ASSISTANT Instructor for ME470 Uncertainty Quantification, March 2011 June 2011 PROFESSOR

Transcription

1 PAUL G. CONSTANTINE CONTACT Home 2286 Williams Street Palo Alto, CA USA Office Stanford University Building 500, Room 501-L Stanford, CA USA Mobile: (650) Phone: (650) Website: ACADEMIC EXPERIENCE CONSULTING Stanford University, Stanford, CA USA ASSISTANT Instructor for ME470 Uncertainty Quantification, March 2011 June 2011 PROFESSOR POSTDOC EDUCATION Stanford University, Stanford, CA USA Department of Mechanical Engineering, November 2011 Present. Sandia National Labs, Albuquerque, NM and Livermore, CA USA John von Neumann Research Fellow, October 2009 October Stanford University, Stanford, CA USA Ph.D., Computational and Mathematical Engineering, June 2009 M.S., Computational and Mathematical Engineering, June 2006 University of North Texas, Denton, TX USA B.A., Mathematics, Minor in Music, Cum Laude, December 2002 DISSERTATION Title Adviser Summary Spectral Methods for Parameterized Matrix Equations Gianluca Iaccarino Derives and analyzes a class of computational methods for approximating the solution to a system of linear equations parameterized by a set of independent variables. Applications of this work reach from information retrieval to differential equations with stochastic inputs. Main results include a rigorous comparison of method variants for general nonlinear parameter dependence and efficient computational strategies for high dimensional problems. RESEARCH INTERESTS PAPERS Uncertainty quantification, reduced order modeling, inverse problems, approximation theory, numerical linear algebra, high-performance computing. Journal Publications T. Butler, P.G. Constantine, T. Wildey. A posteriori error analysis of parameterized linear systems using spectral methods. SIAM Journal of Matrix Analysis and Applications. In press, P.G. Constantine, D.F. Gleich, G. Iaccarino. A Factorization of the Spectral Galerkin System for Parameterized Matrix Equations: Derivation and Applications. SIAM Journal of Scientific Computing, P.G. Constantine, D.F. Gleich, G. Iaccarino. Spectral Methods for Parameterized Matrix Equations. SIAM Journal of Matrix Analysis and Applications, P.G. Constantine, D.F. Gleich. Random Alpha PageRank. Internet Mathematics, P.G. Constantine, A. Doostan, G. Iaccarino. A Hybrid Collocation/Galerkin Scheme for Convective Heat Transfer Problems with Stochastic Boundary Conditions. International Journal of Numerical Methods in Engineering, Conference Papers P.G. Constantine, D.F. Gleich. Tall and Skinny QR factorizations in MapReduce Architectures. MAPREDUCE 11. P.G. Constantine, Q. Wang, A. Doostan, G. Iaccarino A Surrogate-Accelerated Bayesian Inverse Analysis of the HyShot II Flight Data. AIAA H. Chen, Q. Wang, R. Hu, P.G. Constantine. Conditional Sampling and Experiment Design for Quantifying Manufacturing Error of Transonic Airfoil. AIAA P.G. Constantine, A. Flaxman, D.F. Gleich, A. Gunawardana. Tracking the random surfer: Empirically measured teleportation parameters in Page Rank. WWW of 6

2 FUNDING AND AWARDS G. Iaccarino, P.G. Constantine. Large Eddy Simulations of Flow Around a Cylinder with Uncertain Wall Heating. AIAA M.S. Eldred, C.G. Webster, P.G. Constantine. Design Under Uncertainty Employing Stochastic Expansion Methods. AIAA P.G. Constantine, A. Doostan, G. Iaccarino. A Hybrid Uncertainty Propagation Scheme for Convective Heat Transfer Problems. AIAA M.S. Eldred, C.G. Webster, P.G. Constantine. Evaluation of Non-Intrusive Approaches for Wiener- Askey Generalized Polynomial Chaos. AIAA P.G. Constantine, D.F. Gleich. Using Polynomial Chaos to Compute the Influence of Multiple Random Surfers in the PageRank Model. The 5th Workshop On Algorithms And Models For The Web-Graph. San Diego, CA. Dececember Preprints P.G. Constantine, E.T. Phipps. A Lanczos Method for Approximating Composite Functions. arxiv: Submitted P.G. Constantine, M.S. Eldred, E.T. Phipps. Sparse Pseudospectral Approximation Method. arxiv: Submitted R.V. Field Jr., P.G. Constantine. M.B. Boslough. Statistical Surrogate Models for Prediction of High-consequence Climate Change. Submitted P.G. Constantine, Q. Wang. Residual Minimizing Model Reduction for Parameterized Nonlinear Dynamical Systems. arxiv: Submitted Reports R. Pecnik, P.G. Constantine, F. Ham, G. Iaccarino. A Probabilistic Framework for High-Speed Flow Simulations. Center for Turbulence Research, Annual Brief, T. Chantrasmi, P.G. Constantine, N. Etemadi, G. Iaccarino, Q. Wang. Uncertainty quantification in simple linear and non-linear problems. Center for Turbulence Research, Annual Brief, DOE Office of Science Applied Math Program ( ) Half-time postdoctoral salary and benefits contracted through Stanford DOE Predictive Science Academic Alliance Program Postdoctoral Appointment ( ) Half-time postdoctoral salary and benefits. ASC Computer Science Research Foundation (FY11-12) Simulation Informatics: A Data-driven Methodology for Synthesis from Simulation Results. Co-PI on two-year project with budget of $750k. John von Neumann Research Fellow ( ) Two year postdoctoral research fellowship at Sandia National Labs. 50% of appointment to pursue own research agenda. Stanford Center for Turbulence Research Summer Program Fellowship (2010) One-month collaborative summer research program. Travel and living expenses for one month. DOE Predictive Science Academic Alliance Program Research Assistantship ( ) Full tuition, health benefits, and stipend. Franklin P. and Caroline M. Johnson Fellowship (2009) Awarded by Parviz Moin, Franklin P. and Caroline M. Johnson Professor of Engineering. Full tuition, health benefits, and stipend. World Congress on Computational Mechanics Venice Travel Fellowship (2008) Awarded by US Association for Computational Mechanics. $500 travel reimbursement Winner of Student Presentation Competition in Verification & Validation (2007) US National Congress on Computational Mechanics, San Francisco, July Awarded $500 Stanford/Uppsala Summer School Fellowship (2007) Summer School on Multiscale Modeling and Simulation Science, Stockholm June Full tuition, lodging, and airfare. 2 of 6

3 PATENTS Title Inventors US Patent No. Description Systems and Methods for Ranking Nodes of a Graph Using Random Parameters and David F. Gleich 61/050,431, pending. Proposed metrics for ordering nodes of a randomly parameterized graph. Applications include a stochastic variant of Google s PageRank algorithm. PRESENTATIONS Seminars Experiences with Model Reduction and Interpolation. Stanford University s Linear Algebra and Optimization Seminar. Stanford, October Experiences with Model Reduction and Interpolation. Sandia Labs von Neumann Research Seminar. Albuquerque, October Computing with Randomness: A Gentle Introduction to Uncertainty Quantification. Sandia Labs Computer Science Research Institution Seminar Series. Albuquerque, June A Maximum Entropy Method for Parameter Estimation. Stanford Uncertainty Quantification Seminar. Stanford, April Using Residual Minimizing Model Reduction to Find Your True Love: A Special Valentine s Day Seminar. Rice University s Computational and Applied Mathematics Seminar. Houston, February Challenges in Uncertainty Quantification for Climate Modeling. Sandia Presentation to Navy s Chief Oceanographer. May A Least Squares Interpolation Scheme for Parameterized Systems of Equations. Stanford Energy Resources Engineering Department Seminar. April Reduced Order Models in Climate Uncertainty Quantification. Sandia Presentation to DOE BER Program Committee. April A Least Squares Interpolation Scheme for Parameterized Systems of Equations. University of Colorado Boulder Aero-Astro Department Seminar. April Computational Methods for Parameterized Matrix Equations. UC Berkeley Scientific Computing Seminar. March A Residual-based Interpolation Method for Parameterized Systems of Equations. Stanford Institute for Computational and Mathematical Engineering Colloquium. January An Overview of Computational Methods for Parameterized Matrix Equations. MIT Aero-Astro Department Seminar. December Spectral Methods for Random Matrix Equations. Linear Algebra and Optimization Seminar. Stanford University, October To Intrude or Not To Intrude. Sandia National Labs Computer Science Research Institute Seminar Series. Albuquerque, August UQ Methods Applied to Turbulent Flow Around a Cylinder. Sandia National Labs Computer Science Research Institute Seminar Series. Albuquerque, May Conferences Interpolating Parameterized Simulation Results. U. S. National Congress on Computational Mechanics. Minneapolis, July Interpolating Parameterized Simulation Results. International Council on Industrial and Applied Mathematics Conference. Vancouver, July Changing Measures With Chebfun. International Council on Industrial and Applied Mathematics Conference. Vancouver, July A Maximum Entropy Method for Parameter Estimation. SIAM Conference on Computational Science and Engineering. Reno, February A Least Squares Interpolation Scheme for Parameterized Systems of Equations. SIAM Annual Meeting. Pittsburgh, PA. July A Stieltjes-Lanczos Method for Parameterized Matrix Equations. Copper Mountain Conference on Iterative Methods. Copper Mountain, CO. April Spectral Methods for Parameterized Matrix Equations. SIAM Linear Algebra and Applications. Monterey, CA. September Multivariate Spectral Methods for Parameterized Matrix Equations. Model Reduction for Parameterized Systems. Muenster, Germany. September Spectral Methods for Parameterized Matrix Equations. GAMM Workshop on Numerical Linear Algebra. ETH Zurich. September Spectral Methods for Parameterized Matrix Equations. Dolomites Workshop on Constructive Approximation and Applications. Canazei, Italy. September of 6

4 REVIEWER RESEARCH EXPERIENCE INTERNSHIPS An Anisotropic Spectral Galerkin Method for Parameterized Matrix Equations. SIAM Conference on Computational Science and Engineering. Miami, March To Intrude or Not To Intrude. Opportunities and Challenges in Applying Polynomial Chaos Expansions to Engineering Design and Analysis. University of Southern California, August A Comparison of Spectral Galerkin and Spectral Collocation for Random Matrix Equations. 8th World Congress on Computational Mechanics, Venice, July A Hybrid Uncertainty Propagation Scheme for Convective Heat Transfer Problems. 10th AIAA Non-Deterministic Approaches Conference. Schaumburg, April Using Polynomial Chaos to Compute the Influence of Multiple Random Surfers in the PageRank Model. Workshop on Algorithms for the Web Graph. San Diego, December Stochastic Collocation Applied to Turbulent Flow Around a Cylinder. 9th US National Congress on Computational Mechanics. San Francisco, July Posters Interpolating Parameterized Simulation Results. Department of Energy Office of Science Applied Math Meeting. Reston, VA, October Interpolating Parameterized Simulation Results. SAMSI Workshop on Methods in Uncertainty Quantification. Research Triangle Park, September Reduced Order Models for Uncertainty Quantification and Parameter Estimation in Subsurface Flows. SIAM Conference on Mathematical & Computational Issues in Geosciences. Long Beach, March Reduced Order Models for Uncertainty Quantification and Parameter Estimation in Subsurface Flows. American Geophysical Union Fall Meeting. San Francisco, December SIAM Journal of Scientific Computing, Computer Methods in Applied Mechanics and Engineering, Linear Algebra and Applications, International Journal of Computational Methods, Applied Mathematics and Computation, IMA Journal of Numerical Analysis, International Journal for Uncertainty Quantification Research Assistant Stanford University, Stanford, CA September 2006 to September 2009 Implemented and compared state of the art computational techniques for uncertainty quantification. Applied uncertainty quantification techniques to model problems in turbulent flow and conjugate heat transfer. Organized weekly uncertainty quantification group meeting of students, postdocs, and faculty. Participated in biannual PSAAP (Predictive Science Academic Alliance Program) review sessions with DOE review committee. Worked under the direction of Gianluca Iaccarino and Parvis Moin, funded by DOE ASC/PSAAP grant. Summer Student Intern Sandia National Labs, Albuquerque, NM June 2007 to September 2007 Developed a method of manufactured solutions for order verification of computing moments of solutions to partial differential equations with stochastic inputs. Created a suite of test problems for Sandia s DAKOTA Toolkit. Worked under the direction of Patrick Knupp, Mike Eldred, and Clayton Webster. Research Intern NASA Ames Research Center, Mountain View, CA June 2005 to Aug 2005 Explored a Markowitz portfolio optimization approach for assessing the component failure risk in a complex system design. Designed and built rich-client Java application to implement the proposed method. Worked under the direction of Ali Farhang Mehr and Irem Tumer. APPLICATION DEVELOPMENT PMPack (Parameterized Matrix Package) A suite of Matlab tools and a common interface for working with parameterized matrix equations. 4 of 6

5 Random Field Simulation A suite of Matlab tools for generating conditional random fields. QPW (Quadrature Points and Weights) A set of C functions and Python wrappers for generating the points and weights of common Gaussian quadrature formulas. Gossip Web JAVA Webstart application simulating the flow of gossip through a random network tracked by a dynamic parimutuel market pricing model. RUBIC (Risk and Uncertainty Based Integrated Concurrent Design) JAVA Webstart application prototype for NASA Ames Research Center. Computes and displays Markowitz efficient frontier of optimal resource allocation for a complex system. PROFESSIONAL ASSOCIATIONS Society for Industrial and Applied Mathematics. TEACHING EXPERIENCE Consulting Assistant Professor of Mechanical Engineering Stanford University, Stanford, CA. March 2011 to June 2011 Taught ME470: Uncertainty Quantification for Spring quarter 2011 an upper level graduate survey course with 17 enrolled students and 7 auditors. Prepared curriculum from scratch by collecting relevant book chapters and journal articles, and preparing course notes. Wrote homeworks with a mix of conceptual questions, programming assignments, and reading assignments. Supervised student projects related to the student s own research. Lectured twice a week for 75 minutes each using a mix of blackboard, in-class MATLAB demos, and Powerpoint slides. Course material included (i) introduction and philosophy, (ii) Monte Carlo sampling methods, (iii) polynomial spectral methods, (iv) reduced order modeling and interpolation, and (v) inverse problems and model calibration. Course Assistant Stanford University, Stanford, CA April 2005 to June 2006 Introduction to Numerical Methods for Engineering - Spring 2006 Wrote weekly solution sets for course assignments. Held biweekly office hours to tutor students. Prepared televised review sessions for course midterm and final. Introduction to Large Scale Computing - Winter 2006 Designed, built, and maintained course website. Directed weekly tutorial sections on practical programming topics, e.g. C, Makefiles, GDB, IDEs. Graded weekly programming projects. Network Algorithms - Fall 2005 Designed, built, and maintained course website. Directed students toward suggested term projects. Scribed, prepared (LaTeX), and distributed weekly lecture notes. Discrete Mathematics and Algorithms - Spring 2005 Designed, built, and maintained course website and wiki. Organized midterm and final review sessions. Instructed and aided students in course assignments during office hours. 5 of 6

6 Math Lab Facilitator University of North Texas, Denton, TX August 2002 to December Tutored undergraduate students taking College Algebra, Calculus, Linear Algebra, Statistics, and Discrete Math. Attended workshops offered by course instructors. INDUSTRY EXPERIENCE EMPLOYMENT Java Developer ORIX Capital Markets Dallas, TX October 2003 to September 2004 Built a web-based application utilizing J2EE technologies to manage delinquent commercial loans. Designed, developed, and tested application components for over 25 use cases spanning web, business, and persistence layers. Built template framework to dynamically generate RTF documents. Wrote a flexible security tag library for displaying or hiding content conditioned on business logic. Led requirements definition process on several key use cases. Operated on a project team with developers, analysts, and business users. Actuarial Analyst Watson Wyatt & Company, Dallas, TX January 2003 to October 2003 Designed VBA/Excel application to calculate benefits and generate paper statements. Passed SOA/CAS Course 1 on first attempt and was awarded company-sponsored exam time and materials. Performed valuation of pension plan liabilities and basic cost studies. Calculated current pension contributions and forecasted future pension contributions. Managed valuations, tax forms, and benefit statements for 15 clients over the valuation cycle. PERSONAL COMPUTER LANGUAGES OTHER INTERESTS LANGUAGES Scientific Computing C/C++, Python, PETSc, MPI, OpenMP, Matlab, Maple Application Development Java, Javascript, JSP, Struts, SQL, HTML, VBA Drums and percussion, soccer, skiing. Conversational in Spanish 6 of 6