2018 Industrial Problem Solving Workshop (IPSW)

  • Start Date: 08/19/2018
  • End Date: 08/24/2018

University of Calgary


The Institutes’ Industrial Problem Solving Workshops aim to create mutually beneficial links between industrial researchers and their counterparts in academia, with a focus on mathematical, statistical, and computational problems that arise in real industrial setting. Research workers with industrial and commercial concerns are invited to present one of their current technical problems. Leading specialists from the academic community study these problems in teams during the week-long workshop, then present a summary the results of their study back to the industrial participants at the end of the week. The teams also prepare complete reports for delivery to the industrial sponsors.



History and Mission Statement



The three Canadian institutes of CRM, Fields, and PIMS were established at several decades ago, focused on the mission of advancing research, education and outreach in all aspects of the mathematical sciences. The IPSWs in Canada began 20 years ago in Western Canada with the PIMS workshops, and are loosely modelled on the “study groups” pioneered by the University of Oxford (see www.maths-in-industry.org). With generous funding from the Natural Sciences and Engineering Research Council, the IPSW and related events form a key component of industrial activity for the institutes.






The goal of the IPSW is to connect industries with faculty, postdoctoral fellows and graduate students with expertise in industrial case-studies. This interaction is fostered in the specific context of a problem-solving session over 5 days. The case-studies in question have a significant mathematical or statistical content and in many instances lead to further collaboration and industrial development.




Project 1: Sample size calculation in homogeneity assessment of certified reference materials [+]


  • Juris Meija (NRC Metrology)


  • Statistics
  • Experimental Design
  • Optimal Design
  • Data Analysis


Certified reference materials (CRMs) are key to global comparability of measurement results as most laboratory measurements calibrate or verify their measurement results against the international CRMs. CRMs are typically created in a batch of several thousand units and it is inevitable that the property values (such as the mass fraction of arsenic) might vary between the units. This variability is captured as the uncertainty due to homogeneity of the material and is part of the overall combined uncertainty of the certified values. The question of how many samples need to be tested in order to get a reliable estimate of the homogeneity uncertainty is raised here. This question has financial as well as technical implications. If too few samples are analyzed, one might underestimate the homogeneity of the CRM which in turn might lead to diminished trust in future CRMs or a possible recall. Analyzing too many samples, on the other hand, is undesirable as it requires unnecessary expenses, labour, and depletion of the CRM stock.

Download the full project description (pdf)



Project 2: Foliage obscured topographical mapping using kinematic GPS survey and aerial drone data [+]


  • Nathan Vadeboncoeur (Smart Shores)


  • Approximations of functions
  • Signal processing
  • Image processing
  • Statistics
  • Data science

  • Smart Shores is a science-based tech company focused on making world-class environmental data accessible to everyone, from small not-for-profits to big governments. We provide afford- able high-resolution spatial data, ecological analysis and visual media to support responsible and effective stewardship of our natural world.


    We help tell the story behind the data by providing both technical (GIS) data and engag- ing content including interactive 3D environments, detailed maps, short videos, and outreach materials.


    A key focus for our many of our clients is environmental management, which is crucial for our quality of life. For example, a well-managed shoreline can support salmon and shorebird populations, provide recreation opportunities and buffer against flooding. However, shore- line development can also have unintended consequences that are harmful to ecosystems, the economy, recreation and culture. We help connect human and ecological needs to support progressive, twenty-first century land management.

    Download the full project description (pdf)



Project 3: AI for Tactical Asset Allocation [+]


  • Thomas Holloway (Responsive AI)


  • Data Science
  • Statistics
  • Statistical Modelling
  • Some Finance


Responsive AI is a venture-backed startup in direct-to-client wealth management, hybrid wealth technology (B2B), and data-driven client intelligence research. This summer we are celebrating three years of operation and the close of our US $1.1mm seed financing round.


Responsive’s asset management business is differentiated by streamlined user experience, industry-leading cost, and the implementation of data science research for optimized portfolio performance. Eschewing security selection as a source of value, Responsive clients own portfolios of Exchange Traded Funds (ETFs). Each ETF provides exposure to an asset class such as US stocks, foreign stocks, Government bonds, and High Yield Bonds. The Responsive investment process is to reconsider the weights monthly using signals from markets and the economy. Following Samuelson, “The market is micro efficient, but macro inefficient”.

Download the full project description (pdf)



Project 4: Two dimensional phase unwrapping for distributed acoustic sensors [+]


  • Matt McDonald (Fotech Solutions Ltd.)


  • Calculus and Mathematical Modelling
  • Numerical Methods
  • Signal Processing
  • Some physics background would be useful


Distributed acoustic sensing (DAS) is a relatively new technology used for measuring strain and vibration along a long cable installed on large linear infrastructures such as railways, roadways, pipelines, underground boreholes, and so forth. The sensor consists of a single-mode fibre optic cable installed along the length of structure under surveillance, and connected to a laser and photodetector. A pulse of light is sent down the fibre, and the reflections scattered back to the detector are analyzed to measure strain on the fibre. Depending on the length of the fibre, the laser may be fired many thousands of times per second, and the Rayleigh backscatter sampled to produce a measurement of the strain at numerous points on the fibre. Knowledge of the refractive index of the fibre allows one to use two-way travel-time to treat the fibre as a series of discrete sensors up to 40 km long, where each position acts somewhat like a two-beam interferometer.


In terms of typical data volumes collected, a 5 km fibre with a spatial sampling interval of 0.67 meters would translate to roughly 7462 fibre-positions being sampled 20,000 times per second. The signals can be treated as the output of a long string of individual sensors distributed along the cable, with a high frequency sampling rate.


A significant challenge in improving the sensitivity and accuracy of the DAS device is calcu- lating the optical phase of the light signal travelling in the fibre from the measured intensities on the photodetector. Noise and phase wrapping are the main issues that make this difficult.

Download the full project description (pdf)



Project 5: Stochastic modelling of oil and gas economics: pricing, production and real options analysis [+]


  • Michael Morgan (GLJ Petroleum Consultants)


  • Differential equations
  • Stochastic modelling
  • Statistical models
  • Time series analysis
  • Econometrics
  • Numerical methods
  • Some knowledge of financial mathematics and asset pricing would be great

Many aspects of the oil and gas industry are subject to economic uncertainty: success in finding oil and gas reserves is highly unpredictable, productivity of an individual well can change in seemingly random ways, markets for products can move unexpectedly, future prices and interest rates are unknown, among other challenges. Useful economic models need to account for these uncertainties. Stochastic models provide an approach to these problems by treating certain unknown parameters as random variables and performing an in-depth analysis that takes into account this uncertainty.


Stochastic differential equations (SDEs) are one useful method whose application are of interest to oil and gas economic problems. As most economic analysis is currently conducted using deterministic discounted cash flow models, there is much scope of innovation and experi- mentation. In particular, there is much scope for improving how uncertainty is mathematically modelled. In these project, we are interested four different general areas:

  • Econometrics
  • Real Options Analysis
  • Geographic Correlation and Temporal Uncertainty
  • SDE Solutions to PDEs

Download the full project description (pdf)












Please see the Event Program for a full schedule of this event and other details


General Schedule 


Sunday, August 19: 

Morning, afternoon: optional high performance computing bootcamp

Evening: Ice-breaker reception


Monday, August 20: 

Morning: Presentation of Problems

Afternoon: Break out into teams, begin problem study


Tuesday, August 21 to Thursday, August 23: 

All Day: Examine problems and report solutions

Possible excursion one afternoon


Friday, August 24: 

Morning: Report Summary Presentations from teams

Evening: travel home


Cristian Rios, University of Calgary, PIMS Site Director
Michael Lamoureux, University of Calgary, PIMS Innovation Coordinator
Odile Marcotte
, UQAM, CRM Deputy Director, Partnerships
Tom Salisbury
, York University, Fields Associate Director, Industry Liaison

Other Information: 


Registration for this event is now closed.


Financial Support

Limited funding for local expenses, travel, and registration fees is available for out-of-town participants at this event. Please contact mwrubles@ucalgary.ca for more details, before August 10. You must be registered to qualify for financial support.



Accommodation is available at the Hotel Alma at the University of Calgary. Please see this flyer for more details including information on preferential rates.


Once registered, you will receive occasional emails about important updates to the 2018 IPSW program. Be sure to register with an active email address. You can also keep up to date with the program by checking this webpage.


To cancel your registration, please contact mwrubles@ucalgary.ca