The CIMFAV (Centre for Research and Modeling of Random Phenomena – Valparaíso) is a unit of the Faculty of Engineering of the University of Valparaíso (UV) created in the year 2012 and dedicated to applied mathematics. The CIMFAV is composed of 10 researchers who are also involved in the project CIMFAV CID 04/03 under the UV’s Provost’s Office of Research, which was initiated in 2004
From the outcome of the roll of a dice, to forecasting tomorrow’s weather, randomness is ubiquitous. It appears as much in the natural phenomena studied in physic, chemistry, and biology, as in human activities (industry, economics, sociology, etc.) Randomness emerges from the high dynamical and informational complexity of underlying systems. Its study requires not only deterministic laws, but the broader set of stochastic laws, which allow us to represent uncertainty in the knowledge of all the actors and parameters involved. The modeling and analysis of random phenomena draws upon multiple disciplines of mathematics such as probability, statistics, dynamical systems, and numerical methods. These areas are the domain of expertise of the CIMFAV. More precisely, our research lines include:
- Stochastic analysis
- Time series
- Dynamical systems
- Nonlinear physics
- Numerical analysis
- Statistical inference
- Nonparametric methods
- Mixed effects models
- Multivariate statistical models
The field of applications of the methods and tools which we develop to study random phenomena are very large. Consequently the CIMFAV investigates applications in fields as diverse as:
- Pharmacological dynamics
- Fluids mechanics
- Renewable energies
- Quantitative finance
- Network and Teaching
The CIMFAV interacts with national and international institutions through scientific collaborations and the implementation of common projects. At the national level, the principal universities with which we collaborate are : UTFSM, PUCV, UCHILE, PUC y UDEC. At the international level, we collaborate with scientists from Brazil, Uruguay, Argentina, Venezuela, Colombia, Mexico, Cuba, the USA, France, and Spain, among others.
- To produce high quality research, both theoretical and applied.
- To participate and interact with the Colleges of the Faculty of Engineering.
- To create a strong interaction with research centers at the University of Valparaiso and other national and international universities.
- To enhance teaching in the Faculty of Engineering at the undergraduate and graduate levels.
- To train professionals and senior academics in stochastic modeling and application of statistical methodology.
- To partner with industry via research and development projects, through tax incentive law for private investment (CIMFAV CID 04/03 accredited by CORFO).