Earlier this February, Colorado College visiting mathematics professor Andy Glen was awarded a three-year, $211,985 grant from the U.S. Army Research Office. Glen moved to Colorado a year and a half ago, prior to that he was on the faculty of the United States Military Academy at West Point. He was a professor in the Math department for a total of sixteen years and retired in December 2014.

“The goal is to create software to automate probability theory,” said Glen. “There are many probability books out there that have important mathematical results and almost all of them were created by a really smart person, a stubby pencil, and a piece of paper. But, now with the advanced-calculus-based software, we can let the computer do some of the work.”

He continued, “For instance, we have done some work with new distributions that take ninety-nine thousand integrations just to produce one function. Now, that you just can’t do by hand and very smart people over the decades have known that these functions exist, but they could never create them because that’s just too much work to do by hand.”

The other goal of this specific grant is to take the software that Glen wrote, which is currently imbedded in an expensive program called Maple, and transfer it to a free software.

“There is a competitor to Maple called Python and if we can code it in Python, then it is free and available to anyone who wants it,” said Grant. “One of the goals of this grant is to convert all the codes from a costly program to a free program, then the researchers all over the world will have it available and can play with the software on their own and find new probability theory and new ideas.”

Glen will also continue to make the language for the program larger with this research grant, by continuing to include more procedures and ideas.

Professor Glen began this research with his Ph.D. advisor in 1998 when they had the idea that the most up-to-date software would be helpful with probability theory. At the time, there were statistics software packages that solely worked on numbers, but not on probability theory or higher levels of thinking.

“A lot of probability theory relies on calculus, and we wrote a program in a higher level language that would automate probability theory,” said Glen. “I had been working on it the whole time I was a faculty member at West Point. It’s an area that very few people are working in, so it’s our own little playground. We realized that it’s a lifetime of research because it combines three areas, you have to know computer programming, probability theory, and then understanding the intersection between the two.”

The grant money covers one or two Colorado College summer interns for the next three summers.

“It’s a neat area that lends itself well to undergraduate research, graduate research, and post Ph.D. research,” said Glen. “It’s one of those things where you can dial it up or dial it down to whatever fits the talent of the individual and what area they are in their academic careers.”

Leave a Reply