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46th Conference

Dom Wczasowy Siwarna

From September 5th to 12th, 2017, the 46th National Scientific and Training Conference on the Applications of Mathematics took place at the Siwarna Vacation House in Zakopane-Kościelisko.

The Organizing Committee of the Conference was established by the Mathematics Committee of the Polish Academy of Sciences (PAN) in cooperation with the Center for Applications of Mathematics of the Institute of Mathematics PAN and the Polish Society of Actuaries. The conference was sponsored by

The aim of the conference was to present mathematical methods applicable in various sectors of the national economy, particularly in industry, insurance, finance, banking, railways, transport, etc.

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

Starting from the 30th Conference, an annual award has been established for young mathematicians (up to 32 years old) for the best paper presented at the conference. To participate in the competition, one must submit, in addition to the abstract, a more detailed version of the work (e.g., preprint, offprint). The award is supported by the Polish Mathematical Society.

Competition Regulations for Young Mathematicians for the Best Paper Presented at the Conference on Applications of Mathematics

  1. Participants in the Competition must be under 32 years of age as of January 1st of the year in which the Conference is held.

  2. To participate in the Competition, one must fill out the application form available on the Conference website and submit it to the Organizing Committee. An abstract must be submitted by the deadline specified in Communication No. 1, and an extended version of the paper (e.g., preprint, offprint) must be submitted before the start of the Conference.

  3. After reviewing the topics of the submissions, the Program Council appoints the Competition jury.

  4. The jury members are present during the participants' presentations and subsequently evaluate them, taking into account:

    • The quality of the obtained result,

    • Clear formulation of the problem,

    • Clear presentation of the solution,

    • Correct organization of the paper,

    • Correct language usage,

    • Care in the preparation of materials,

    • Proper use of the time allocated for the presentation,

    • Effective communication during the discussion.

  5. The jury's decision is announced during the formal dinner.

  • Dr. hab. Małgorzata Bogdan

  • Dr. hab. Henryk Gacki

  • Prof. Dr. Jerzy Gawinecki

  • Prof. Dr. Piotr Gwiazda

  • Prof. Dr. Jacek Jakubowski

  • Prof. Dr. Tomasz Komorowski - Deputy Chair

  • Dr. hab. Marek Męczarski

  • Dr. hab. Dorota Mozyrska

  • Prof. Dr. Leszek Plaskota

  • Dr. hab. Joanna Rencławowicz

  • Prof. Dr. Ryszard Rudnicki

  • Prof. Dr. Maciej Sablik

  • Prof. Dr. Łukasz Stettner - Chair

  • 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 - Chair

The program includes the following sessions (with the names of the session organizers in parentheses):

  1. Applications of Mathematical Analysis Methods (P. Gwiazda, J. Rencławowicz, and W. Zajączkowski)

  2. Optimal Control and Optimization Methods (D. Mozyrska and Ł. Stettner)

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

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

  5. Numerical Analysis and Scientific Computing (L. Plaskota)

  6. Industrial Applications of Mathematics (W. Szczotka)

  7. Biomathematics (R. Rudnicki)

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

  • Non-standard Applications of Mathematics (J. Gawinecki and P. Gwiazda)

  • Financial Mathematics (J. Jakubowski and Ł. Stettner)

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

  • Poster Session (Organizing Committee)

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

LIST OF PARTICIPANTS

(25.8.2017)
1. MSc Sebastian Baran Cracow University of Economics
2. Dr. Jakub Bielawski Cracow University of Economics
3. Prof. Dr. hab. Małgorzata Bogdan University of Wrocław
4. MSc Krzysztof Borowiecki Signum Actuarial Office
5. Prof. Dr. hab. Mykola Bratiichuk Silesian University of Technology, Institute of Mathematics
6. MSc Roksana Brodnicka University of Silesia
7. Dr. Eng. Artur Bryk SGH Warsaw School of Economics
8. Dr. hab. Yaroslav Chabanyuk Lublin University of Technology
9. Dr. hab. Tomasz Cieślak IMPAN Warsaw
10. Prof. Dr. hab. Zbigniew Czechowski Institute of Geophysics, Polish Academy of Sciences
11. Dr. Philippe J. S. De Brouwer HSBC
12. Dr. Anna Denkowska Cracow University of Economics
13. Dr. Eng. Adam Deptuła Opole University of Technology, Faculty of Production Engineering
14. Dr. Eng. Anna Deptuła Opole University of Technology, Faculty of Production Engineering
15. MSc Andrzej Dietrich Oil and Gas Institute, Cracow
16. Dr. Ahmad Farhat HSBC
17. Dr. George Fitton HSBC
18. Dr. hab. Henryk Gacki University of Silesia, Institute of Mathematics
19. Prof. Dr. hab. Jerzy August Gawinecki Military University of Technology, Warsaw
20. Dr. Ewa Girejko Białystok University of Technology
21. Dr. Mieczysław Gruda Institute of Agricultural and Food Economics, PIB
22. Prof. Dr. hab. Piotr Gwiazda University of Warsaw, Institute of Applied Mathematics
23. Prof. Dr. hab. Jacek Jakubowski University of Warsaw, Institute of Mathematics; Warsaw University of Technology, Faculty of Mathematics and Information Science
24. Prof. Dr. hab. Igor Jaworski UTP University of Science and Technology in Bydgoszcz, Institute of Telecommunications and Informatics
25. Dr. Andrzej Just Lodz University of Technology, Center for Teaching Mathematics and Physics
26. MSc Marek Kajdanowicz AEGON Services
27. Prof. Dr. hab. Eng. Jerzy Klamka Silesian University of Technology
28. Prof. Dr. hab. Tomasz Komorowski IM PAN Warsaw
29. Dr. Marta Kornafel Cracow University of Economics
30. Dr. Jan Krzysztof Kowalski IM PAN Warsaw
31. MSc Marcin Krawczak Institute of Agricultural and Food Economics, Warsaw
32. Dr. Agnieszka Kulawik University of Silesia, Institute of Mathematics
33. Dr. Kamil Kulesza IPPT Warsaw
34. Dr. Agnieszka Lipieta Cracow University of Economics, Department of Mathematics
35. MSc Eng. Kamila Łyczek University of Warsaw, Faculty of MIM
36. MSc Ewa Marciniak HSBC
37. Dr. hab. Marek Męczarski SGH Warsaw School of Economics, Institute of Econometrics
38. Dr. Błażej Miasojedow University of Warsaw, Faculty of MIM
39. Dr. Agnieszka Micek Department of Epidemiology and Population Studies, Jagiellonian University Medical College
40. Dr. hab. Dorota Mozyrska Białystok University of Technology
41. Dr. Joanna Napiórkowska Military University of Technology, Warsaw
42. MSc Eng. Maria Natorska Opole University of Technology
43. Karol Niczyj Wrocław University of Science and Technology
44. Dr. Rafał Nowak University of Wrocław, Institute of Computer Science
45. Magdalena Orłowska Wrocław University of Science and Technology
46. Prof. Dr. hab. Marian Antoni Partyka Opole University of Technology, Faculty of Production Engineering
47. Prof. Dr. hab. Bożenna Pasik-Duncan University of Kansas, Lawrence, U.S.A.
48. MSc Aleksandra Pawłowska Institute of Agricultural and Food Economics, Warsaw
49. Prof. Dr. hab. Zbigniew Peradzyński Faculty of Cybernetics, Military University of Technology
50. Dr. Eng. Agnieszka Pilarska Nicolas Copernicus University, Toruń
51. Prof. Dr. hab. Leszek Plaskota University of Warsaw, Institute of Applied Mathematics
52. Dr. Ewa Rak University of Rzeszów
53. Prof. Dr. hab. Włodzimierz Rembisz Institute of Agricultural and Food Economics, PIB
54. Dr. hab. Joanna Rencławowicz IM PAN Warsaw
55. Dr. Przemysław Rola Cracow University of Economics
56. Prof. Dr. hab. Ryszard Rudnicki IM PAN Katowice
57. Dr. Agnieszka Rygiel Cracow University of Economics
58. Prof. Dr. hab. Maciej Sablik University of Silesia, Institute of Mathematics
59. MSc Eng. Michał Sawicki Silesian University of Technology, Institute of Computer Science
60. MSc Anna Serwatka Jagiellonian University, Faculty of Mathematics and Computer Science
61. MSc Eng. Agnieszka Siedlaczek University of Opole, Institute of Mathematics and Computer Science
62. Dr. hab. Zofia Sikorska-Piwowska Medical University of Warsaw
63. MSc Eng. Grzegorz Sługocki Warsaw University of Technology, Faculty of Power and Aeronautical Engineering
64. Prof. Dr. hab. Leszek Socha Cardinal Stefan Wyszyński University, Faculty of Mathematics and Natural Sciences
65. Dr. Zdzisław Stempień Lodz University of Technology, Center for Teaching Mathematics and Physics
66. Prof. Dr. hab. Łukasz Stettner IM PAN Warsaw
67. Dr. hab. Eng. Paweł Szabłowski Warsaw University of Technology, Faculty of Mathematics and Information Science
68. Prof. Dr. hab. Eng. Krzysztof Szajowski Wrocław University of Science and Technology, Faculty of Mathematics
69. MSc Maciej Szczeciński University of Zielona Góra
70. Prof. Dr. hab. Władysław Szczotka University of Wrocław, Institute of Mathematics
71. Dr. Marek Śmieja Jagiellonian University
72. Dr. Jolanta Tańcula University of Opole, Institute of Mathematics and Computer Science
73. MSc Eng. Agnieszka Tiszbierek Opole University of Technology
74. Prof. Dr. hab. Tadeusz Trzaskalik University of Economics in Katowice
75. MSc Maciej Tuski AEGON Services
76. Prof. Dr. hab. Aleksander Welfe University of Lodz
77. Dr. Radosław Wieczorek University of Silesia, Institute of Mathematics
78. Dr. Eng. Piotr Więcek Wrocław University of Science and Technology, Faculty of Mathematics
79. Dr. Rafał Witkowski Adam Mickiewicz University in Poznań, Faculty of Mathematics and Computer Science
80. Dr. hab. Michał Wychowański Academy of Physical Education in Warsaw
81. Prof. Dr. hab. Wojciech Zajączkowski IM PAN Warsaw

 

September 5, 2017 (Tuesday)

Morning Session
9:00 AM Conference Opening – Łukasz Stettner
9:15 AM George Fitton
HSBC and Independent Model Review Team
9:45 AM Philippe J. S. De Brouwer
Coherent Risk Measures
11:00 AM Break
11:30 AM Zbigniew Czechowski
Mathematics in the Service of Geophysics
12:15 PM Leszek Plaskota
Optimal Numerical Approximation of Piecewise Smooth Functions
Afternoon Session
3:00 PM Tomasz Komorowski
Homogenization of Semilinear Advection Equations
3:45 PM Maciej Szczeciński
Existence of a Martingale Solution for the Extended Korteweg-de Vries Equation
4:15 PM Paweł Szabłowski
q-Generalizations of the Wiener and Ornstein-Uhlenbeck Processes
7:00 PM Open Meeting of the Applied Mathematics Committee of the PAN – led by Maciej Sablik:
  • Discussion on the Relationship Between Applied Mathematics and Industry: Presentations by Kamil Kulesza, Rafał Witkowski
  • Information about ICIAM (Łukasz Stettner)
  • Information about Matematyka Stosowana (Krzysztof Szajowski)

September 6, 2017 (Wednesday)

Morning Session
9:00 AM Wojciech M. Zajączkowski
The Free Surface Problem for Incompressible Viscous Magnetohydrodynamics
9:45 AM Joanna Rencławowicz, A. Mikhaylov, W. Zajączkowski
Global Regular Solutions to MHD Equations in Smooth Toroidal Domains
10:20 AM Anna Denkowska
UPC Property and Markov Inequality with a Parameter
11:00 AM Break
11:30 AM Piotr Gwiazda
Equations of Mathematical Physics and the Unexpected Properties of Their Weak Solutions
12:10 PM T. Dębiec, P. Gwiazda, Kamila Łyczek, A. Świerczewska-Gwiazda
Relative Entropy Method for Measure-Valued Solutions
Afternoon Session
3:00 PM George Fitton
Multiplicative Cascades and Their Applications
3:30 PM Agnieszka Rygiel
Superreplication in Markets with Proportional Transaction Costs – A Model-Independent Approach
4:00 PM Ewa Rak
Application of Separability in Aggregation Operators with a Zero Element in Utility Theory
4:30 PM Sebastian Baran, Zbigniew Palmowski
Optimization of Expected Utility of Dividend Payouts in the Cramér-Lundberg Model
5:00 PM Poster Presentations
7:30 PM Poster Session

Roksana Brodnicka, Henryk Gacki
Asymptotic Stability of an Evolutionary Nonlinear Boltzmann-Type Equation

Artur Bryk
Convergence of the Partial Sum Process for a Randomized Linear Process

Adam Deptuła
Analysis of Automatic Gearboxes Considering Logical Decision Trees

Anna Małgorzata Deptuła
Nonparametric Analysis of Risk Perception of Technical Innovations Considering Selected Personality Types of Experts

Anna Małgorzata Deptuła, Adam Deptuła
Comparison of Nonparametric Risk Perception Analysis Results for Selected Types of Expert Personalities

Mieczysław Gruda, Włodzimierz Rembisz
Existence of General Economic Competitive Equilibrium: A Variational Approach

Magdalena Orłowska, Marcin Koralewski, Karol Niczyj
Application of Optimal Sequential Procedures in Social Networks

Marian A. Partyka, Adam Deptuła, Adam Krzyżak
Selected Issues of Accuracy Analysis of Multivalued Logical Decision Trees Considering Conditional Variables

Marian A. Partyka, Maria Natorska
Selected Issues of Overlay Multivalued Logical Trees in Determining the Ranking of Decision Variables

Aleksandra Pawłowska, Włodzimierz Rembisz
Evaluation of Agricultural Policy Using Data Fusion Methods According to Probability

Agnieszka Pilarska, Jan Burdziej
Spatial Accessibility to Healthcare Facilities and Population Morbidity in Light of Network Analyses and Multivariate Statistical Analysis

Agnieszka Tiszbierek
An Example of the Application of Computer-Aided Optimization of Logical Multivalued Decision Trees with a Univalent Variable

Agnieszka Tiszbierek
An Example of the Application of Computer-Aided Optimization of Logical Multivalued Decision Trees in a Real Case Using a Surrogate Variable

September 7, 2017 (Thursday)

Morning Session
9:00 AM Bożenna Pasik-Duncan
Some Explicitly Solvable Stochastic Differential Games
9:45 AM Piotr Więcek
Stochastic Games with a Continuum of Players – Theory and Applications
10:25 AM Krzysztof J. Szajowski
Multi-agent Stopping of Processes with Deterministic Intervals
11:00 AM Break
11:30 AM Jerzy Klamka
Controllability of Dynamical Systems with Delays
12:00 PM Andrzej Just, Zdzisław Stempień
A Nonlinear Optimal Control Problem Described by a Certain Class of Extensible Beam Equations and Its Galerkin-Type Approximation
12:30 PM Lesław Socha
Exponential Stability of Hybrid String Systems with Continuous Non-Gaussian Forcing
3:30 PM Concert: Polish Music in the Era of Kościuszko (1791 – 1817)
at the State Music School Complex in Zakopane (12 Sienkiewicza Street)
Performers: Edyta Nowicka – soprano, Tadeusz Trzaskalik – piano, Grażyna Brewińska – music commentary
7:30 PM Bonfire

September 8, 2017 (Friday)

Morning Session
9:00 AM Rafał Nowak
Accelerating the Convergence of Alternating Series
9:30 AM Przemysław Rola
Independent Component Analysis Based on Skewness
10:00 AM Grzegorz M. Sługocki
On the Numerical Solution of an ODE Eigenproblem Using an Orthogonal Expansion
10:30 AM Jolanta Tańcula
An Energy-Saving Algorithm for Broadcasting in Wireless Sensor Networks
11:00 AM Break
11:30 AM Agnieszka Kulawik, Stefan Zontek
Adaptive Truncation Level in Estimation and Its Application
12:00 PM Błażej Miasojedow
Convergence of Stochastic Approximation Algorithms for Non-Smooth and Non-Convex Functions
12:30 PM Igor Jaworski, R. Juzefowycz, Z. Zakrzewski, J. Majewski
Periodically Nonstationary Stochastic Processes and Methods of Their Cross Statistical Analysis
Afternoon Session
3:00 PM Tomasz Dębiec
Energy Conservation Principle for Weak Solutions of Fluid Mechanics Equations
3:35 PM Michał Sawicki, Andrzej Kwiecień
Combinatorial Optimization of Isochronous Data Transaction Scheduling over an Abelian Monoid Describing Packet Transmission
4:10 PM Agnieszka Siedlaczek
Nonparametric Quantile Estimation
4:50 PM Who Knows How to Solve This?, Part I, continuation possible at 7:30 PM

September 9, 2017 (Saturday)

Morning Session
9:00 AM Tomasz Cieślak
Geometric Approach to Multipeakons
9:45 AM Joanna Napiórkowska, Zbigniew Peradzyński
On Instabilities of Solutions to Hyperbolic Systems
10:25 AM Bernard Nowakowski
Micropolar Fluid Equations with Dynamic Boundary Conditions
11:00 AM Break
11:30 AM Maciej Nowak, Tadeusz Trzaskalik
Interactive Management of Production Capacity
12:00 PM Agnieszka Lipieta
Mechanisms of Schumpeterian Evolution – Hurwiczian Approach
12:30 PM Marta Kornafel, Ivan Telega
Natural Capital in Economic Models
Afternoon Session
3:00 PM Maciej Sablik
On a Certain Application of Functional Equations
3:40 PM Jakub Bielawski
Non-redundant Orthogonal Arrays
4:10 PM Adam Deptuła
Parametrically Controlled Structures in Analytical Approach for Planetary Gear Trains Modeled by Contour Graphs
7:00 PM Gala Dinner

September 11, 2017 (Monday)

Morning Session
9:00 AM Ryszard Rudnicki
What Does Stochastic Billiards Have in Common with Cell Cycle Models?
10:00 AM Radosław Wieczorek
Convergence to Delta Solutions in Age- and Maturity-Structured Models
10:30 AM Zofia Sikorska-Piwowska, Piotr Śliwka, Sławomir Paśko
Modeling Limb Movements Synchronization in Primate Locomotion
11:00 AM Break
11:30 AM Ewa Girejko
Consensus for the Hegselmann-Krause Type Model with Non-Invasive Control
12:00 PM Michał Wychowański and Others
Modeling of a Single Sculling Technique
12:30 PM Grzegorz Sługocki, M. Wychowański, G. Orzechowski, D. Radomski
The Hydrodynamic Flow Past the Oar and Mathematical Description of the Oar Force

September 12, 2017 (Tuesday)

Morning Session
9:00 AM Władysław Szczotka
On the Convergence of a Certain Sequence of Processes with a Time Parameter on (-∞, ∞)
9:40 AM Henryk Gacki
Asymptotic Stability of a Certain Nonlinear Boltzmann-Type Equation on Convex Sets
10:10 AM Łukasz Stettner
The Calculated Price in a Multi-Asset Financial Market
10:50 AM Conference Closing