JEROME SPANIER
Education
University of Minnesota, Minneapolis, Minn., Mathematics  Magna Cum Laude, B.A., 1951
University of Chicago, Chicago, Ill., Mathematics, M.S., 1952
University of Chicago, Chicago, Ill., Mathematics, Ph.D., 1955
Professional Experience
2000 –
Researcher, University of California, Irvine.
1998 –
Senior Fellow and Director, Claremont Research Institute of Applied Mathematical Sciences
and Professor of Mathematics, Emeritus, Claremont Graduate University, Claremont, California.
1997 – 2000
Visiting Researcher, University of California, Irvine.
1971  1998
Professor of Mathematics, (197191); Joseph H. Pengilly Professor of Mathematics (199198); Co
Director, Mathematics Clinic, (197480); Director, CGS Mathematics Clinic (198081 and 199192),
The Claremont Graduate School, Claremont, California
198790
Vice President for Academic Affairs and Dean of the Graduate School, The Claremont Graduate
School, Claremont, California.
198587
Vice President for Academic Affairs and Dean of Faculty, The Claremont Graduate
School, Claremont, California.
198285
Dean of Faculty, The Claremont Graduate School, Claremont, California.
1980
Fulbright Senior Research Scholar, Massey University, Palmerston North, New Zealand
1981
Visiting Professor, Royal Institute of Technology (Stockholm) and Swiss Federal Institute of
Technology (Zurich)
1978
Visiting Professor, Clemson University and Oxford University
197071
Group Leader of Mathematics Group, North American Rockwell Science Center, Thousand Oaks,
California
196770
Member of Technical Staff, North American Rockwell Science Center, Thousand Oaks,
California
196667
Advisory Mathematician, Bettis Atomic Power Laboratory, Westinghouse Electric Corp., West
Mifflin, Pennsylvania.
195966
Fellow Mathematician, Bettis Atomic Power Laboratory, West Mifflin, Pennsylvania.
195559
Senior Mathematician, Bettis Atomic Power Laboratory, West Mifflin, Pennsylvania.
1957
Lecturer, University of Pittsburgh, Pittsburgh, Pennsylvania.
Honors and Awards
University Fellowship, University of Chicago, 195152
National Science Foundation Predoctoral Fellowships, University of Chicago, 195255
Westinghouse Distinguished Service Award, 1963
U.S. Energy Research and Development Administration Research Grant, 197680
National Science Foundation; Alternatives in Higher Education Grant, Project Director, 197680
National Science Foundation; Research Initiation and Support Grant, Project Director, 197780
President's Medal, The Claremont Graduate School, 1990
Fulbright Grant, New Zealand (1990)
National Science Foundation, Interdisciplinary Grants in the Mathematical Sciences, 20001 Professional Affiliations
Phi Beta Kappa
Sigma Xi
American Mathematical Society
Society for Industrial and Applied Mathematics
American Association for the Advancement of Science
American Mathematical Association
American Association of University Professors
International Association for Mathematical Modelling
Publications
1. Spanier, J. “A Unified Approach to Monte Carlo Methods and Applications to a Multigroup Calculation
of Absorption Rates,” SIAM Review, 4, pp. 115134, (1962).
2. Spanier, J. and W. H. Guilinger. “Matrix Conditioning for Alternating Direction Methods,” Bettis
Technical Review, 29, pp. 6979, (1963).
3. Gelbard, E.M. and J. Spanier, J. “Use of Superposition in Monte Carlo Resonance Escape
Calculations,” Trans. ANS, 7, 2, p. 259, (1964).
4. Spanier, J., and G. J. Habetler. "Applications of Monte Carlo Methods to Neutron Thermalization,” Naval Reactors Physics Handbook, Vol I, pp. 379448. A. Radkowsky, Ed., U.S. Government Printing Office, 1964.
5. Spanier, J. “The Mathematics of Monte Carlo for Reactor Calculation,” Naval Reactors Physics Handbook, Vol. I, pp. 14411461. A. Radkowsky, Ed., U.S. Government Printing Office, 1964.
6. Spanier, J. and R.B. Kellogg. “On Optimal Alternating Direction Parameters for Singular Matrices”, Math of Comp., 19, pp. 448452, (1965).
7. Gelbard , E.M., J. Spanier and B. Anderson. “A Refinement in the Application of the Superposition
Principle to Monte Carlo Resonance Escape Calculation,” Trans. ANS, 9, 2, p. 502, 1966.
8. Spanier, J., E. M. Gelbard and L.A. Ondis II. “A New Class of Monte Carlo Estimators”, J. SIAM Appl. Math., 14, pp. 697701, (1966).
9. Spanier, J. “Two Pairs of Families of Estimators for Transport Problems,” J. SIAM Appl. Math., 14, pp. 702713, (1966).
10. Spanier, J. “Some Results on Transport Theory and Their Application to Monte Carlo Methods,” J. Math. Anal. and Appl., 17, pp. 549559, (1967).
11. Spanier, J. "Alternating Direction Methods Applied to Heat Conduction Problems", Mathematical
Methods for Digital Computers, Vol. 2, Chap. 11, John Wiley & Sons, Inc., 1967.
12. Spanier, J. and C.A. Hall. “Nested Bounds for the Spectral Radius,” SIAM J. Numer. Anal., 5, pp.
113123, (1968).
13. Spanier, J. and L. B. Levitt. “A New NonMultigroup Adjoint Monte Carlo Technique,” Nuclear
Sci. Eng., 37, pp. 278287, (1969).
14. Spanier, J. and E. M. Gelbard. Monte Carlo Principles and Neutron Transport Problems, Addison
Wesley, 1969.
15. Spanier, J. “An Analytic Approach to Variance Reduction,” SIAM J. Appl. Math., 18, pp. 172190,
(1970).
16. Spanier, J. and K. B. Oldham. “The Replacement of Fick’s Laws by a Formulation Involving Semi
differentiation,” J. Electroanal. Chem., 26, pp. 331341, (1970).
17. Spanier, J. and L. B. Levitt. “Comments on Adjoint Monte Carlo Sampling Techniques,” Nuclear
Sci. Eng., 42, p. 118, (1970).
18. Spanier, J. “A New Multistage Procedure for Systematic Variance Reduction in Monte Carlo,” SIAM
J. Numer. Anal., 8, pp. 548=554, (1971).
19. Spanier, J. and K.B. Oldham. “A General Solution of the Diffusion Equation for Semiinfinite
Geometries,” J. Math. Anal. Appl., 39, pp. 665669, (1972).
20. Spanier, J., and K.B. Oldham. The Fractional Calculus, Academic Press, New York and London,
1974.
21. Spanier, J. “Academic Realism: An Innovative Approach,” SIAM News, 9, June, (1976).
22. Spanier, J. "The Mathematics Clinic: An Innovative Approach to Realism within an Academic
Environment,” Amer. Math. Monthly, 83, pp. 771775, (1976).
23. Spanier, J. “The Claremont Mathematics Clinic,” SIAM Review, 19, pp. 536549, (1977).
24. Spanier, J. and K.B. Oldham. “Fractional Calculus and its Applications,” Bull. Poly Inst. Iasi, XXVIII,
pp. 2934, (1978).
25. Spanier, J. “A New Family of Estimators for Random Walk Problems,” J. Inst. Maths. Applics., 23, pp.
131, (1979).
26. Spanier, J. “The Education of a Mathematical Modeler,” Proc. Second International Conference on
Mathematical Modelling, St. Louis, July 1113, 1979.
27. Spanier, J. “Claremont’s Mathematics Clinic and Applied Mathematics Program,” Proc. Fourth
International Congress on Mathematical Education, August, 1980.
28. Spanier, J. “Thoughts About the Essentials of Mathematical Modelling,” Math Modelling, 1, pp. 99
108, (1980).
29. Spanier, J. “Solving Equations is Not Solving Problems,” Mathematics Tomorrow. Lynn A. Steen, Ed.
pp. 2327, SpringerVerlag, 1981.
30. Spanier, J. “Applied Mathematics Education at the Claremont Colleges,” Proc. Conference on
Mathematics in Industry, Oberwolfach, October 2428, pp.7588, 1982.
31. Spanier, J. and R. L. Borrelli. “The Mathematics Clinic: A Review of its First Decade,” UMAP
Journal, v. IV, No. 1, U29, (1983).
32. Spanier, J. “The Education of an Applied Mathematician,” Bull. Inst. Maths
Applics, March/April, (1983).
33. Spanier, J. and K.B. Oldham. An Atlas of Functions, Hemisphere Publishing Corporation, a subsidiary
of Harper and Row and SpringerVerlag, Washington D.C. and Berlin, 1987.
34. Spanier, J. “Modelling – A Personal Viewpoint”, Math Comp. Modelling, 16, pp. 147149, (1992).
35. Spanier, J. and E.H. Maize, "QuasiRandom Methods for Estimating Integrals Using Relatively Small
Sample Sizes," SIAM Review, 36, pp. 1844, (1994).
36. Spanier, Jerome, "QuasiMonte Carlo Methods for Particle Transport Problems'', Monte Carlo and
QuasiMonte Carlo Methods in Scientific Computing, Lecture Notes in Statistics #106, pp.121
148, SpringerVerlag, 1995.
37. Spanier, J. and A. Badruzzaman, "Hybrid Monte Carlo Methods for Particle Transport", Proc.
International Conference on Mathematics and Computation, Reactor Physics, and Environmental
Analysis, April 30May 4, 1995, Portland, OR.
38. Spanier, J. and A. Badruzzaman. “Impact and Efficiency of Monte Carlo Techniques Applied to a
New Generation of Nuclear Logging Measurements,” Proc. International Conference on
Mathematics and Computation, Reactor Physics, and Environmental Analysis, April 30May 4,
1995, Portland, OR.
39. Christen, J.A., P. Jiang, L. Li, J.L. MoralesPerez, and J. Spanier, "Reducing the Cost of Monte Carlo
Analysis of Well Logging Data," Proc. Eleventh Workshop on Mathematical Problems in Industry,
Albuquerque, New Mexico, June 1216, 1995.
40. Spanier, J. (ed.), Monte Carlo and QuasiMonte Carlo Methods, a special volume of the journal
Mathematical and Computer Modelling, 23 nos. 8/9, April/May, 1996.
41. Spanier, J. and L. Li. “QuasiMonte Carlo Methods for Integral Equations,” Monte Carlo and Quasi
Monte Carlo Methods in Scientific Computing, Proc. Conf. At University of Salzburg, Austria,
July 912, 1996, Springer Lecture Notes on Statistics #127, 1998.
42. Spanier, J. and L. Li. “General Sequential Sampling Techniques for Monte Carlo Simulations: Part I –
Matrix Problems,” Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing, Proc.
Conf. At University of Salzburg, Austria, July 912, 1996, Springer Lecture Notes on Statistics
#127, 1998.
43. Spanier, J. “General Sequential Sampling Methods for Monte Carlo and QuasiMonte Carlo
Applications,” Proc. Conf. On Adaptive Monte Carlo Methods, Los Alamos, N.M., August 1416,
1996.
44. Li, L., and J. Spanier. "Approximation of Transport Equations by Matrix Equations and Sequential
Sampling," Monte Carlo Methods and Applications, 3, pp. 171198, (1997).
45. Xiong, K. and J. Spanier, “A numerical algorithm of stability criteria in nonlinear control”, in Proc.
1997 IEEE International Conference on Control Applications, Hartford, CT., Oct. 57, 1997, pp.
335337, (1998).
46. Spanier, J., and L. Li, "General Sequential Sampling Techniques for Monte Carlo Simulations: Part I –
Matrix Problems," Monte Carlo and QuasiMonte Carlo Methods 1996, Lecture Notes in Statistics
#127, SpringerVerlag, 1998.
47. Spanier, J. "Monte Carlo Methods for Flux Expansion Solutions of Transport Problems", Nuclear
Sci. Eng., 133, pp. 17, (1999).
48. Spanier, J. "Geometrically Convergent Learning Algorithms for Global Solutions of Transport
Problems,'' Monte Carlo and QuasiMonte Carlo Methods 1998, H. Niederreiter and J. Spanier,
Eds. SpringerVerlag, pp. 98113, 1999.
49. Kong, R., and J. Spanier. "Sequential Correlated Sampling Methods for Some Transport Problems."
Monte Carlo and QuasiMonte Carlo Methods 1998, H. Niederreiter and J. Spanier, Eds.,
SpringerVerlag, pp. 238251, 1999.
50. Lai, Y. and J. Spanier. "Adaptive Importance Sampling Algorithms for Transport Problems." Monte
Carlo and QuasiMonte Carlo Methods 1998, H. Niederreiter and J. Spanier, Eds., Springer
Verlag, pp. 273283, 1999.
51. Hayakawa, Carole, and J. Spanier. "Comparison of Monte Carlo Algorithms for Obtaining Geometric
Convergence for Model Transport Problems", Monte Carlo and Quasi Monte Carlo Methods
1998, H. Niederreiter and J. Spanier, Eds. SpringerVerlag, pp. 214226, 1999.
52. Kong, R. and J. Spanier. "Error Analysis of Sequential Monte Carlo Methods for Transport
Problems," Monte Carlo and Quasi Monte Carlo Methods 1998, H. Niederreiter and J. Spanier,
Eds., SpringerVerlag, pp. 252272, 1999.
53. Lai, Y. and J. Spanier. “Applications for Monte Carlo & QuasiMonte Carlo Methods in Finance:
Option Pricing.” Monte Carlo and Quasi Monte Carlo Methods 1998, H. Niederreiter and J.
Spanier, Eds., SpringerVerlag, pp. 284295, 1999.
54. Spanier, J., “Random, Quasirandom and Hybrid Methods for Transport Problems”, in Advanced
Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications, A. Kling, F
Barao, M. Nakaga, L. Tavora and P. Vaz (eds.), Proceedings of the Monte Carlo 2000
Conference, Lisbon, Portugal, 2326 October, 2000, Springer, 2000.
55. Spanier, J., “Research Themes of Broad Transport Applicability”, in Advanced Monte Carlo for
Radiation Physics, Particle Transport Simulation and Applications, A. Kling, F. Barao, M.
Nakaga, L. Tavora and P. Vaz (eds.), Proceedings of the Monte Carlo 2000 Conference, Lisbon,
Portugal, 2326 October, 2000, Springer, 2000.
56. Maucec, M. and J. Spanier, “The MCNP perturbation feature assessment for nuclear oilwell logging
Monte Carlo calculations”, in Proc. International Conference on Nuclear energy in Central
Europe, Bled, Slovenia, September 1114, 2000.
57. Hayakawa, C., J. Spanier, F. Bevilacqua, A.K. Dunn, J.S. You, B.J. Tromberg and V. Venugopalan,
“Use of Perturbation Monte Carlo Techniques to Solve Inverse Problems in Heterogeneous
Tissue”, Optics Letters, 26, pp. 13351337, (2001).
58. Kong, R. and J. Spanier, “Residual Versus Error for Transport Problems”, in Monte Carlo and Quasi
Monte Carlo Methods 2000, K.T. Fang, F.J. Hickernell and H. Niederreiter (eds.), Proceedings
of a conference held at Hong Kong Baptist University, Hong Kong, S.A.R., China, November
27December 1, 2000, Springer, 2002.
59. Viator, J., B. Choi, M. Ambrose, J. Spanier and J.S. Nelson, “In Vivo PortWine Stain Depth
Determination with a Photoacoustic Probe”, Applied Optics, 42, 32153224, (2003).
60. Spanier, J. and R. Kong, “A New Adaptive Method for Geometric Convergence”, Monte Carlo and
QuasiMonte Carlo Methods 2002, (H. Niederreiter ed.), SpringerVerlag, pp. 439449, 2004.
61. Hayakawa, C. and J. Spanier, “Perturbation Monte Carlo Methods for the Solution of Inverse
Problems”, Monte Carlo and QuasiMonte Carlo Methods 2002 , (H. Niederreiter ed.),
SpringerVerlag, pp.227241, 2004.
62. Hayakawa, C., B.Y. Hill, J.S. You, F. Bevilacqua, J. Spanier and V. Venugopalan, ”Use of the δP1
approximation for recovery of optical absorption, scattering, and asymmetry coefficients in
turbid media”, Applied Optics, 43, pp. 46774684, (2004).
63. Tseng, S.H., C. Hayakawa, B.J. Tromberg, J. Spanier and A.J. Durkin, “Quantitative spectroscopy
of superficial turbid media”, Optics. Let., 30, 31657, (2005).
64. Oldham, K.B., J. Myland and J. Spanier, The Fractional Calculus: Theory and Applications of
Differentiation and Integration to Arbitrary Order, Dover Publications, Inc., 2006.
65. Spanier, J., “Monte Carlo Methods”, chapter in Nuclear Computational Science: A Century in
Review., SpringerVerlag, to appear in 2007.
66. Spanier, J. and E.M. Gelbard, Monte Carlo Principles and Neutron Transport Problems, Dover
Publications, to appear in 2007.
67. Oldham, K.B., J. Myland and J. Spanier, An Atlas of Functions, second edition, SpringerVerlag, to
appear in 2008.
68. Bhan, K. and J. Spanier, “Condensed history Monte Carlo for photon transport problems”,
accepted for publication in J. Comp. Phys.
In process currently:
69. Hayakawa, C.K., J. Spanier and V. Venugopalan, “Coupled ForwardAdjoint Monte Carlo
Simulations of Radiation Transport for the Study of Optical Probe Design in Heterogeneous
Tissue, submitted to SIAM J. Appl. Math
70. Mosher, S., M. Maucec, J .Spanier, A. Badruzzaman, C. Chedester, M. Evans, and L. Gadeken,
“ExpectedValue Techniques for Monte Carlo Modeling of Well Logging Problems”.
submitted to Nuclear Science and Engineering
71. Tseng, SH, C. Hayakawa, J. Spanier J., B.J. Tromberg, and A. Durkin, “A Diffusive Light Source
for Quantification of Optical Properties of Superficial Layers”, (in preparation).
72. Spanier, J., M. Ambrose and R. Kong, “Fast, Adaptive Monte Carlo Solutions for Radiative
Transport (FAST)”, (in preparation).
73. Kong, R,. M. Ambrose and J. Spanier, “Adaptive Phase Space Refinement for Radiative
Transport Problems, (in preparation)
74. Ambrose, M. R.Kong and J. Spanier, “Fast, Adaptive Importance Sampling Methods for
Radiative Transport Problems”, (in preparation)
Selected Recent Presentations

“Geometrically Convergent Learning Algorithms for Global Solutions of Transport Problems”, invited talk at International Conference on Monte Carlo and QuasiMonte Carlo Methods, Claremont, California, June 2226, 1998.

“Multiple Integrals in Many Dimensions,” Claremont Research Institute of Applied Mathematical Sciences/Applied Math Seminar, Claremont, California. April 28, 1999.

“Methods and Algorithms for Geometric Convergence in Transport Problems,” Los Alamos National Laboratory, Los Alamos, New Mexico. July 21, 1999.

“MCNPCRIAMS 1.0,” Chevron Oil Consortium, Houston, Texas. September 14, 1999.

“Condensed History Models for Electron and Photon Transport,” Claremont Research Institute of Applied Mathematical Sciences/Applied Math Seminar. Claremont, California. November 17, 1999.

“Thematic Research at CRIAMS: Geometrically Convergent Learning Algorithms and Applications,” Peter F. Drucker Graduate School of Management, Claremont Research Institute of Applied Mathematical Sciences/Applied Math Seminar on Current Activities, Claremont California. February 1, 2000.

“Thematic Research at CRIAMS: Monte CarloBased Perturbation/Sensitivity Analysis for Inverse Problem Solutions,” Peter F. Drucker Graduate School of Management, Claremont Research Institute of Applied Mathematical Sciences/Applied Math Seminar. Claremont, California. February 29, 2000.

“Thematic Research at CRIAMS: Monte CarloBased Perturbation/Sensitivity Analysis for Inverse Problem Solutions,” Claremont Research Institute of Applied Mathematical Sciences/Applied Math Seminar, Claremont, California. February 29, 2000.

“Monte Carlo Methods for Inverse Problems,” informal seminar as guest of the Facultat de Fisica. Presented at University of Barcelona, Spain. October 18, 2000.

“Research Themes of Broad Transport Applicability,” invited keynote talk presented at MC2000, International Conference on Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications, Lisbon, Portugal (paper to appear in Conference Proceedings). October 23, 2000.

“Monte Carlo Techniques for Solving Inverse Problems in Biomedical Optics,” invited seminar presented at Keck Graduate Institute of Applied Life Sciences. Claremont, California. November 16, 2000.

“Residual Versus Error in Transport Problems”, presented at MCQMC2000 International Conference on Monte Carlo and QuasiMonte Carlo Methods, Hong Kong, November 27  December 1, 2000.

“Monte Carlo Methods”, invited talk presented at Nuclear Mathematical and Computational Sciences: M & C 2003, A Century in Review  A Century Anew, Gatlinburg, Tennessee, April 610, 2003.

“A New Adaptive Method for Geometric Convergence”, presented at 5^{th} International Conference on Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing (MCQMC 2002), National University of Singapore, November 2528, 2002.

“Direct, Inverse and Optimization Problems in Medicine: New Uses for Old Ideas”, Keynote lecture at Special Session on Transport Problems for Medical Applications presented at 5^{th} International Conference on Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing (MCQMC 2002), National University of Singapore, November 2528, 2002.
Editorships/Editorial Appointments
Editorial Boards: Mathematical and Computer Modelling, Fractional Calculus and Applied Analysis, Monte Carlo Methods and Applications, Journal of Statistical Physics, International Journal of Mathematical Modelling 