Introductory Lecture to Applied Mathematics Stream

Introductory lecture

Applied Mathematics

Summer school AACIMP-2010,Kyiv, KPI, August, 4

Speaker:

Dmitry Krushinsky

Actuality and novelty

Diversity

Quality

of topics, fields, approaches, teaching methods, studying etc.

Applied Mathematics

Main ideas of program formation

Stream courses:1. The p-median problem and its applications (4 h.), Prof, B. Goldengorin,

D. Krushinsky

2. Dynamic systems of bonding mappings. Theory and possible applications (1 h.), Prof. Y. Maistrenko

3. Stochastic Programming and Applications (9 h.), Prof. L. Sakalauskas

4. Modern Operational Research and Its Mathematical Methods (10 h.), Prof. G.W. Weber

5. Selected models of transport processes. Methods of solving and properties of solutions (6 h.), Prof. V. Vladimirov

6. Financial mathematics (2 h.), Prof. V. Gorbachuk

7. General tasks and problems of modeling of social systems (8 h.), Prof. A. Makarenko

8. On the models of uncertainty in decision and control problems (2 h.), Prof. V. Ivanenko

Total hours: 42

Applied Mathematics

Stream information

Stream language: English except Prof. V. Ivanenko course which will be conduct in Russian

Stream room: Great Physics Hall, build.#1

Plenary lectures at the stream program: Presentation of EURO XXV conference in Vilnius, Prof. L. Sakalauskas

P&G master-class on logistics

Euroscience Open Forum (ESOF) Presentation, Dr. Z. Klestova

Chemoinformatics. Introduction, Dr. I. Tetko

Applied Mathematics

Stream information

Teachers and courses

Applied Mathematics

Applied Mathematics

Countries & Universities

Groningen University,The Netherlands

METU, Ankara, Turkey

KPI,

Ukraine

Vilnius University, Lithuania

AGH University of Science and Technology, Poland

Applied Mathematics

Countries & Universities

http://summerschool.ssa.org.uaSummer school AACIMP-2010

Applied Mathematics

The p-median problem and its applications

Professor, Dr., BorisGoldengorin

Organizations: Faculty of Economics and Business, University of Groningen, Groningen, The Netherlands;

Honorary Doctor of Science at Khmelnitsky National University, Ukraine.

Areas of scientific researches:Exact and approximation algorithms based on data correcting and tolerances for solving the Traveling Salesman, design and scheduling of flexible manufacturing systems, Simple Plant Location, P-Median, Max-Cut, Quadratic Cost Partition. Theory and applications of submodularfunctions on decision analysis. Pricing theory and e-commerce.

Course information:The objective of the p-Median problem (PMP) is to locate p facilities (medians) such that the sum of the distances from each demand point to its nearest facility is minimized. A justification for this research is that there is an evidence (see e.g. Brusco and Kohn 2008) that the PMP can provide better cluster reconstruction than alternative clustering procedures (the complete and average linkage, minimum variance, and K-means).


Applied Mathematics

The p-median problem and its applications

Master of appliedmathematics, PhD student, DmitryKrushinsky

Organizations

Department of Operations , University of Groningen, Groningen, The Netherlands;

Institute for Applied System Analysis at NTUU “KPI”, Kyiv, Ukraine.

Areas of scientific researches:

Mathematical modeling of large social systems, design and application of cellular automata and artificial neural networks, optimization problems on graphs, algorithms and computational complexity.

Course information:The objective of the p-Median problem (PMP) is to locate p facilities (medians) such that the sum of the distances from each demand point to its nearest facility is minimized. A justification for this research is that there is an evidence (see e.g. Brusco and Kohn 2008) that the PMP can provide better cluster reconstruction than alternative clustering procedures (the complete and average linkage, minimum variance, and K-means).


Applied Mathematics

Stochastic Programming and Applications

Professor, Dr., LeonidasSakalauskas

Organizations:

Institute of Mathematics and Informatics, Head of Operational Research Department, Lithuania.


stochastic nonlinear and linear programming, Bayesian analysis, linear and nonlinear optimization, data mining, Monte-Carlo method, heuristic optimization, applied probability, importance sampling, Monte-Carlo Markov chain, stochastic approximation, queuing theory, network analysis and optimization, circuit optimization, engineering optimization.

Course information:The course is aimed to give a knowledge for undergraduted or Phdstudents about statistical simulation, stochastic modeling and stochastic programming methods towards applications to finance, business and statistics, including such applied topics as supply chain management, financial management, chance constrained optimization, Monte-Carlo Markov chain, etc. The course is focused on topics of nonlinear and linear continuous programming that aren’t widely highlighted in traditional tutorials on stochastic optimization.


Applied Mathematics

Modern Operational Research and Its Mathematical Methods (focus on Financial Mathematics)

Professor, ScD, Gerhard Wilhelm Weber

Organizations: Department of Financial Mathematics and Department of Scientific Computing, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey;Past chair of EWG EUROPT of EURO (Association of European Operational Research Societies).

Areas of scientific researches:Continuous Optimization, Financial Mathematics, Operations Research, Optimal Control, Dynamical Systems, Statistical Learning and Computational Statistics, Inverse Problems, Complexity Theory, Computational Biology and Bioinformatics, Environmental Protection, the sector of Development and Societal Complexity.

Course information:Operational research is a discipline that deals with development and implementation of methods hat find optimal solutions on the basis of mathematical modeling, statistic modeling and heuristic approaches in various different fields of activity. Among the classical problems of operational research – "traffic problem", "traveling salesman problem”, scheduling task, etc.


Applied Mathematics

Selected Models of Transport Processes. Methods of Solving, and Properties of Solutions

Professor, Dr., VsevolodVladimirov

Organizations:

Faculty of Applied Mathematics, AGH University of Science and Technology, Poland.


Non-local models of transport phenomena, exact solutions to non-linear PDEs, conservation laws, multi-dimensional dynamical systems, stability and attracting properties of self-similar solutions.

Course information:The course is devoted to non-linear models of such processes, the means of their projection, research and modeling. The description of models of transport theory is limited with the simple model equations, and the emphasis is made on demonstration of analytical methods that give an opportunity to understand the essence of the mechanism put in the basis of the model. The approaches represented within the lectures are universal enough as well as model equations. The area of their application is not limited with "physically motivated examples" represented and analyzed in details within the course.


Applied Mathematics

General tasks and problems of modelling of social systems. Problems and models in sustainable development

Professor, Dr., Alexander Makarenko

Organizations: Institute of applied system analysis of NTUU «KPI», Kyiv, Ukraine.

Areas of scientific researches:Hyperbolic equation of heat conduction, development of numerous methods for differential equation of mathematical physics, measures of complexity and informational content of individual objects, mathematic modeling of global processes in large social and economic systems, modeling and prognostication of geopolitical relations, construction and application of different artificial neural network in theory and in practice, cellular automaton, sustainable development.

Course information:Course of lectures covers the whole description of possibilities, that exact sciences represent: Physics, Mathematics, Synergetic, Informatics for understanding of behavior, modeling and prediction of maybe the most complicated systems and at the same time the systems, which are difficult to formalize, systems, formed by people and, particularly, grand unifications of people. Social, economical, political and global systems.


Applied Mathematics

Financial mathematics

Professor, Dr., Vasyl Gorbachuk

Organizations:

Cybernetics Institute, Kyiv Polytechnic Institute, Kyiv Mohyla Academy , Kyiv, Ukraine.

PhD in Mathematical Cybernetics (Cybernetics Institute, Ukraine),

PhD courseload in Economics (Michigan State University, USA)


Nash, Cournot, Stacklelberg, Bertrand equilibria; game theory; nonsmooth, nonstationary, stochastic and bilevel optimization; economic modeling; ecology; corporate and public finance; law and economics; industrial organization; macroeconomics; energy; informatics; financial mathematics.

Course information:Financial mathematics is a young applied mathematical discipline which uses mathematical methods and models for financial calculations, market growth prediction, and risk analysis.

The course is an overview of main ideas of stochastic approach to financial analysis and prediction and use of contemporary operations research methods in problems of financial decision-making.


Applied Mathematics

Decision Making under Uncertainty

Professor, Dr., Viktor Ivanenko

Organizations:

Management and Marketing Department, National Technical University of Ukraine “Kyiv Polytechnic Institute”, Kyiv, Ukraine.


Theory and systems of decisionmaking, control theory and systems, systems analysis.

Course information:The decision theory is the constellation of mathematical and numerical methods, oriented on finding optimal variants from set of alternatives and allowing to avoid their full examination. The main task of decision theory is selection of alternatives (possible variants of actions), their sorting, clustering and choosing the optimal ones. Researches in this sphere are closely connected to the concepts and methods used in mathematics, statistics, economics, management and psychology. Nowadays methods of decision theory are widely used in decision-making in public and corporative management, macroeconomics, political science, cognitive psychology, solving the problems of operations research, stochastic optimization, etc.

Organizing committee. Contacts

Responsible on a work with participants –Iryna Sagaidak+38 (097) 843 8486; +38(093) 213 7943.

Technical support –Maksym Shepel+38(093) 745 4457.

Student Science AssociationRoom 299(15), build.#1+38(044) 454 9243

Applied Mathematics

Introductory Lecture to Applied Mathematics Stream

Education

Transcript of Introductory Lecture to Applied Mathematics Stream