Intranet

45th Conference

Dom Wczasowy Siwarna

From September 6th to 13th, 2016, the Forty-Fifth National Scientific and Training Conference on Applications of Mathematics was held in Zakopane-Kościelisko at the Siwarna Holiday House.

The Conference Organizing Committee was appointed by the Committee of Mathematics of the Polish Academy of Sciences in cooperation 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 applicable in various fields of the national economy, particularly in industry, insurance, finance, banking, railways, transport, etc.

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

The next conference is planned for September 5-12, 2017.

  • Prof. Dr. Leon Bobrowski

  • Prof. Dr. Maksymilian Dryja

  • Dr. Hab. Henryk Gacki

  • Prof. Dr. Jerzy Gawinecki

  • Prof. Dr. Bronisław Jakubczyk

  • Prof. Dr. Jacek Jakubowski

  • Prof. Dr. Tomasz Komorowski - Vice Chairman

  • Dr. Hab. Marek Męczarski

  • Prof. Dr. Wojciech Niemiro

  • Prof. Dr. Andrzej Palczewski

  • Prof. Dr. Teresa Regińska

  • Dr. Hab. Joanna Rencławowicz

  • Prof. Dr. Ryszard Rudnicki

  • Dr. Hab. Tadeusz Rzeżuchowski

  • Prof. Dr. Maciej Sablik

  • Prof. Dr. Łukasz Stettner - Chairman

  • Prof. Dr. Krzysztof Szajowski

  • Prof. Dr. Władysław Szczotka

  • Prof. Dr. Tadeusz Trzaskalik

  • Prof. Dr. Aleksander Welfe

  • Prof. Dr. Wojciech Zajączkowski

  • Prof. Dr. Tomasz Komorowski

  • Dr. Jan Krzysztof Kowalski - Secretary

  • Dr. Agnieszka Rygiel

  • Prof. Dr. Łukasz Stettner - Chairman

The following sessions are planned in the program (session organizers are listed in parentheses):

  1. Applications of Mathematical Analysis Methods (B. Jakubczyk, A. Palczewski, J. Rencławowicz, and W. Zajączkowski),

  2. Optimal Control and Optimization Methods (B. Jakubczyk, Ł. Stettner, and T. Rzeżuchowski)

  3. Probabilistic Models and Methods (H. Gacki, J. Jakubowski, T. Komorowski, and K. Szajowski),

  4. Mathematical Statistics Methods (M. Męczarski, W. Niemiro, and K. Szajowski),

  5. Numerical Analysis and Scientific Computing (M. Dryja and T. Regińska),

  6. Industrial Applications of Mathematics (W. Szczotka),

  7. Biomathematics (L. Bobrowski and R. Rudnicki),

  8. Applications of Mathematics in Insurance (W. Niemiro, M. Sablik, and Ł. Stettner),

  9. Non-Standard Applications of Mathematics (J. Gawinecki),

  10. Financial Mathematics (J. Jakubowski, A. Palczewski, and Ł. Stettner),

  11. Applications of Mathematics in Economics (T. Trzaskalik and A. Welfe),

  • Poster Session (Organizing Committee),

  • Who knows how to solve this? (Organizing Committee).

PARTICIPANT LIST

(26.8.2016)
1. MSc Hubert Asienkiewicz University of Zielona Góra, WMIE
2. Prof. Dr. Hab. Leon Bobrowski IBIB PAN
3. Dr. Hab. Marek Bodnar University of Warsaw, Faculty of Applied Mathematics and Mechanics
4. Prof. Dr. Hab. Eng. Krzysztof Bogdan Wrocław University of Science and Technology, Faculty of Mathematics
5. Prof. Dr. Hab. Małgorzata Bogdan University of Wrocław
6. Dr. Jacek Bojarski University of Zielona Góra
7. MSc Krzysztof Borowiecki Signum Actuarial Office
8. MSc Roksana Brodnicka University of Silesia
9. Dr. Eng. Artur Bryk Warsaw School of Economics
10. Prof. Dr. Yaroslav Chabanyuk Lublin University of Technology
11. MSc Tymoteusz Chojecki Maria Curie-Skłodowska University
12. Dr. Hab. Eng. Krzysztof Cyran Silesian University of Technology, Institute of Informatics
13. MSc Wiesława Dąbała Institute of Philosophy and Sociology, Polish Academy of Sciences
14. Dr. Eng. Adam Deptuła Opole University of Technology, Faculty of Production Engineering
15. Dr. Eng. Anna Małgorzata Deptuła Opole University of Technology, Faculty of Production Engineering
16. Dr. Kazimierz Dębowski Noma 2
17. MSc Andrzej Dietrich Oil and Gas Institute, Kraków
18. Prof. Dr. Hab. Maksymilian Dryja Vistula University; University of Warsaw, Institute of Applied Mathematics
19. Prof. Dr. Hab. Wiesław Dziubdziela Jan Kochanowski University in Kielce
20. Dr. Hab. Urszula Foryś University of Warsaw, Institute of Applied Mathematics
21. MSc Emilia Fraszka-Sobczyk University of Łódź, Institute of Econometrics
22. Dr. Konrad Furmańczyk Warsaw University of Life Sciences, Faculty of Applied Informatics and Mathematics
23. MSc Krzysztof Gachewicz PZU Życie SA
24. Dr. Hab. Henryk Gacki University of Silesia, Institute of Mathematics
25. Dr. Eng. Janusz Gajda Wrocław University of Science and Technology, Faculty of Mathematics
26. Prof. Dr. Hab. Jerzy August Gawinecki Military University of Technology, Warsaw
27. Dr. Michał Góra AGH University of Science and Technology, Kraków
28. Dr. Wojciech Grabowski University of Łódź, Department of Economic Models and Forecasting
29. Prof. Dr. Hab. Piotr Graczyk University of Angers
30. Dr. Mieczysław Gruda Institute of Agricultural and Food Economics, PIB
31. Prof. Dr. Hab. Piotr Gwiazda University of Warsaw, Institute of Applied Mathematics
32. Prof. Dr. Hab. Bronisław Jakubczyk Institute of Mathematics, Polish Academy of Sciences, Warsaw
33. Prof. Dr. Hab. Jacek Jakubowski University of Warsaw, Institute of Mathematics; Warsaw University of Technology, Faculty of Mathematics and Information Science
34. MSc Elżbieta Janas PZU Życie SA
35. Prof. Dr. Hab. Stanisław Janeczko Institute of Mathematics, Polish Academy of Sciences and Warsaw University of Technology
36. Dr. Barbara Jasiulis-Gołdyn University of Wrocław, Institute of Mathematics
37. MSc Jarosław Jędrzejewski Military University of Technology, Warsaw
38. Dr. Andrzej Just Lodz University of Technology, Center for Teaching Mathematics and Physics
39. MSc Eng. Kamil Kaczyński Military University of Technology, Warsaw
40. MSc Marek Kajdanowicz AEGON Services
41. MSc Eng. Krzysztof Kanciak Military University of Technology, Warsaw, Faculty of Cybernetics
42. Dr. Adrian Karpowicz University of Gdańsk, Institute of Mathematics
43. Dr. Uliana Khimka Lviv Polytechnic National University
44. Prof. Dr. Hab. Eng. Jerzy Klamka Silesian University of Technology
45. Dr. Dominika Klimek-Smęt Maria Curie-Skłodowska University, Lublin
46. Prof. Dr. Hab. Tomasz Komorowski Institute of Mathematics, Polish Academy of Sciences, Warsaw
47. Dr. Jan Krzysztof Kowalski Institute of Mathematics, Polish Academy of Sciences, Warsaw
48. MSc Arkadiusz Kozioł University of Zielona Góra
49. Prof. Dr. Hab. Robert Kruszewski Warsaw School of Economics, Department of Mathematics and Mathematical Economics
50. MSc Justyna Kufel-Gajda Institute of Agricultural and Food Economics, PIB
51. Dr. Agnieszka Kulawik University of Silesia, Institute of Mathematics
52. MSc Paweł Łapuć PZU Życie SA
53. Dr. Jarosław Łazuka Military University of Technology, Warsaw, Institute of Mathematics and Cryptography
54. MSc Eng. Kamila Łyczek University of Warsaw, Faculty of Mathematics, Informatics, and Mechanics
55. Dr. Hab. Andrzej Makagon Hampton University, U.S.A.
56. Prof. Dr. Hab. Marek Męczarski Warsaw School of Economics, Institute of Econometrics
57. Dr. Arkadiusz Misztela University of Szczecin, Institute of Mathematics
58. MSc Przemysław Mogiłka PZU Życie SA
59. Dr. Hab. Dorota Mozyrska Bialystok University of Technology
60. Dr. Joanna Napiórkowska Military University of Technology, Warsaw
61. Prof. Dr. Hab. Wojciech Niemiro University of Warsaw, Faculty of Mathematics, Informatics, and Mechanics
62. Prof. Dr. Hab. Andrzej Palczewski University of Warsaw, Institute of Applied Mathematics
63. Prof. Dr. Hab. Marian A. Partyka Opole University of Technology, Faculty of Production Engineering
64. Dr. Hab. Eng. Mateusz Pasternak Military University of Technology, Warsaw, Institute of Radioelectronics
65. MSc Eng. Jan Pełczyński Warsaw University of Technology, Faculty of Civil Engineering
66. Prof. Dr. Hab. Zbigniew Peradzyński Faculty of Cybernetics, Military University of Technology
67. Dr. Walerian Piotrowski Institute of Cardiology
68. Dr. Eng. Łukasz Płociniczak Wrocław University of Science and Technology, Faculty of Mathematics
69. Dr. Piotr Polak University of Szczecin, Faculty of Mathematics and Physics
70. Dr. Eng. Barbara Popowska Poznań University of Technology, Institute of Mathematics
71. Prof. Dr. Hab. Teresa Rajba University of Bielsko-Biała
72. Prof. Dr. Hab. Alicja Ratuszna University of Silesia
73. Prof. Dr. Hab. Teresa Regińska Institute of Mathematics, Polish Academy of Sciences, Warsaw
74. Prof. Dr. Hab. Włodzimierz Rembisz Institute of Agricultural and Food Economics, PIB
75. Dr. Hab. Joanna Rencławowicz Institute of Mathematics, Polish Academy of Sciences, Warsaw
76. MSc Eng. Wojciech Rosa Lublin University of Technology
77. Prof. Dr. Hab. Ryszard Rudnicki Institute of Mathematics, Polish Academy of Sciences, Katowice
78. Dr. Agnieszka Rygiel Cracow University of Economics
79. Prof. Dr. Hab. Tadeusz Rzeżuchowski Warsaw University of Technology, Faculty of Mathematics and Information Science
80. Prof. Dr. Hab. Maciej Sablik University of Silesia, Institute of Mathematics
81. Dr. Hab. Zofia Sikorska-Piwowska Medical University of Warsaw
82. MSc Eng. Grzegorz Sługocki Warsaw University of Technology, Faculty of Power and Aeronautical Engineering
83. Prof. Dr. Hab. Lesław Socha Cardinal Stefan Wyszyński University, Faculty of Mathematics and Natural Sciences
84. Dr. Zdzisław Stempień Lodz University of Technology, Center for Teaching Mathematics and Physics
85. Prof. Dr. Hab. Łukasz Stettner Institute of Mathematics, Polish Academy of Sciences, Warsaw
86. MSc Anna Sulima Jagiellonian University, Institute of Mathematics
87. Prof. Dr. Hab. Eng. Krzysztof Szajowski Wrocław University of Science and Technology, Faculty of Mathematics
88. MSc Maciej Szczeciński University of Zielona Góra
89. Prof. Dr. Hab. Władysław Szczotka University of Wrocław, Institute of Mathematics
90. Dr. Arkadiusz Szymaniec Military University of Technology, Warsaw
91. Dr. Marek Śmieja Jagiellonian University
92. Dr. Kamil Świątek Poznań University of Technology, Institute of Mathematics
93. Prof. Dr. Hab. Zbigniew Świtalski University of Zielona Góra
94. MSc Eng. Agnieszka Tiszbierek Opole University of Technology
95. Prof. Dr. Hab. Tadeusz Trzaskalik University of Economics in Katowice
96. MSc Maciej Tuski AEGON Services
97. Prof. Dr. Hab. Aleksander Welfe University of Łódź, National Bank of Poland
98. Dr. Hab. Agnieszka Wiszniewska-Matyszkiel University of Warsaw, Institute of Applied Mathematics
99. Prof. Dr. Hab. Wojciech Zajączkowski Institute of Mathematics, Polish Academy of Sciences, Warsaw
100. Dr. Eng. Zenon Zbąszyniak Poznań University of Technology, Institute of Mathematics
101. Prof. Dr. Hab. Roman Zmyślony University of Zielona Góra
102. MSc Joanna Zwierzyńska University of Silesia

 

September 6, 2016 (Tuesday)

Morning Session
9:00 Conference Opening
9:10 Henryk Gacki, Joanna Zwierzyńska
Mathematics like poetry — Andrzej Lasota 1932–2006		  
9:50 Małgorzata Bogdan
Statistical methods for locating genes responsible for significant traits Presentation
11:00 Break
11:30 Wiesław Dziubdziela
Asymptotics of extreme and record values Presentation
Afternoon Session
15:00 Władysław Szczotka
Asymptotics of continuous-time random walk Presentation
15:45 Maciej Sablik
The speed of light Presentation
16:30 Grzegorz M. Sługocki
On the numerical solution of an ODE using an orthogonal wavelet expansion Presentation
17:00 Michał Góra
Existence of a common solution to matrix Lyapunov equations Presentation
17:30 Adrian Karpowicz
Iterative methods for hyperbolic differential-functional equations Presentation
19:00 Open meeting of the Applications Commission of the Mathematics Committee of the Polish Academy of Sciences:
  1. Teaching Applied Mathematics — presentations by M. Bogdan and Ł. Płociniczak and discussion,
  2. Information on the efforts to establish a new discipline "Applied Mathematics" in the field of mathematical sciences (Ł. Stettner),
  3. Information on ICIAM (Ł. Stettner),
  4. Information on Applied Mathematics (K. Szajowski)

September 7, 2016 (Wednesday)

Morning Session
9:00 Piotr Gwiazda
Bayesian calibration method to estimate infection force in a smallpox epidemiological model
10:00 Stanisław Janeczko
Geometric and numerical structure of tetrahedral chains — DNA codes
11:00 Break
11:30 Tadeusz Rzeżuchowski, Janusz Wąsowski
AE solutions of systems of linear equations with uncertain parameters Presentation
12:10 Jan Pełczyński, Wojciech Gilewski
Trusses and tensegrity with uncertain parameters — application of convex set theory in structural mechanics Presentation
12:35 Arkadiusz Misztela
Representation of Hamilton-Jacobi equation in optimal control theory Presentation
Afternoon Session
15:00 Krzysztof Bogdan
Applications of the Mecke–Palm formula
15:45 Jacek Jakubowski
Structural dependencies of Markov processes
16:30 Barbara H. Jasiulis-Gołdyn
Extreme Kendall-type Markov sequence
17:00 Poster presentation
19:30 Poster session

R. Brodnicka, M. Gacki
Perturbed dynamical systems in financial mathematics

Artur Bryk
Asymptotic properties of kernel estimators of marginal density derivatives for a linear process

Adam Deptuła, Marian A. Partyka
The importance of attribute order for sets of classified examples using inductive decision trees

Adam Deptuła
Application of parameterized play structures in the analysis of planetary gear modeled by a contour graph

Anna Małgorzata Deptuła
Analysis of the importance of risk assessment criteria for technical innovations considering the psychological conditions of decision-makers

Anna Małgorzata Deptuła, Adam Deptuła
Application of inductive expert systems to the process of determining the importance of innovation risk assessment criteria

Emilia Fraszka-Sobczyk
Uniform convergence of the Cox-Ross-Rubinstein model to the Black-Scholes model. CRR model with time-varying parameters

Mieczysław Gruda, Włodzimierz Rembisz
Vector-autoregressive and econometric models within the framework of agricultural policy evaluation

Jerzy Klamka
Minimum energy control of discrete systems

Justyna Kufel-Gajda
The relationship between food industry margins and economic conditions — the impact of a technological shock. Modeling using a structural vector autoregression (SVAR) model

Jerzy Gawinecki, Jarosław Łazuka, Józef Rafa
Mathematical and physical aspects of the solution to the Lamb-Daniłowska problem for a nonlocal thermoviscoelastic body

Kamila Łyczek
Resource exploitation — a dynamic model

Walerian Piotrowski
Verification of the ten-year SCORE cardiovascular risk model in the Polish population

Barbara Popowska, Karol Andrzejczak
Complex technical objects and their reliability

Agnieszka Tiszbierek
An example of applying computer support to the process of determining optimal logical multivalued decision trees, taking into account conditional variables

Agnieszka Tiszbierek
An example of applying computer support to the process of determining optimal logical multivalued decision trees using a substitute variable

Agnieszka Tiszbierek, Marian A. Partyka
Application of computer support to the process of determining optimal logical multivalued decision trees in a real-world example of conditional variables of similar importance

Małgorzata Migda, Małgorzata Zbąszyniak, Zenon Zbąszyniak
On some properties of stability for difference equations

September 8, 2016 (Thursday)

Morning Session
9:00 Bronisław Jakubczyk
Models of dynamics in mathematical economics and Olech's Theorem Presentation
9:45 Łukasz Stettner
Portfolio analysis in continuous time for general purchase and sale prices with fixed transaction costs Presentation
10:30 Andrzej Just, Zdzisław Stempień
An optimal control problem described by an equation of vibrations in a viscoelastic beam and its Galerkin-type approximation Presentation
11:00 Break
11:30 Lesław Socha
Exponential stability with respect to some stochastic variables of systems with Markov switches
12:00 Marek Skarupski, Krzysztof J. Szajowski
Asymmetric stopping games Presentation
12:35 Hubert Asienkiewicz
Recursive utility in Markov decision processes Presentation
16:00 Concert 19th-century Music Salon
at the Mieczysław Karłowicz Primary School of Music in Zakopane (12 Sienkiewicza St.)
Performers: Damian Chróściński — tenor, Tadeusz Trzaskalik — piano,
Grażyna Brewińska — music commentary.
Program: Berger, Bizet, Czibulka, Faust, Grieg, Joplin, Karasiński, Lefébure-Wély, Mendelssohn-Bartholdy, Oesten, Osmański, Sartorio, Schubert, Strauss, Talexy, Tosti, Villoldo
18:00 Dinner
19:30 Bonfire

September 9, 2016 (Friday)

Morning Session
9:00 Wiesław Dziubdziela
Asymptotics of extreme and record values – II Presentation
10:00 Piotr Graczyk, Hideyuki Ishi, Salha Mamane, Hiroyuki Ochiai
Covariance estimators for graphical models Presentation
10:40 Konrad Furmańczyk
Variable selection in high-dimensional linear models Presentation
11:00 Break
11:30 Roman Zmyślony, Arkadiusz Kozioł
Hypothesis testing in selected multivariate normal distributions Presentation
12:10 Agnieszka Kulawik, Stefan Zontek
Robust adaptive estimator of the shift parameter in the normal model
12:35 Dominika Klimek-Smęt
500 plus — cost or profit?
Afternoon Session
15:00 Andrzej Makagon
Periodically correlated sequences with rational densities and PARMA models Presentation
15:30 Janusz Gajda
Subordinated continuous autoregressive (AR) models and their applications
16:00 Teresa Rajba, Jacek Mrowiec, Szymon Wąsowicz
On the application of convex stochastic orders Presentation
16:30 Yaroslav Chabanyuk, Uliana Khimka, Sergiy Semenyuk
Large deviations for random evolutions with global balance conditions Presentation
17:00 Kamil Świątek
Stochastic inclusions with respect to a two-parameter martingale Presentation
17:30 Yaroslav Chabanyuk, Wojciech Rosa, Uliana Khimka
Compensating operator diffusion process with variable diffusion in semi-Markov space Presentation
19:30 "Who knows how to solve this?"

September 10, 2016 (Saturday)

Morning Session
9:00 Zbigniew Peradzyński, Joanna Napiórkowska
On the study of instabilities in partial differential equations
9:45 Łukasz Płociniczak
Approximate solutions and inverse problem for nonlinear anomalous diffusion Presentation
10:25 Maciej Szczeciński
Stochastic second-order Korteweg-de Vries equation
11:00 Break
11:30 Tomasz Komorowski, Thomas Chen, Lenya Ryzhik
Asymptotics of solutions to the Schrödinger equation with random potential Presentation
12:15 Krzysztof A. Cyran
Bayesian inference applied in branching process-based estimate of the admixture of Neanderthal mtDNA in a gene pool of anatomically modern humans 30,000 years ago
Afternoon Session
15:00 Jacek Bojarski, G. Benysek, M. Jarnut, R. Smoleński, Sz. Wermiński
Stochastic method for peak load reduction in power systems
15:40 Mateusz Pasternak, Jerzy Pietrasiński
Application of planar curves to the design of ultra-wideband antennas Presentation
16:10 Kamil Kaczyński
Error-correcting codes in steganography Presentation
16:40 Krzysztof Kanciak
Formal methods for proving the correctness of cryptographic algorithm implementations
17:10 Arkadiusz Kozioł
Optimal parameter estimation in a multivariate model with a block-symmetric covariance matrix Presentation
17:40 Tymoteusz Chojecki, Tomasz Komorowski
Asymptotics of a tracer in a locally stationary field Presentation
19:00 Gala Dinner

September 12, 2016 (Monday)

Morning Session
9:00 Ryszard Rudnicki
Does selective mating lead to the emergence of new species? Presentation
9:45 Marek Bodnar, Urszula Foryś
Delay does not cause oscillations in an improved model of humoral immune response Presentation
10:25 Urszula Foryś, Piotr Bajger, Mariusz Bodzioch
Hahnfeldt et al.'s model of tumor angiogenesis considering drug resistance of cancer cells Presentation
11:00 Break
11:30 Wojciech Niemiro, Jacek Tomczyk, Marta Zalewska
Application of generalized linear models and generalized mixed linear models to analyze data on dentinogenesis imperfecta Presentation
12:15 Agnieszka Wiszniewska-Matyszkiel, Marek Bodnar, Fryderyk Mirota
In-depth analysis of a differential game modeling a dynamic oligopoly with sticky prices Presentation
Afternoon Session
15:00 Wojciech Grabowski, Aleksander Welfe
Tobit-CVAR model Presentation
15:30 Maciej Nowak, Tadeusz Trzaskalik
Interactive procedure based on exchange rates for bicriteria discrete dynamic programming task Presentation
16:00 Robert Kruszewski
On a business cycle model with expectations Presentation
16:30 Dorota Mozyrska, Małgorzata Wyrwas, Ewa Girejko
Agreement models with fractional differences Presentation
17:00 Anna Sulima
Martingale representation with respect to additive Markov-Itô processes Presentation

September 13, 2016 (Tuesday)

Morning Session
9:00 Wojciech Zajączkowski
On the problem of stability of irrotational solutions in the set of axially symmetric solutions of the Navier–Stokes equations Presentation
9:45 Zbigniew Świtalski, Paweł Skałecki
On Braess's paradox Presentation
10:20 Conference Closing
- Adam Deptuła
Comparison of methods in planetary gear analysis using graph models Presentation