Applied maths

Last week I was in Chicago for the annual meeting of the Society for Industrial and Applied Mathematics (or simply SIAM for short). I found very interesting the fact that there are actually mathematicians using real data to work on their projects and not all of them have to do with statistics. In fact, it seems that applied mathematicians have a generalised phobia for stochastic processes and statistics... which is precisely what brings me to write this.

What is applied maths? I have come up with the idea that it depends who you ask. Regardless of the speed at which one travels one always measure the speed of light at the same value... well, applied maths is not a conserved constant in the universe, it pretty much depends on where one studied and what one does for a living.

I have previously said that I studied my undergrad at ITAM and although the website portrays a very broad sense of the subject, in practise it focuses on finance and economics. However the degree is quite flexible and one can certainly focus in computer science or statistics as I did.

I can't say anything bad against ITAM, it is truly a very good university for applied maths. Having said that, I was never prepared for my masters degree at the University of Bath. Contrary to what happens in Mexico where studying maths is a weird thing, studying it in the UK is a more common thing. There aren't many universities in Mexico where one can study applied Maths while in the UK there's a massive market for that. They all agree in one thing: applied maths is solving PDEs, analytically and numerically. In Mexico, the PDE course was only an optional module. In the UK it is the expected thing to know when you're an applied mathematician.

Of course when I mean "knowing to solve PDEs analytically" I mean the easy ones: the heat and wave equations for example. 

The problem arises when somebody outside the maths department asks what applied maths is. Because even if one researches on optimising numerical methods for solving some specific PDEs, to the eyes of the laymen people the solving of the equation is pointless if it doesn't have a higher purpose. What sort of higher purpose? As I like to put it... how does one make money out of that? If one can't answer this question quickly and clearly, whatever one is doing, it is not applied enough.

I like thinking I am an applied mathematician, but being a probabilist doing analysis definitely makes me a weird object within the applied mathematicians at the SIAM meeting. Nevertheless it was quite fun and the research is fascinating... by the way, I had the chance to listen and meet Jorge Nocedal (I didn't see that one coming).