Instytut Matematyczny Polskiej Akademii Nauk

Siwarna Holiday House

From September 4 to 11, 2012, the 41st National Scientific and Training Conference on Applications of Mathematics was held at the Siwarna Holiday House in Zakopane-Kościelisko.

The Organizing Committee of the Conference was appointed by the Mathematics Committee of the Polish Academy of Sciences in consultation with the Center for Applications of Mathematics of the Institute of Mathematics of the Polish Academy of Sciences and the Polish Society of Actuaries.

The aim of the conference was to present mathematical methods applied in various sectors of the national economy, particularly in industry, insurance, finance, banking, railways, transportation, and more.

Conference participants had the opportunity to present the mathematical models they developed in relevant thematic sessions.

Doc. Dr. Eugeniusz Fidelis - Honorary Chair,
Dr. Jan Krzysztof Kowalski - Secretary,
MSc Michał Krzeszowiec,
Prof. Dr. Łukasz Stettner - Chair.

The program included the following sessions (session organizers' names are in parentheses):

Applications of Mathematical Analysis Methods (B. Jakubczyk and Z. Peradzyński),
Optimal Control and Optimization Methods (B. Jakubczyk, T. Rzeżuchowski, and Ł. Stettner)
Probabilistic Models and Methods (H. Gacki and K. Szajowski),
Methods of Mathematical Statistics (M. Męczarski, W. Niemiro, and R. Zmyślony),
Numerical Analysis and Scientific Computing (M. Dryja and T. Regińska),
Industrial Applications of Mathematics (E. Fidelis and W. Szczotka),
Biomathematics (L. Bobrowski, Z. Peradzyński, and R. Rudnicki),
Applications of Mathematics in Insurance (O. Doan, W. Niemiro, and P. Szlenk),
Non-Standard Applications of Mathematics (J. Gawinecki and W. Kosiński),
Financial Mathematics (Ł. Stettner),
Applications of Mathematics in Economics (T. Trzaskalik and A. Welfe),

Poster Session (Organizing Committee),
Who knows how to solve this? (Organizing Committee).

September 4, 2012 (Tuesday)

Morning Session
9.00	Conference Opening
9.15	Arkadiusz Orłowski The Secrets of Enigma – How Mathematicians Won World War II
11.00	Break
11.30	Andrzej Palczewski Optimal Investments Under Uncertainty
Afternoon Session
15.00	Łukasz Stettner Risk Measures for Financial Investments
16.00	Agnieszka Rygiel Conditions for No-Arbitrage with Proportional Transaction Costs for Simple Strategies
16.20	Przemysław Rola Arbitrage with Liquidity Risk
16.45	Sebastian Baran, Zbigniew Palmowski Optimization of Expected Utility of Dividend Payments for the Cramér-Lundberg Process with Stochastic Return on Investment
17.10	Teresa Rajba On the Application of Probabilistic Methods to Study Inequalities Between Quadratures
19.00	Open Meeting of the Committee on Applications of the Mathematics Committee of the Polish Academy of Sciences

September 5, 2012 (Wednesday)

Memorial Session Dedicated to Prof. Ryszard Zieliński
9.00	Wojciech Zieliński Outline of the Biography of Prof. Ryszard Zieliński
9.15	Wojciech Niemiro Prof. Ryszard Zieliński's Contributions to Monte Carlo Methods and Random Number Generators. Uniform Consistency of Statistical Procedures
9.45	Marek Męczarski Prof. Ryszard Zieliński's Contributions to Statistical Optimization and Fixed-Precision Estimation
10.10	Agata Boratyńska The Concept of Robustness According to Prof. Ryszard Zieliński, Robustness in Parametric Models – Classical and Bayesian
10.35	Tomasz Rychlik Quantile Estimators and Quantile Estimation
11.00	Break
11.30	Katarzyna Filipiak, Augustyn Markiewicz Optimality of Designs with Neighborhood Effects
12.10	M. Fonseca, J. Tiago Mexia, T. Mathew, R. Zmyślony Statistical Inference on the Intra-Class Correlation Coefficient for Small Samples
12.40	Wiesława Dąbała Estimation of Selected Population Parameters in a Random Sample Survey Using Randomized Response Techniques for Sensitive Questions
Afternoon Session
15.00	Maxim Pavlov Finite Component Reductions of Collisionless Kinetic Equations
16.00	Zbigniew Peradzyński Solutions with Degenerate Hodograph in the Application to Determine Profiles Without Shock Waves
16.30	Jarosław Łazuka Selected Estimates of the Cauchy Problem Solutions for Equations Describing the Elasticity of Non-Simple Materials
16.55	Break
17.00	Poster Presentations
18.00	Anatoliy K. Prykarpatsky On the Representations of Differentials in Functional Rings and Their Applications
19.30	Poster Session
	Artur Bryk The Impact of Randomization on the Dichotomous Behavior of the Regression Estimator for Strongly Dependent Errors
	Adam Deptuła Complexity Coefficient of Structure for Multi-Valued Logical Decision Trees
	Adam Deptuła Complexity Coefficient of Structure for Minimization of Multi-Valued Logical Functions
	Adam Deptuła, Marian A. Partyka Solving Weighted Multi-Valued Logical Equations Describing Design Guidelines in Discrete Optimization of Machine Systems
	Jurij Głazunow, Aleksandr Erszow, Michaił Erszow, Inna Pietrowa Modeling Changes in Diffusive Properties of Fish During Dehydration Depending on Smoking Environment and Raw Material Parameters
	Jerzy Klamka, Jolanta Tańcula D-Stability Analysis of the TCP-DCR Protocol
	Lucjan Kowalski Selected Issues in Histogram Optimization
	Robert Kruszewski Modeling Endogenous Business Cycles
	Anna Kiljańczyk, Paweł Najechalski Analysis of Changes in the Number of International Students
	Ewa Pawelec, Alicja Smoktunowicz, Iwona Wróbel Iterative Methods for Determining the Moore-Penrose Inverse
	Barbara Popowska Geometric Approximation of a Mixture of Discrete Probability Distributions
	Zbigniew Walczak On the Rate of Convergence of Bleimann, Butzer and Hahn Type Operators

September 6, 2012 (Thursday)

Morning Session
9.00	Maksymilian Dryja Parallel Algorithm for Solving Discretizations of Elliptic Equations with Discontinuous Coefficients
9.30	Teresa Regińska Two-Parameter Regularization of Ill-Posed Problems with Discretization Consideration
10.00	Leszek Plaskota Complexity of Integration in Crα([0,1]d) Based on Perturbed Information
10.30	Wiesław Grzesikiewicz, Andrzej Wakulicz, Artur Zbiciak Consequences of Time Function Constraints – Applications in Mechanics
11.00	Break
11.30	Andrzej Wawrzynek, Marcin Detka, Jerzy Pilśniak Inverse Problems with an Infinite Number of Decision Parameters
12.00	Paweł Woźny Dual Bases: Construction and Applications
12.30	Jakub Kierzkowski Block Methods, Eigenvalue Localization, and Iterative Methods
Afternoon Session
15.00	Arkadiusz Gąsecki Application of Linear Cryptanalysis Elements in Algebraic Attacks on Reduced DES Cipher
15.20	Maciej Kozaryn Stochastic Inclusions with Respect to Random Fields
15.40	Marek Kałuszka, Michał Krzeszowiec Iterative Mean-Value Premium in Cumulative Prospect Theory and Uncertainty Theory
16.00	Rafał Nowak Acceleration of Convergence of Two-Variant Continued Fractions
16.20	Break
16.30	Elżbieta Ferenstein, Adam Pasternak-Winiarski On the Problem of Destabilization of n Complex Poisson Processes in a Model with Nonlinear Delay Detection Costs
16.50	Joanna Sobolewska Multi-Valued Stochastic Integral with Respect to a Semimartingale and Its Properties
17.10	Kamil Świątek Multi-Valued Stochastic Integral with Respect to a Two-Parameter Martingale and Its Properties
19.00	"Who Knows How to Solve This?" – Part I
20.00	Bonfire

September 7, 2012 (Friday)

Morning Session
9.00	Wojciech Niemiro Maximum Likelihood and Monte Carlo Methods
9.40	Czesław Stępniak On Modeling Post-Heart Attack Survival Time and Identifying the Critical Period
10.10	Anna Dudek, Wioletta Wójtowicz PARMA Time Series Analysis
10.35	Jacek Bojarski, Robert Smoleński Electronic Device Compatibility and Pearson's Random Walk
11.00	Break
11.30	Marek Męczarski Stochastic Ordering of Posterior Distributions and Predictive Distributions
12.00	Piotr Nowak Monotonicity of Bayesian Estimators
12.30	Maria Kamińska-Zabierowska Generalized TTT Transform and the Behavior of Selected Stochastic Orders
Afternoon Session
15.00	Tadeusz Rzeżuchowski Four Different Metrics in the Family of Convex Sets
15.45	Krzysztof J. Szajowski On the Aggregation of Information about Disorders
16.30	Jerzy Respondek Number Theory and Partial Differential Equations – Is the Coherence of Mathematics Merely Conventional?
16.50	Wojciech Mitkowski, Krzysztof Oprzędkiewicz Applications of Fractional-Order Systems
17.30	Ewelina Seroka, Lesław Socha Practical Methodology of "Dwell Time" in Studying the Stability of Hybrid Systems
19.00	Concert
20.15	"Who Knows How to Solve This?" – Part II

September 8, 2012 (Saturday)

Morning Session
9.00	Bronisław Jakubczyk Space Missions, Geometry, and Control
9.45	Maciej Niedziela Parameter Identification Method in Constitutive Modeling of Viscoelastic Materials
10.15	Mariusz Jurkiewicz Existence of Infinitely Many Solutions for the Lidstone Boundary Value Problem
10.35	Tomasz Małolepszy Analysis of the Existence of Blow-Up Solutions in a Superdiffusion Model
11.00	Break
11.30	Mariusz Michta Application of Stochastic Inclusions to Equations in Fuzzy Sets
12.10	Anna Chwastyk, Witold Kosiński Rational Fuzzy Numbers in Calculating the Internal Rate of Return
12.40	Stefan Kotowski Genetic Algorithms and Their Models
Afternoon Session Cryptology and IT Workshop
15.00	Krzysztof Mańk Randomness Tests for Overlapping Vectors
15.40	Kamil Kaczyński Assigning Authorship to Electronic Documents
16.20	Michał Wroński Hardware Implementation Possibilities of Addition and Doubling of a Divisor on a Hyperelliptic Curve over the Field GF(2n)
16.50	Marcin Skrzyński, Mateusz Matan Mathematical Foundations and Applications of Compressed Sensing
17.15	Aneta Szyda Spectral Radius as a Method for Studying the Stability of Continuous Linear Systems with Time-Varying Coefficients
17.40	Adam Czornik, Michał Niezabitowski Lyapunov Exponents of Linear Systems with Unbounded Coefficients
19.00	Gala Dinner

September 10, 2012 (Monday)

Morning Session
9.00	Ryszard Rudnicki On Continuous and Generational Models of the Cell Cycle
9.40	Leon Bobrowski Linear Separability Principle in Predictive Model Selection
10.10	Katarzyna Pichór, Jacek Banasiak, Ryszard Rudnicki Long-Time Asymptotics of Structured Population Models
10.35	David M. Ramsey, Andreas Futschik Statistical Tests for the Detection of Single Nucleotide Polymorphisms Using Genome Sequencers
11.00	Break
11.30	Anna Jaśkiewicz Equilibrium in a Multi-Generational Game
12.00	Zbigniew Świtalski Stability and Competitive Price Equilibria in a Gale-Shapley Market Model
12.30	Dorota Górecka Multi-Criteria Methods in Project Management
Afternoon Session
15.00	Władysław Szczotka GI/GI/1 Systems with Infinite Mean Service Times and Inter-Arrival Times
15.30	Mykola Bratiichuk, Dorota Śliwińska Queueing System with Resume Level
16.00	Maciej Kamiński Application of the Intermediate Possibility Model and Its Variants to Describing Migration and Urban Movements
16.25	Karol Gajda, Tomasz Gronek, Ewa Schmeidel On the Existence of Asymptotically Constant Solution with Weight for Non-Convolution Volterra Type Difference Equation
16.50	Ewa Schmeidel, Małgorzata Zbąszyniak, Zenon Zbąszyniak Weighted Asymptotically Periodic Solutions of Volterra System of Difference Equations
17.15	Rafał Zalas Variational Inequalities with Application Examples
17.40	Andrzej Tomski From Fokker-Planck Equations to Fogel's Alternative: A Word on Stochastic Gene Expression

September 11, 2012 (Tuesday)

Morning Session
9.00	Grzegorz Łukaszewicz On the Dynamics of Plane Bingham Fluid Flows – Applications in Lubrication Theory
9.40	Przemysław Kiciak Shape Optimization of Surfaces with Continuous Curvature
10.40	Bogdan Lila, Jerzy Kapelewski Modeling Polarimetric Scattering Properties of a Ship's Wake
11.05	Jerzy Kapelewski Electromagnetic Materials with Band Gaps – Some Modeling Problems
11.30	Conference Conclusion

(2.9.2012)

1.	prof. dr hab. Antoni Augustynowicz	University of Gdańsk, Institute of Mathematics
2.	mgr Sebastian Baran	Jagiellonian University, Institute of Mathematics
3.	dr Małgorzata Białas	WSZiB Kraków
4.	prof. dr hab. Leon Bobrowski	IBIB PAN
5.	dr Jacek Bojarski	University of Zielona Góra
6.	dr inż. Piotr Bora	WAT Warsaw
7.	dr hab. Agata Boratyńska	SGH, Institute of Econometrics
8.	dr Bogusław Bożek	AGH Kraków, Faculty of Applied Mathematics
9.	prof. dr hab. Mykola Bratiichuk	Silesian University of Technology, Institute of Mathematics
10.	dr Artur Bryk	SGH Warsaw
11.	mgr inż. Agnieszka Budnik	Warsaw University of Technology, Faculty of Mathematics and Information Science
12.	Alina Bukowska	Pomeranian Academy in Słupsk, Institute of Mathematics
13.	dr Anna Chwastyk	Opole University of Technology, Department of Mathematics and Applications of Computer Science
14.	prof. dr hab. Antoni Leon Dawidowicz	Jagiellonian University, Institute of Mathematics
15.	mgr Wiesława Dąbała	CBOS Foundation Warsaw
16.	mgr inż. Adam Deptuła	Opole University of Technology, Faculty of Production Engineering
17.	mgr Andrzej Dietrich	Institute of Oil and Gas Kraków
18.	mgr Olga Doan	Allianz Direct New Europe
19.	prof. dr hab. Maksymilian Dryja	University of Warsaw, Institute of Applied Mathematics
20.	dr Anna Dudek	AGH Kraków
21.	doc. dr Eugeniusz Fidelis	IM PAN Warsaw
22.	dr hab. Henryk Gacki	University of Silesia, Institute of Mathematics
23.	dr inż. Karol Gajda	Poznan University of Technology, Institute of Mathematics
24.	prof. dr hab. Jerzy Gawinecki	WAT Warsaw
25.	mgr inż. Arkadiusz Gąsecki	WAT Warsaw
26.	prof. dr hab. Jurij Głazunow	Gdańsk University of Technology
27.	dr Dorota Górecka	Nicolaus Copernicus University Toruń, Faculty of Economic Sciences and Management
28.	dr Mieczysław Gruda	Institute of Agricultural and Food Economics PIB
29.	dr Grzegorz Grzegorczyk	Poznan University of Technology, Institute of Mathematics
30.	prof. dr hab. inż. Wiesław Grzesikiewicz	Warsaw University of Technology, Institute of Vehicles
31.	prof. dr hab. Bronisław Jakubczyk	IM PAN Warszawa
32.	prof. dr hab. Stanisław Janeczko	IM PAN and Warsaw University of Technology
33.	dr hab. inż. Anna Jaśkiewicz	Wrocław University of Science and Technology, Institute of Mathematics and Computer Science
34.	mgr inż. Kamil Jodź	Wrocław University of Environmental and Life Sciences
35.	dr Mariusz Jurkiewicz	WAT Warsaw
36.	mgr inż. Kamil Kaczyński	WAT Warsaw
37.	mgr Maria Kamińska-Zabierowska	University of Wrocław, Institute of Mathematics
38.	mgr inż. Maciej Kamiński	Wrocław University of Science and Technology
39.	prof. dr hab. Jerzy Kapelewski	WAT Warsaw
40.	dr hab. Przemysław Kiciak	University of Warsaw, Institute of Applied Mathematics
41.	mgr Jakub Kierzkowski	Warsaw University of Technology, Faculty of Mathematics and Information Science
42.	prof. dr hab. inż. Jerzy Klamka	Institute of Theoretical and Applied Informatics, Polish Academy of Sciences, Gliwice
43.	mgr Cezary Klimkowski	Institute of Agricultural and Food Economics PIB
44.	prof. dr hab. Witold Kosiński	PJWSTK Warsaw
45.	dr Stefan Kotowski	PJWSTK Warsaw
46.	dr Jan Krzysztof Kowalski	IM PAN Warsaw
47.	dr Lucjan Kowalski	WAT Warsaw
48.	mgr Maciej Kozaryn	University of Zielona Góra
49.	dr hab. Robert Kruszewski	SGH Warsaw, Department of Mathematical Economics
50.	mgr Alicja Krzeszowiec	Łódź University of Technology, Institute of Mathematics
51.	mgr Michał Krzeszowiec	IMPAN, Łódź University of Technology
52.	mgr inż. Justyna Kufel	Institute of Agricultural and Food Economics PIB
53.	dr inż. Bogdan Lila	WAT Warsaw
54.	dr Jarosław Łazuka	WAT Warsaw, Institute of Mathematics and Cryptography
55.	prof. dr hab. Grzegorz Łukaszewicz	University of Warsaw, Faculty of Mathematics
56.	dr Tomasz Małolepszy	University of Zielona Góra
57.	mgr inż. Krzysztof Mańk	WAT Warsaw
58.	prof. dr hab. Augustyn Markiewicz	Poznań University of Life Sciences
59.	mgr inż. Mateusz Matan	Kraków
60.	prof. dr hab. Marek Męczarski	SGH Warsaw, Institute of Econometrics
61.	dr hab. Mariusz Michta	University of Opole
62.	prof. dr hab. Wojciech Mitkowski	AGH University of Science and Technology, Department of Automation
63.	mgr inż. Agnieszka Mruklik	Wrocław University of Environmental and Life Sciences
64.	dr inż. Paweł Najechalski	Łazarski University, Faculty of Economics and Management
65.	dr Maciej Niedziela	University of Zielona Góra
66.	prof. dr hab. Wojciech Niemiro	University of Warsaw
67.	mgr inż. Michał Niezabitowski	Silesian University of Technology, Institute of Automation
68.	mgr Piotr Nowak	University of Wrocław, Institute of Mathematics
69.	dr Rafał Nowak	University of Wrocław, Institute of Computer Science
70.	prof. dr hab. Arkadiusz Orłowski	Institute of Physics, Polish Academy of Sciences, Warsaw
71.	prof. dr hab. Andrzej Palczewski	University of Warsaw, Institute of Applied Mathematics
72.	prof. dr hab. Marian A. Partyka	Opole University of Technology, Faculty of Production Engineering
73.	mgr Adam Pasternak-Winiarski	Warsaw University of Technology, Faculty of Mathematics and Information Science
74.	prof. dr Maxim Pavlov	Moscow State University
75.	dr inż. Ewa Pawelec	Warsaw University of Technology, Faculty of Mathematics and Information Science
76.	dr Mirosław Pawlak
77.	prof. dr hab. Zbigniew Peradzyński	University of Warsaw, Institute of Applied Mathematics and Mechanics
78.	dr Katarzyna Pichór	University of Silesia
79.	prof. dr hab. Leszek Plaskota	University of Warsaw, Institute of Applied Mathematics
80.	dr inż. Barbara Popowska	Poznan University of Technology, Institute of Mathematics
81.	prof. dr hab. Anatolij Prykarpatski	AGH University of Science and Technology, Krakow
82.	dr Teresa Rajba	University of Bielsko-Biała, University of Technology and Humanities
83.	dr David Ramsey	University of Limerick, Ireland
84.	prof. dr hab. Teresa Regińska	Institute of Mathematics, Polish Academy of Sciences, Warsaw
85.	prof. dr hab. Włodzimierz Rembisz	Institute of Agricultural and Food Economics, National Research Institute, Warsaw
86.	dr inż. Jerzy Respondek	Silesian University of Technology, Institute of Informatics
87.	mgr Przemysław Rola	Jagiellonian University, Institute of Mathematics
88.	prof. dr hab. Ryszard Rudnicki	Institute of Mathematics, Polish Academy of Sciences, Katowice
89.	prof. dr hab. Tomasz Rychlik	Institute of Mathematics, Polish Academy of Sciences, Warsaw
90.	mgr Agnieszka Rygiel	State Higher Vocational School, Tarnów
91.	prof. dr hab. Tadeusz Rzeżuchowski	Warsaw University of Technology, Faculty of Mathematics and Information Science
92.	prof. dr hab. Zofia Sikorska-Piwowska	Medical University of Warsaw
93.	dr Marcin Skrzyński	Kraków University of Technology, Institute of Mathematics
94.	mgr Joanna Sobolewska	University of Zielona Góra
95.	prof. dr hab. Lesław Socha	Cardinal Stefan Wyszyński University, Faculty of Mathematics and Natural Sciences
96.	mgr inż. Beata Staśkiewicz	University of Wrocław, Institute of Experimental Physics
97.	prof. dr hab. Łukasz Stettner	Institute of Mathematics, Polish Academy of Sciences, Warsaw
98.	prof. dr hab. Czesław Stępniak	University of Rzeszów
99.	mgr Anna Sulima	Jagiellonian University, Institute of Mathematics
100.	dr Marcin Sydow	Institute of Computer Science, Polish Academy of Sciences (IPI PAN) and Polish-Japanese Academy of Information Technology (PJATK) Warsaw
101.	prof. dr hab. Krzysztof Szajowski	Wrocław University of Science and Technology, Institute of Mathematics and Informatics
102.	prof. dr hab. Władysław Szczotka	University of Wrocław, Institute of Mathematics
103.	dr Piotr Szlenk	PZU SA, Warsaw
104.	mgr inż. Aneta Szyda	Silesian University of Technology
105.	dr Hanna Ścięgosz	Opole University of Technology, Institute of Mathematics
106.	mgr Kamil Świątek	University of Zielona Góra
107.	prof. dr hab. Zbigniew Świtalski	University of Zielona Góra
108.	mgr Andrzej Tomski	Jagiellonian University
109.	prof. dr hab. Tadeusz Trzaskalik	University of Economics in Katowice
110.	dr hab. Vsevolod Vladimirov	AGH University of Science and Technology, Krakow
111.	dr Zbigniew Walczak	Poznan University of Technology, Institute of Mathematics
112.	prof. dr hab. inż. Andrzej Wawrzynek	Silesian University of Technology, Department of Structural Mechanics
113.	prof. dr hab. Aleksander Welfe	University of Lodz
114.	dr Barbara Wolnik	University of Gdańsk, Institute of Mathematics
115.	dr Paweł Woźny	University of Wrocław, Institute of Computer Science
116.	mgr inż. Michał Wroński	Military University of Technology, Warsaw
117.	Paulina Wyka	Pomeranian Academy in Słupsk, Institute of Mathematics
118.	mgr Rafał Zalas	University of Zielona Góra
119.	dr inż. Zenon Zbąszyniak	Poznan University of Technology, Institute of Mathematics
120.	prof. dr hab. Wojciech Zieliński	Warsaw University of Life Sciences (SGGW)
121.	prof. dr hab. Roman Zmyślony	University of Opole

41st Conference

Organizing Committee

Program Council

Sessions

Program