Journal of Computational and Applied Mathematics, Volume 259

Volume 259, Part A, March 2014

Proceedings of the Sixteenth International Congress on Computational and Applied Mathematics (ICCAM-2012), Ghent, Belgium, 9-13 July, 2012

• 
  Marnix Van Daele, Stefan Vandewalle:
  Preface. 1
• 
  Martin J. Gander, Ernst Hairer:
  Analysis for parareal algorithms applied to Hamiltonian differential equations. 2-13
• 
  Adiguzel A. Dosiyev:
  The block-grid method for the approximation of the pure second order derivatives for the solution of Laplace's equation on a staircase polygon. 14-23
• 
  Donatella Occorsio, Maria Grazia Russo:
  Extended Lagrange interpolation on the real line. 24-34
• 
  Carmen Rodrigo, Pablo Salinas, Francisco José Gaspar, Francisco Javier Lisbona:
  Local Fourier analysis for cell-centered multigrid methods on triangular grids. 35-47
• 
  Aleksandar V. Pejcev, Miodrag M. Spalevic:
  Error bounds of the Micchelli-Sharma quadrature formula for analytic functions. 48-56
• 
  Peter C. Chu, Chenwu Fan, Norden E. Huang:
  Derivative-optimized empirical mode decomposition for the Hilbert-Huang transform. 57-64
• 
  Steven Vandekerckhove, Bart Vandewoestyne, Herbert De Gersem, Koen Van Den Abeele, Stefan Vandewalle:
  Mimetic discretization and higher order time integration for acoustic, electromagnetic and elastodynamic wave propagation. 65-76
• 
  Chengming Huang:
  Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations. 77-86
• 
  Juan García Escudero:
  Hypersurfaces with many A_j-singularities: Explicit constructions. 87-94
• 
  Jean-Paul Berrut, Georges Klein:
  Recent advances in linear barycentric rational interpolation. 95-107
• 
  Mehmet Ali Özarslan, Banu Yilmaz:
  A set of finite order differential equations for the Appell polynomials. 108-116
• 
  Jun Cao, Guofang Zhou, Cheng Wang, Xinzhuang Dong:
  A hybrid adaptive finite difference method powered by a posteriori error estimation technique. 117-128
• 
  Dejan R. Bojovic, Bratislav V. Sredojevic, Bosko S. Jovanovic:
  Numerical approximation of a two-dimensional parabolic time-dependent problem containing a delta function. 129-137
• 
  Severiano González-Pinto, Domingo Hernández-Abreu, Bernd Simeon:
  Strongly A-stable first stage explicit collocation methods with stepsize control for stiff and differential-algebraic equations. 138-152
• 
  Ibrahim Büyükyazici, Hande Tanberkan, Sevilay Kirci Serenbay, Çigdem Atakut:
  Approximation by Chlodowsky type Jakimovski-Leviatan operators. 153-163
• 
  Bruno Carpentieri, Jia Liao, Masha Sosonkina:
  VBARMS: A variable block algebraic recursive multilevel solver for sparse linear systems. 164-173
• 
  Hüseyin Aktuglu:
  Korovkin type approximation theorems proved via αβ-statistical convergence. 174-181
• 
  Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
  Efficient and high accuracy pricing of barrier options under the CEV diffusion. 182-193
• 
  Nazim I. Mahmudov, Sonuç Zorlu:
  On the approximate controllability of fractional evolution equations with compact analytic semigroup. 194-204
• 
  Grece El Khoury, Yuri M. Nechepurenko, Miloud Sadkane:
  Acceleration of inverse subspace iteration with Newton's method. 205-215
• 
  Jaroslav Drobek, Ludek Jokl:
  On solvability of linear systems generated by the complex variable boundary element method. 216-225
• 
  Sevilay Kirci Serenbay, Çigdem Atakut, Ibrahim Büyükyazici:
  The generalized Baskakov type operators. 226-232
• 
  Jan L. Cieslinski:
  Improving the accuracy of the AVF method. 233-243
• 
  Kensuke Aihara, Kuniyoshi Abe, Emiko Ishiwata:
  A variant of IDRstab with reliable update strategies for solving sparse linear systems. 244-258
• 
  Maryam Saadvandi, Karl Meerbergen, Wim Desmet:
  Parametric dominant pole algorithm for parametric model order reduction. 259-280
• 
  Micol Ferranti, Raf Vandebril:
  Computing eigenvalues of normal matrices via complex symmetric matrices. 281-293
• 
  Mauro Antonio Rincon, Frederico S. Teixeira, I. F. Lopez:
  Numerical studies of the damped Korteweg-de Vries system. 294-311
• 
  Andrei Bourchtein, Ludmila Bourchtein:
  On boundary conditions for the gravity wave equations. 312-326

Volume 259, Part B, March 2014

Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU - On the occasion of 10th anniversary of the foundation of Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey
Editorial

• 
  Ersan Akyildiz, Ömer L. Gebizlioglu, Bülent Karasözen, Ömür Ugur, Gerhard-Wilhelm Weber:
  Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU. 327-328

Financial Mathematics and Actuarial Sciences

• 
  Ahmet Göncü, Giray Ökten:
  Efficient simulation of a multi-factor stochastic volatility model. 329-335
• 
  Nacira Agram, Bernt Øksendal:
  Infinite horizon optimal control of forward-backward stochastic differential equations with delay. 336-349
• 
  Claudio Fontana, Juan Miguel A. Montes:
  A unified approach to pricing and risk management of equity and credit risk. 350-361
• 
  Aysegül Iscanoglu Çekiç, Ömür Ugur:
  Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique. 362-370
• 
  Qurban Abushov, Charkaz Aghayeva:
  Stochastic maximum principle for nonlinear optimal control problem of switching systems. 371-376
• 
  A. Inkaya, Yeliz Yolcu-Okur:
  Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data. 377-384
• 
  Flavio Angelini, Stefano Herzel:
  Delta hedging in discrete time under stochastic interest rate. 385-393
• 
  Mustafa Ç. Pinar, A. Burak Paç:
  Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity. 394-405
• 
  I. H. Gökgöz, Ömür Ugur, Yeliz Yolcu-Okur:
  On the single name CDS price under structural modeling. 406-412
• 
  Sezgin Çiftçi, H. Sebnem Düzgün, B. Burçak Basbug Erkan:
  Risk analysis based on spatial analysis of chronic obstructive pulmonary disease (COPD) with respect to provinces in Turkey. 413-424
• 
  Patrick Rees, A. Sevtap Selcuk-Kestel:
  Analysis of portfolio diversification between REIT assets. 425-433
• 
  Azize Hayfavi, Irem Talasli:
  Stochastic multifactor modeling of spot electricity prices. 434-442
• 
  Büsra Zeynep Temoçin, Gerhard-Wilhelm Weber:
  Optimal control of stochastic hybrid system with jumps: A numerical approximation. 443-451
• 
  Zehra Eksi, Damir Filipovic:
  Pricing and hedging of inflation-indexed bonds in an affine framework. 452-463
• 
  Selçuk Bayraci, Gazanfer Ünal:
  Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model. 464-473

Mathematical Cryptology

• 
  Cem Güneri, Gary McGuire:
  Supersingular curves over finite fields and weight divisibility of codes. 474-484
• 
  Muharrem Tolga Sakalli, Bora Aslan:
  On the algebraic construction of cryptographically good 32×32 binary linear transformations. 485-494
• 
  Kamer Kaya, Ali Aydin Selçuk:
  Sharing DSS by the Chinese Remainder Theorem. 495-502
• 
  Cihangir Tezcan:
  Improbable differential attacks on Present using undisturbed bits. 503-511
• 
  Masoumeh Safkhani, Nasour Bagheri, Ali Mahani:
  On the security of RFID anti-counting security protocol (ACSP). 512-521
• 
  Erdener Uyan, Çagdas Çalik, Ali Doganaksoy:
  Counting Boolean functions with specified values in their Walsh spectrum. 522-528
• 
  Murat Ak, Turgut Hanoymak, Ali Aydin Selçuk:
  IND-CCA secure encryption based on a Zheng-Seberry scheme. 529-535
• 
  Ayça Çesmelioglu, Wilfried Meidl, Alev Topuzoglu:
  Permutations of finite fields with prescribed properties. 536-545
• 
  Sedat Akleylek, Ferruh Özbudak, Canan Özel:
  On the arithmetic operations over finite fields of characteristic three with low complexity. 546-554
• 
  Vladimir Edemskiy, Andrew Ivanov:
  Linear complexity of quaternary sequences of length pq with low autocorrelation. 555-560
• 
  Alex Biryukov, Jorge Nakahara Jr., Hamdi Murat Yildirim:
  Differential entropy analysis of the IDEA block cipher. 561-570
• 
  Masoumeh Safkhani, Pedro Peris-Lopez, Julio César Hernández Castro, Nasour Bagheri:
  Cryptanalysis of the Cho et al. protocol: A hash-based RFID tag mutual authentication protocol. 571-577
• 
  Muhammad Ashraf, Baris Bülent Kirlar:
  Message transmission for GH-public key cryptosystem. 578-585
• 
  Murat Ak, Serdar Pehlivanoglu, Ali Aydin Selçuk:
  Anonymous trace and revoke. 586-591
• 
  Andrey Bogdanov, Elif Bilge Kavun, Elmar Tischhauser, Tolga Yalçin:
  Large-scale high-resolution computational validation of novel complexity models in linear cryptanalysis. 592-598
• 
  Ersan Akyildiz, Muhammad Ashraf:
  An overview of trace based public key cryptography over finite fields. 599-621

Scientific Computing, Optimization and Differential Equations

• 
  S. Z. Alparslan Gök, Osman Palanci, Mehmet Onur Olgun:
  Cooperative interval games: Mountain situations with interval data. 622-632
• 
  Uaday Singh, Shailesh Kumar Srivastava:
  Approximation of conjugate of functions belonging to weighted Lipschitz class W(L^p, ξ(t)) by Hausdorff means of conjugate Fourier series. 633-640
• 
  Onur Baysal:
  Bubble and multiscale stabilization of bilinear finite element methods for transient advection-diffusion equations on rectangular grids. 641-650
• 
  Ilyas Yilmaz, Firat Oguz Edis, Hasan Saygin, Lars Davidson:
  Parallel implicit DNS of temporally-evolving turbulent shear layer instability. 651-659
• 
  Akhilesh Prasad, Santanu Manna, Ashutosh Mahato, V. K. Singh:
  The generalized continuous wavelet transform associated with the fractional Fourier transform. 660-671
• 
  Türker Ertem, Agacik Zafer:
  Monotone positive solutions for a class of second-order nonlinear differential equations. 672-681
• 
  Marzieh Najariyan, Mohammad Hadi Farahi:
  A new approach for the optimal fuzzy linear time invariant controlled system with fuzzy coefficients. 682-694
• 
  Rim Amami, Monique Pontier:
  Solution examples of an impulse control problem. 695-710
• 
  Sana Chaabane Khelifi, Namane Méchitoua, Frank Hülsemann, Frédéric Magoulès:
  A hybrid multigrid method for convection-diffusion problems. 711-719
• 
  S. Han Aydin, Münevver Tezer-Sezgin:
  A DRBEM solution for MHD pipe flow in a conducting medium. 720-729
• 
  Sevin Gümgüm, Münevver Tezer-Sezgin:
  DRBEM solution of mixed convection flow of nanofluids in enclosures with moving walls. 730-740
• 
  Ali Atashbar Orang, Seyed Esmail Razavi, Hamoon Pourmirzaagha:
  Computational study of incompressible turbulent flows with method of characteristics. 741-751
• 
  M. Y. Hashemi, Kamiar Zamzamian:
  A multidimensional characteristic-based method for making incompressible flow calculations on unstructured grids. 752-759
• 
  Önder Türk, Münevver Tezer-Sezgin, Canan Bozkaya:
  Finite element study of biomagnetic fluid flow in a symmetrically stenosed channel. 760-770
• 
  Fikriye Yilmaz, Bülent Karasözen:
  An all-at-once approach for the optimal control of the unsteady Burgers equation. 771-779
• 
  Gusein Sh. Guseinov:
  Boundary value problems for nonlinear impulsive Hamiltonian systems. 780-789
• 
  Derya Altintan, Ömür Ugur:
  Solution of initial and boundary value problems by the variational iteration method. 790-797
• 
  Ahmet Göncü, Giray Ökten:
  Uniform point sets and the collision test. 798-804
• 
  Guido Ala, Pietro Cassarà, Elisa Francomano, Salvatore Ganci, Giuseppe Caruso, Pio D. Gallo:
  A numerical method for imaging of biological microstructures by VHF waves. 805-814
• 
  Rafal Bocian, Mariusz Felisiak, Daniel Simson:
  Numeric and mesh algorithms for the Coxeter spectral study of positive edge-bipartite graphs and their isotropy groups. 815-827
• 
  Abdelkader Gasmi:
  Two-dimensional cavitating flow past an oblique plate in a channel. 828-834
• 
  Abdelmalek Kouadri, Abderazak Bensmail, Aissa Kheldoun, Larbi Refoufi:
  An adaptive threshold estimation scheme for abrupt changes detection algorithm in a cement rotary kiln. 835-842
• 
  Fatma Yerlikaya-Özkurt, Ceren Vardar-Acar, Yeliz Yolcu-Okur, Gerhard-Wilhelm Weber:
  Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method. 843-850
• 
  Ali Hakan Tor, Adil M. Bagirov, Bülent Karasözen:
  Aggregate codifferential method for nonsmooth DC optimization. 851-867
• 
  M. Fernanda P. Costa, Ana Maria A. C. Rocha, Edite M. G. P. Fernandes:
  An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method. 868-876
• 
  Renato Álvarez-Nodarse, Rezan Sevinik Adigüzel:
  On the limit of generalized non-standard q-Racah polynomials. 877-886
• 
  R. Kh. Mazova, Broneslav A. Kiselman, E. A. Kolchina:
  Numerical simulation of tsunami wave height distribution for Turkish Black Sea coast in nonlinear dynamic keyboard model of underwater seismic source. 887-896
• 
  Md. Abul Kalam Azad, Ana Maria A. C. Rocha, Edite M. G. P. Fernandes:
  A simplified binary artificial fish swarm algorithm for 0-1 quadratic knapsack problems. 897-904
• 
  Rodolfo A. Pazos Rangel, Graciela Vázquez A., José Antonio Martínez Flores, Joaquín Pérez Ortega, Gilberto Martínez-Luna:
  Minimizing roundtrip response time in distributed databases with vertical fragmentation. 905-913
• 
  Ayse Özmen, Gerhard-Wilhelm Weber:
  RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty. 914-924
• 
  Maya Lakhdara, Saïda Latreche, Christian Gontrand:
  Mathematical approach and optimisation of nanometric base thickness for a SiGeC HBT dedicated to radiofrequency applications. 925-936
• 
  A. Deliceoglu, S. Han Aydin:
  Topological flow structures in an L-shaped cavity with horizontal motion of the upper lid. 937-943
• 
  Burak Aksoylu, Zuhal Unlu:
  Robust preconditioners for the high-contrast Stokes equation. 944-954
• 
  Babak Rohani, Yigit Yazicioglu, Mehmet Mutlu, Orkun Ogucu, Emre Akgul, Afsar Saranli:
  Lagrangian based mathematical modeling and experimental validation of a planar stabilized platform for mobile systems. 955-964
• 
  Claudia Guadalupe Gómez Santillán, Laura Cruz-Reyes, Juan Javier González Barbosa, Héctor J. Fraire H., Rodolfo A. Pazos Rangel, Juan J. Martínez P.:
  Ant colony system with characterization-based heuristics for a bottled-products distribution logistics system. 965-977