Marshall University (in West Virginia) is hosting an REU in "Computational Science" for Math and Physical Science majors this summer: they have several different projects, two of them in math (one is a statistical and the other is a computer vision project). The deadline for applications is April 9. Marshall is in Huntington, WV, on the banks of the Ohio River, amid forested hills. I've never been there, but WV as a whole is a beautiful place, and would be a nice place to spend the summer.
More details can be found at http://www.marshall.edu/reu/.
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