AACIMP 2010 Summer School lecture. "Applied Mathematics" stream. More info at http://summerschool.ssa.org.ua

1. Applied Mathematics
Introductory lecture
Speaker:
Dmitry Krushinsky
Summer school AACIMP-2010,
Kyiv, KPI, August, 4

2. Main ideas of program formation
Applied Mathematics
Actuality and novelty
Diversity
Quality
of topics, fields, approaches, teaching methods, studying etc.

3. Stream information
Applied Mathematics
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

4. Stream information
Applied Mathematics
 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

5. Applied Mathematics
Teachers and courses

6. Countries & Universities
Applied Mathematics
METU, Ankara, Turkey
Groningen
University,
The Netherlands
KPI,
Ukraine

7. Countries & Universities
Applied Mathematics
AGH University of Science and
Technology, Poland Vilnius University, Lithuania

8. The p-median problem and its applications
Applied Mathematics
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 submodular
functions on decision analysis. Pricing theory and e-commerce.
Professor, Dr., Course information:
Boris The objective of the p-Median problem (PMP) is to locate p facilities
Goldengorin (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).
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

9. The p-median problem and its applications
Applied Mathematics
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:
Master of applied The objective of the p-Median problem (PMP) is to locate p facilities
mathematics, (medians) such that the sum of the distances from each demand point
PhD student, to its nearest facility is minimized. A justification for this research is
Dmitry that there is an evidence (see e.g. Brusco and Kohn 2008) that the PMP
Krushinsky can provide better cluster reconstruction than alternative clustering
procedures (the complete and average linkage, minimum variance, and
K-means).
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

10. Stochastic Programming and Applications
Applied Mathematics
Organizations:
Institute of Mathematics and Informatics, Head of Operational Research
Department, Lithuania.
Areas of scientific researches:
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:
Professor, Dr., The course is aimed to give a knowledge for undergraduted or Phd
Leonidas students about statistical simulation, stochastic modeling and stochastic
Sakalauskas 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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

11. Modern Operational Research and Its
Mathematical Methods (focus on Financial Mathematics)
Applied Mathematics
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,
Professor, ScD, the sector of Development and Societal Complexity.
Gerhard
Wilhelm Weber
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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

12. Selected Models of Transport Processes.
Methods of Solving, and Properties of Solutions
Applied Mathematics
Organizations:
Faculty of Applied Mathematics, AGH University of Science and
Technology, Poland.
Areas of scientific researches:
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
Professor, Dr., means of their projection, research and modeling. The description of
Vsevolod models of transport theory is limited with the simple model equations,
Vladimirov 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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

13. General tasks and problems of modelling of social
systems. Problems and models in sustainable
development
Applied Mathematics
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.
Professor, Dr., Course information:
Alexander Course of lectures covers the whole description of possibilities, that
Makarenko 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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

14. Financial mathematics
Applied Mathematics
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)
Areas of scientific researches:
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;
Professor, Dr., Vas informatics; financial mathematics.
yl Gorbachuk
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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

15. Decision Making under Uncertainty
Applied Mathematics
Organizations:
Management and Marketing Department, National Technical University
of Ukraine “Kyiv Polytechnic Institute”, Kyiv, Ukraine.
Areas of scientific researches:
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
Professor, Dr., theory is selection of alternatives (possible variants of actions), their
Viktor Ivanenko 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.
Summer school AACIMP-2010 http://summerschool.ssa.org.ua

16. Organizing committee. Contacts
Applied Mathematics
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 Association
Room 299(15), build.#1
+38(044) 454 9243