two: Materials and Shape Optimization with Medical Imaging and Electromagnetism, and then the two teams CMAP-INRIA (COMMANDS and DEFI). Materials and Shape Optimization and Medical Imaging and Electromagnetism : These teams performed (in the period under analysis) tremendous achievements, and some of their members are universally considered to belong to the group of very best experts, if not the absolute best. This is particularly true in fields like homogenization and related material properties, applications of the calculus of variations to images and shapes, or the use of electromagnetic equations in various industrial applications. All together they form an extraordinary team, and it is not surprising to see that so many bright students come here to work and learn. In particular, the strongest and most remarkable feature is the coupling of highly sophisticated, deep and difficult mathematics with an attentive eye to the practical impact of the results. Surely the team would become even stronger by extending its scope to problems and methods related to mass transport problems and conservation laws, as it seems in their plans (that we strongly support). In the domain of medical imaging, let us mention the very interesting collaboration with the LOA (Wave and Acoustics Laboratory) and with the Korean institutions, and the large variety of performing numerical algorithms introduced for the resolution of inverse problems, which led to real bio-medical applications. COMMANDS and DEFI These teams work jointly with INRIA. We consider the collaboration with INRIA an excellent idea, and we encourage CMAP to keep investing in this direction. The optimal control group joined CMAP in October They obtained promising results on the optimization of trajectories and shooting algorithms. The arrival of the DEFI project that works on inverse problems and shape optimization will complement this type of research. 6

8 5 Appreciation of resources and of the life of the research unit The message delivered by faculty, administrative staff and Ph.D. students interviewed by the review committee is uniformly positive. A congenial atmosphere and a genuine sense of happiness are clear signs of good working conditions. CMAP appears to have enough office space for its current members (including Ph.D. students) and to be well endowed in terms of computer equipment and travel funds, as advanced graduate students are offered repeated opportunities to travel to conferences. However, beyond the status quo, there does not seem to exist much room for growth, and unless new space is made available, it will be very difficult for CMAP to nurture existing research teams or attract new ones. Moreover, as articulated in the next section, the evaluation committee believes that there is a crucial need for specialized logistic and support staff to ease the burden on scientists and facilitate relationships with potential sponsors, manage contracts and students arrangements, and organize new outreach activities. 6 Recommendations and advice Strong points : We have made these clear above. The research group in financial mathematics is among the strongest in the world. Our overall impressions were very positive. What needs to be improved : Some of the strongest and most strategic groups are under intense pressure. The department needs to be better at seizing opportunities to create stronger and supportive links with CMLS, where it can identify a scientific resonance. Recommendations : The graduate programme benefits from a significant number of foreign students, and the committee feels that this development should be positively encouraged, and that serious consideration should be given to providing appropriate support for these students. The French graduate students might well benefit from having a wider range of graduate courses given in English. It was noticeable that their language skills were significantly poorer than the skills demonstrated by the M1 and M2 students. It would be good to create a truly international dimension in the school. The review committee was seriously concerned that the Financial Mathematics group, which has a very strong reputation for the work it does, needs to be secured. The international reputations of the members of the research team, both in academia and in industry, mean that this issue has to be addressed as a high priority. The committee believe that pressure on the support staff and the faculty is growing to alarming levels. Beyond the replacement of retiring faculty, current faculty retention should be the top priority on CMAP s agenda. Because the field of financial mathematics is still young, and because of an early drain from high paying jobs in the financial industry, the pool of true academic talents in financial mathematics is not deep enough for the current demand. In light of the recent departures of young and visible members of the team for US universities and financial institutions, the "tutelles" are urged to find creative ways to make the life of an "enseignant-chercheur" more attractive, financial conditions being only one of the components to be improved. It is important to be opportunistic, and opportunities to hire first class mathematicians should be taken very seriously when they occur, and should not be too seriously hindered by strategic planning. The plan to move ENSAE (including CREST) to Palaiseau offers important new opportunities, which should be seized with enthusiasm. A strong presence in statistics would dramatically change the landscape for local applied mathematics, and increase the strength of most of the CMAP research teams. This move would provide the ideal background for an opportunistic 7

9 move to try and get a serious international superstar, should one be receptive to a move to Paris. Strength in statistics is of strategic importance, and CMAP should have the support of the tutelles, with freedom to negotiate and the financial resources required to secure such an appointment. We believe that the quality and health of the research in the department could be substantially assisted by the appointment of someone, probably an engineer, who could focus their energy on outreach. That is to say, on projecting the activities of the department and at the same time, developing and nurturing relationships with industry etc. Some of the members of the department have been very successful in this area, with fundraising operations, chair creation, etc., but they need dedicated and professional support. The individual would require the right management skills and technical background. The launch of new outreach initiatives promoting the image of science and applied mathematics, in the spirit of what the visualization group used to do, is also of the utmost importance in confirming the role of the Ecole Polytechnique as a beacon for applied mathematics. The long term health of any Applied Mathematics department can be significantly enhanced by the interaction with a strong Pure Mathematics department. This is especially true in the case of CMLS and CMAP: a move into contiguous space and joint initiatives and collaborations, e.g. in PDEs and analysis, are strongly encouraged. 8

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