ICACM Program


International Conference on Applied and Computational Mathematics (ICACM)
10th Anniversary of the Foundation of the Institute of Applied Mathematics (IAM)
Culture
and
Convention
Center
October
2
18:00‐20:00
Welcome
Cocktail
and
Registration
Main
Hall
–
Kemal
Kurdas
October
3
08:30
–
09:00
Registration
09:00
–
10:30
Opening
Ceremony
Hall
A
Hall
B
Hall
C
Hall
D
Hall
F
Hall
G
10:30
–
11:00
Tea/Coffee
Break
Photograph
Session
(Main
Foyer)
11:00–
12:00
Plenary
Talk
UPDATED
PROGRAM
Chair
Person:
Ersan
Akyıldız
Speaker:
Peter
Deuflhard
Title:
ADAPTIVE
MULTILEVEL
FINITE
ELEMENT
METHODS
IN
VIRTUAL
MEDICINE
12:00–
13:00
13:00
–
14:30
Session
1
Lunch
Break
Chair
Person:
Monique
Jeanblanc
Chair
Person:
Ali
Doğanaksoy
Chair
Person:
Azize
Hayfavi
Chair
Person:
Monique
Pontier
Chair
Person:
Ali
Devin
Sezer
Chair
Person:
Ali
Aydın
Selçuk
Ali
Hakan
TOR,
Adil
Bagirov,
Bülent
Karasözen,
LIMITED
CODIFFERENTIAL
METHOD
FOR
NONSMOOTH
CONVEX
OPTIMIZATION
PROBLEMS
Alex
Biryukov,
Jorge
Nakahara
Jr,
Hamdi
Murat
YILDIRIM,
DIFFERENTIAL
ENTROPY
ANALYSIS
OF
THE
IDEA
CIPHER
Hatice
Çakar,
Ceren
Vardar,
SOME
BOUNDS
ON
THE
EXPECTED
VALUES
OF
SUPREMUM
AND
OF
MAXIMUM
LOSS
OF
FRACTIONAL
BROWNIAN
MOTION
USING
DISCRETIZATION
METHOD
Alper
İnkaya,
Yeliz
Yolcu
Okur,
THE
ANALYSIS
OF
PRICE‐
VOLATILITY
FEEDBACK
RATE
AND
LEVERAGE
EFFECT
USING
HIGH‐
FREQUENCY
DATA
Bengisen
Pekmen,
Münevver
Tezer‐Sezgin,
DRBEM
SOLUTION
OF
MHD
FREE
CONVECTION
IN
A
SQUARE
CAVITY
FILLED
WITH
A
POROUS
MEDIUM
Mariya
Korotchenko,
Aleksandr
Burmistrov,
WEIGHT
MONTE
CARLO
ALGORITHMS
FOR
THE
PARAMETRIC
ANALYSIS
OF
THE
SOLUTION
TO
MONODISPERSE
COAGULATION
EQUATION
Muhammad
Hassan
Khalil,
Muhammad
Salman,
Tsolmon
Tumenjargal,
Jia
Dong
Xu,
IN
MICROWAVE
IMAGING
INVERSE
SCATTERING:
A
ROBUST
TOOL
FOR
EARLY
STAGE
BREAST
CANCER
DETECTION
Vishal
Kumar
Singh,
Akhilesh
Prasad,
BOUNDEDNESS
OF
PSEUDO‐DIFFERENTIAL
OPERATOR
ASSOCIATED
WITH
FRACTIONAL
HANKEL
TRANSFORM
Andrey
Bogdanov,
Elif
Bilge
Kavun,
Elmar
Tischhauser,
Tolga
Yalçın,
EXPERIMENTAL
EVALUATION
OF
SUCCESS
PROBABILITY
AND
DATA
COMPLEXITY
OF
LINEAR
ATTACKS
ON
HARDWARE
Akhilesh
Prasad,
Santanu
Manna,
Ashutosh
Mahato,
THE
FRACTIONAL
FOURIER
TRANSFORM
AND
ITS
APPLICATIONS
Erdinç
Akyıldırım,
Yan
Dolinsky,
H.
Mete
Soner,
APPROXIMATING
STOCHASTIC
VOLATILITY
BY
RECOMBINANT
TREES
Selçuk
Han
Aydın,
Münevver
Tezer‐Sezgin,
DRBEM
SOLUTION
OF
MHD
PIPE
FLOW
IN
A
CONDUCTING
MEDIUM
Gamze
Tanoğlu,
Nurcan
Gücüyenen,
CONVERGENCE
ANALYSIS
OF
ITERATIVE
OPERATOR
SPLITTING
METHOD
FOR
ABSTRACT
CAUCHY
PROBLEM
Cihangir
Tezcan,
IMPROBABLE
DIFFERENTIAL
ATTACK
ON
PRESENT
USING
UNDISTURBED
BITS
Gazanfer
Ünal,
Selçuk
Bayracı,
BOND
AND
SWAP
PRICING
WITH
INTEREST
RATES
DRIVEN
BY
FBM
Patrick
Rees,
Ayse
Sevtap
Selçuk
Kestel,
ANALYSIS
OF
PORTFOLIO
DIVERSIFICATION
BETWEEN
REIT
ASSETS
Ayşe
Sarıaydın,
Münevver
Tezer‐Sezgin,
DRBEM
FORMULATION
WITH
FRACTIONAL
STEP
IN
TIME
FOR
SOLVING
BACKWARD‐FACING
STEP
FLOW
Aleksandr
Burmistrov,
MONTE
CARLO
ALGORITHM
FOR
ACCELERATION
ORIENTED
TRAFFIC
FLOW
MODEL
Invited
Talk
Chair
Person:
Aydın
Aytuna
Speaker:
Monique
Jeanblanc,
MULTIDEFAULT
SETTING
14:30
–
15:00
15:00
–
16:00
Session
2
Tea/Coffee
Break
16:00
–
17:30
Session
3
Invited
Talk
Chair
Person:
Bülent
Karasözen
Speaker:
Karl
Kunisch,
OPTIMAL
CONTROL
OF
THE
BIDOMAIN
EQUATIONS
Invited
Talk
Chair
Person:
Ferruh
Özbudak
Speaker:
Gary
McGuire,
SUPERSINGULAR
ALGEBRAIC
CURVES
IN
CRYPTOGRAPHY
AND
CODING
THEORY
Chair
Person:
Osmanbey
Uzunkol
Chair
Person:
M.
Grazia
Speranza
Chair
Person:
Çoşkun
Küçüközmen
Chair
Person:
Hayri
Önal
Chair
Person:
Azize
Hayfavi
Sevin
Gümgüm,
Münevver
Tezer‐
Sezgin,
NUMERICAL
SOLUTION
OF
MIXED
CONVECTION
FLOW
OF
NANOFLUIDS
IN
A
LID‐
DRIVEN
SQUARE
CAVITY
WITH
A
DISCRETE
HEATER
Önder
Türk,
Münevver
Tezer‐Sezgin,
Canan
Bozkaya,
BIOFLUID
FLOW
IN
A
CHANNEL
WITH
STENOSIS
Sedat
Akleylek,
Ferruh
Özbudak,
Canan
Özel,
ON
THE
MULTIPLICATION
OVER
FINITE
FIELDS
OF
CHARACTERISTIC
THREE
IN
HERMITE
POLYNOMIAL
REPRESENTATION
Farnaz
Solatikia,
Gerhard
Wilhelm
Weber,
GENERATION
FOR
OPTIMIZATION
IN
C(Ω),
WITH
APPLICATIONS
IN
PORTFOLIO
INSURANCE
Selçuk
Bayracı,
Gazanfer
Ünal,
STOCHASTIC
INTEREST
RATE
MODELLING
WITH
CONTINUOUS‐TIME
GARCH(1,1)
MODEL
Oğuz
Yılmaz,
Damla
Isıdıcı,
THE
INITIAL
STAGES
OF
GRAVITY
DRIVEN
FLOWS
Rezan
Sevinik
Adıgüzel,
Renato
Alvarez‐
Nodarse,
SOME
LIMIT
FORMULAS
OF
THE
Q‐RACAH
POLYNOMIALS
Wilke
Trei,
EFFICIENT
MODULAR
ARITHMETIC
FOR
SIMD
DEVICES
Charkaz
Arif
Aghayeva,
NECESSARY
CONDITION
OF
OPTIMALITY
FOR
STOCHASTIC
SWITCHING
SYSTEMS
WITH
CONTROLLED
DIFFUSION
Flavio
Angelini,
Stefano
Herzel,
DELTA
HEDGING
IN
DISCRETE
TIME
UNDER
STOCHASTIC
INTEREST
RATE
Fatma
Muazzez
Şimşir,
AFFINE
HARMONIC
MAPS
THAT
NATURALLY
OCCUR
IN
INFORMATION
GEOMETRY
Canan
Bozkaya,
Serpil
Kocabıyık,
STREAMWISE
OSCILLATIONS
OF
A
CYLINDER
BENEATH
A
Muhammad
Ashraf,
Baris
Bulent
Kirlar,
SPEEDING
UP
GH‐PUBLIC
KEY
CRYPTOSYSTEM
THROUGH
NEW
Messaoud
Boulbrachene,
OPTIMAL
L∞
ERROR
ESTIMATE
OF
A
FINITE
ELEMENT
METHOD
FOR
Zehra
Ekşi
Altay,
Damir
Filipovic,
PRICING
AND
HEDGING
OF
INFLATION‐INDEXED
BONDS
IN
AN
AFFINE
Ceyda
Yazıcı,
Ceylan
Yozgatlıgil,
İnci
Batmaz,
A
SIMULATION
STUDY
ON
THE
PERFORMANCES
OF
HOMOGENEITY
TESTS
APPLIED
IN
METEOROLOGICAL
STUDIES
Berna
Bakır
Batu,
İnci
Batmaz,
Gülser
Köksal,
ARID‐2C:
AUTOMATED
RE‐SAMPLING
OF
IMBALANCED
DATA
FOR
Chair
Person:
Karl
Kunisch
Uaday
Singh,
Shailesh
Kumar
Srivastava,
APPROXIMATION
OF
CONJUGATE
OF
FUNCTIONS
(SIGNALS)
FREE
SURFACE:
FREE
SURFACE
EFFECTS
ON
FLUID
FORCES
ENCRYPTION
SCHEME
THE
IMPULSE
CONTROL
QUASI‐VARIATIONAL
INEQUALITY
19:30
–
21:00
Concert
MINISTRY
OF
CULTURE
AND
TOURISM
MINISTRY,
FOLK
DANCES
ENSEMBLE
FRAMEWORK
BINARY
CLASSIFICATION
WITH
PERFORMANCE
EVALUATION
BY
PROMETHEE
BELONGING
TO
WEIGHTED
LIPCHITZ
CLASS
W(Lp,ξ(t))
BY
HAUSDORFF
MEANS
OF
CONJUGATE
FOURIER
SERIES
Hall
F
Hall
G
Main
Hall
–
Kemal
Kurdas
October
4
09:00
–
10:00
Session
4
Hall
A
Invited
Talk
Chair
Person:
Yeliz
Yolcu
Okur
Speaker:
Bernt
Øksendal,
FORWARD‐BACKWARD
STOCHASTIC
DIFFERENTIAL
GAMES
AND
OPTIMAL
PORTFOLIO
UNDER
MODEL
UNCERTAINTY
Hall
B
Chari
Person:
Şeref
Sağıroğlu
Chair
Person:
Zülfükar
Saygı
Emrah
Yürüklü,
Osman
H.
Koçal,
Erdoğan
Dilaveroğlu,
SPEECH
STEGANALYSIS
USING
DELAY
VECTOR
VARIANCE
BASED
FEATURES
Ahmet
Emir
Dirik,
IMAGE
ENCRYPTION
SCHEME
FOR
PRINT
AND
SCAN
CHANNEL
Vladimir
Edemskiy,
Andrey
Ivanov,
LINEAR
COMPLEXITY
OF
QUATERNARY
SEQUENCES
OF
LENGTH
pqWITH
LOW
AUTOCORRELATION
Orhun
Kara,
GENERALIZATION
OF
LINEAR
COMPLEXITY
AND
PERIOD
OF
LFSR
SEQUENCES
Tea/Coffee
Break
10:00
–
10:30
10:30
–
12:30
Session
5
Hall
C
Hall
D
Invited
Talk
Chair
Person:
Ömer
L.
Gebizlioğlu
Speaker:
Marc
Goovaerts,
THE
MEAN
VALUE
PREMIUM
PRINCIPLE
REVISITED
Poster
Presentations
Small
Foyer
Maya
Lakhdara,
Saida
LATRECHE,
Mahmoud
Riad
BEGHOUL,
Christian
GONTRAND,
MATHEMATICAL
APPROACH
AND
OPTIMIZATION
OF
NANOMETRIC
BASE
THICKNESS
FOR
AN
SIGEC
HBT
DEDICATED
TO
THE
RADIOFREQUENCY
Ali
Kargar,
NUMERICAL
ANALYSIS
OF
SUPERSONIC‐
SUBSONIC
FLOW
IN
THE
CONVERGENT‐
DIVERGENT
NOZZLE
ALONG
WITH
THE
SHOCK
AND
COMPARISON
WITH
ANALYTICAL
RESULTS
Chair
Person:
Chair
Person:
Chair
Person:
Chair
Person:
Chair
Person:
Chair
Person:
Bülent
Karasözen
Gary
McGuire
Krzysztof
Ostaszewski
H.Murat
Yıldırım
Fatih
Tank
Murat
Manguoğlu
Gusein
Sh.
Guseinov,
BOUNDARY
VALUE
PROBLEMS
FOR
NONLINEAR
IMPULSIVE
HAMILTONIAN
SYSTEMS
Seher
Tutdere,
Florian
Hess,
Henning
Stichtenoth,
ON
INVARIANTS
OF
TOWERS
OF
FUNCTION
FIELDS
OVER
FINITE
FIELDS
B.
Burçak
Başbuğ
Erkan,
HOW
DOES
THE
TURKISH
CATASTROPHE
INSURANCE
POOL
DATA
BEHAVE
AS
EXTREMES?
Seiji
Fujino,
Takashi
Sekimoto,
VARIANTS
OF
BICGSAFE
METHOD
USING
SHADOW
THREE‐TERM
RECURRENCE
Djamal
Hamadi,
Said
Derbane,
Abdelhafid
Ounis,
FORMULATION
OF
A
NEW
PLATE
BENDING
FINITE
ELEMENT
BASED
ON
THE
STRAIN
APPROACH
Mohamed
Salah
Boudellioua,
PARTIAL
DECOUPLING
OF
A
CLASS
OF
LINEAR
SYSTEMS
OF
PARTIAL
DIFFERENTIAL
EQUATIONS
Alev
Topuzoglu,
Ayca
Cesmelioglu,
Wilfried
Meidl,
PERMUTATIONS
OF
FINITE
FIELDS
WITH
PRESCRIBED
PROPERTIES
Kasırga
Yıldırak,
Ozan
Omer
Evkaya,
BASIS
RISK
COMPARISON
OF
BAYESIAN
BASED
WHEAT
YIELD
Naghmeh
Abasi,
Mohamed
Suleiman,
Zarina
Ibrahim,
Hamisu
Musa,
Faranak
Rabiei,
VARIABLE
STEP
3‐POINT
BLOCK
BACKWARD
DIFFERENTIATION
Sipan
Aslan,
Ceylan
Yozgatlıgil,
Cem
İyigün,
İnci
Batmaz,
ANALYZING
THE
LONG‐
TERM
PROJECTIONS
OF
PRECIPITATION
TOTALS
VIA
LINEAR
AND
Marzieh
Najariyan,
Mohamad
Hadi
Farahi,
A
NEW
APPROACH
FOR
SOLVING
FUZZY
LINEAR
TIME
INVARIANT
CONTROLLED
SYSTEM
WITH
FUZZY
COEFFICIENTS
Sun
Yongqi,
Wu
Yali,
Yang
Yuansheng,
THE
PLANAR
RAMSEY
NUMBERS
PR(K4−e,Kl)
12:30
–
13:30
13:30
‐
14:30
Session
6
Session
7
Oğuz
Yayla,
Ferruh
Özbudak,
PROBABILISTIC
DECODING
OF
RS
CODES
WITH
EXTENDED
BKY
ALGORITHM
Johnny
Henderson,
Rodica
Luca,
POSITIVE
SOLUTIONS
FOR
SYSTEMS
OF
HIGHER‐ORDER
MULTI‐
POINT
BOUNDARY
VALUE
PROBLEMS
Ali
Astaneh‐Asl,
ON
THE
RANK
OF
A
FAMILY
OF
ELLIPTIC
CURVES
Invited
Talk
Chair
Person:
Gerhard
Wilhelm
Weber
Speaker:
M.
Grazia
Speranza,
MILP
AND
THE
INVENTORY
ROUTING
PROBLEM
Chair
Person:
Orhun
Kara
Invited
Talk
Chair
Person:
Mete
Soner
Speaker:
Monique
Pontier,
SOLUTION
EXAMPLES
OF
AN
IMPULSE
CONTROL
PROBLEM
Invited
Talk
Chair
Person:
Florian
Hess
Speaker
:
Ersan
Akyıldız
AN
OVERVIEW
OF
DISCRETE
LOGARITHM
AND
TRACE
BASED
PUBLIC
KEY
CRYPTOGRAPHY
ON
FINITE
FIELDS
Sezgin
Çiftçi,
H.
Şebnem
Düzgün,
B.
Burçak
Başbuğ
Erkan,
SPATIAL
ANALYSIS
OF
CHRONIC
OBSTRUCTIVE
PULMONARY
DISEASE
(COPD)
ON
THE
BASIS
OF
PROVINCES
IN
TURKEY
WITH
REGARDS
TO
ACTUARIAL
RISK
ASSESSMENTS
Iulian
Mircea,
Mihaela
Covrig,
SOME
APPROXIMATIONS
OF
RUIN
PROBABILITY
IN
A
RISK
MODEL
NONLINEAR
TIME
SERIES
MODELS
Onur
Baysal,
BUBBLE
AND
MULTISCALE
STABILIZATION
OF
BILINEAR
FINITE
ELEMENT
METHODS
FOR
TRANSIENT
ADVECTION
DIFFUSION
EQUATIONS
ON
RECTANGULAR
GRIDS
Raissa
Kh.
Mazova,
Elena
A.
Kolchina,
ESTIMATIONS
OF
MAXIMUM
TSUNAMI
WAVE
HEIGHTS
FOR
TURKISH
COAST
UNDER
POSSIBLE
CATASTROPHIC
EARTHQUAKES
IN
BLACK
SEA
BASIN
Invited
Talk
Chair
Person:
Ömür
Uğur
Speaker:
Ralf
Korn,
INTEREST
RATE
GUARANTEES
IN
LIFE
INSURANCE:
CONTRACTS,
HEDGING
AND
PROBLEMS
Rafal
Piotr
Bocian,
D.
Simson,
NUMERIC
AND
MESH
ALGORITHMS
FOR
THE
COXETER
SPECTRAL
STUDY
OF
POSITIVE
EDGE‐BIPARTITE
GRAPHS
AND
THEIR
ISOTROPY
GROUPS
O.
Tolga
Altınöz,
A.
Egemen
Yılmaz,
Gerhard‐Wilhelm
Weber,
INITIALIZATION
PHASE
OF
THE
GRAVITATIONAL
SEARCH
ALGORITHM
BY
MEANS
OF
LOW‐
DISCREPANCY
SOBOL
QUASI‐RANDOM
NUMBER
SEQUENCE
Mehmet
Burak
Özakın,
Serkan
Aksoy,
A
WAVE
EQUATION
BASED
RECURSIVE
CONVOLUTION
FORMULATION
OF
THE
FREQUENCY
DEPENDENT
FINITE
DIFFERENCE
TIME
DOMAIN
METHOD
Lunch
Break
14:30
–
15:00
15:00
–
16:00
Türker
Ertem,
Ağacık
Zafer,
MONOTONE
POSITIVE
SOLUTIONS
OF
NONLINEARLY
PERTURBED
SECOND‐
ORDER
SELF‐ADJOINT
DIFFERENTIAL
EQUATIONS
FORMULAS
FOR
SOLVING
STIFF
ODES
Hamidreza
Marasi,
A.
Jodayree
Akbarfam,
RECURSION
RELATIONS
AND
INFINITE
PRODUCT
REPRESENTATION
FOR
THE
SOLUTION
OF
STURM‐LIOUVILLE
PROBLEM
WITH
AFINITE
NUMBER
OF
TURNING
POINTS
Ferruh
Özbudak,
Ali
Devin
Sezer,
Üstün
Yıldırım,
ON
CONSTRUCTING
AUTHENTICATION
SYSTEMS
IN
QUERY
MODEL
Ali
Aydın
Selçuk,
Ramazan
Yılmaz,
JOINT
COMPARTMENTED
THRESHOLD
ACCESS
STRUCTURES
Tea/Coffee
Break
16:00
–
17:30
Chair
Person:
Münevver
Tezer
Chair
Person:
Serdar
Pehlivanoğlu
Chair
Person:
Yurdahan
Güler
Chair
Person:
Seza
Danışoğlu
Chair
Person:
Sedat
Akleylek
Chair
Person:
Hakan
Öktem
Snezhana
Hristova,
Angel
Golev,
Kremena
Stefanova,
APPROXIMATE
METHOD
FOR
SOLVING
BOUNDARY
VALUE
PROBLEMS
FOR
NONLINEAR
DIFFERENCE
EQUATIONS
WITH
``MAXIMA''
Tentu
Appala
Naidu,
Prabal
Paul,
Vadlamudi
China
Venkaiah,
IDEAL
AND
PERFECT
HIERARCHICAL
SECRET
SHARING
SCHEMES
BASED
ON
MDS
CODES
Ali
Atashbar
Orang,
Seyed
Esmail
Razavi,
COMPUTATIONAL
STUDY
OF
INCOMPRESSIBLE
TURBULENT
FLOWS
WITH
METHOD
OF
CHARACTERISTICS
Gamze
Tanoğlu,
Sıla
Korkut,
COMPARISONS
AND
APPLICATIONS
OF
SYMMETRICAL
ITERATIVE
SPLITTING
METHOD
Hamidreza
Marasi,
HOMOTOPY
ANALYSIS
METHOD
FOR
ASYMPTOTIC
DISTRIBUTIONS
OF
AN
NON‐DEFINITE
EIGENVALUE
PROBLEM
Turgut
Hanoymak,
Murat
Ak,
ON
THE
SECURITY
OF
ZHENG‐SEBERRY
BASED
PUBLIC
KEY
ENCRYPTION
SCHEME
İlyas
Yılmaz,
F.O.
Edis,
H.
Saygın,
L.
Davidson,
PARALLEL
IMPLICIT
DNS
OF
TEMPORALLY‐
EVOLVING
TURBULENT
SHEAR
LAYER
INSTABILITY
Büşra
Zeynep
Temoçin,
Gerhard
Wilhelm
Weber,
OPTIMAL
CONTROL
OF
STOCHASTIC
HYBRID
SYSTEM
WITH
JUMPS:
A
NUMERICAL
APPROXIMATION
Hakan
I.
Tarman,
Bahadır
Çor,
A
PARAMETRIC
STUDY
OF
TRANSITION
IN
FLUID
FLOW
USING
SOLENOIDAL
BASES
Kamer
Kaya,
Ali
Aydın
Selçuk,
SHARING
DSS
BY
THE
CHINESE
REMAINDER
THEOREM
Nevsan
Sengil,
Ozgur
Tumuklu,
PARALLELIZATION
OF
MONTE
CARLO
BASED
POISSON
SOLVER
WITH
COARRAY
FORTRAN
Mustafa
Pınar,
A
SIMPLE,
ADJUSTABLY
ROBUST,
DYNAMIC
PORTFOLIO
POLICY
UNDER
EXPECTED
RETURN
AMBIGUITY
Guido
Ala,
Pietro
Cassarà,
Elisa
Francomano,
Salvatore
Ganci,
ELECTRIC
FIELD
INTEGRAL
EQUATION
FOR
THIN‐WIRE
PIECEWISE
ANTENNAS
SHAPE
RECONSTRUCTION
Duygu
Arugaslan,
DYNAMICS
OF
A
LOGISTIC
TYPE
DELAY
DIFFERENTIAL
EQUATION
WITH
PIECEWISE
CONSTANT
ARGUMENTS
Amir
Hos
sein
Nikseresht,
Hamid
Reza
Zare,
COMPUTATIONAL
ANALYSIS
OF
LONGITUDINAL
AND
LATERAL
POSITION
OF
TRIMARAN
SIDE
HULLS
ON
RESIDUARY
RESISTANCE
AND
WAVE
PATTERNS
A.
Jahangirian,
S.
Sattarzadeh,
Mir
Yoseph
Hashemi,
A
MESH‐LESS
METHOD
FOR
UNSTEADY
COMPRESSIBLE
FLOW
CALCULATIONS
Session
8
19:00
–
22:00
Rola
El‐Moallem,
Hassane
Sadok,
ACCELERATION
OF
THE
NEW
ITERATIVE
METHOD
Gala
Dinner
‐
Visnelik
Premises,
METU
Alumni
Main
Hall
–
Kemal
Kurdas
October
5
09:00
–
10:00
Session
9
10:00
–
10:30
10:30
–
12:30
Session
10
Hall
A
Hall
B
Invited
Talk
Chair
Person:
Ralf
Korn
Speaker:
H.
Mete
Soner,
PRICE
AND
RISK
Invited
Talk
Chair
Person:
Ersan
Akyıldız
Speaker:
Florian
Hess,
PAIRINGS
Chair
Person:
Özlem
İlk
Emre
Ege,
Gökhan
Koray
Gültekin,
Afşar
Saranlı,
A
STATISTICAL
PREDICTIVE
MODEL
FOR
LEGGED
ROBOT
MOTION:
APPLICATION
TO
POSE
ESTIMATION
Chair
Person:
İsmail
Güloğlu
Orhun
Kara,
Imran
Erguler,
Emin
Anarim,
A
STREAM
CIPHER
MODEL
FOR
HARDWARE
CONSTRAINT
ENVIRONMENTS
Hall
C
Tea/Coffee
Break
Chair
Person:
Can
Akkoç
Tuğba
Akman,
Hamdullah
Yücel,
Bülent
Karasözen,
ALL‐AT‐ONCE
SOLUTION
OF
CONVECTION
DOMINATED
TIME
DEPENDENT
OPTIMAL
CONTROL
PROBLEMS
BY
Hall
D
Hall
F
Hall
G
Invited
Talk
Chair
Person:
A.Sevtap
Selçuk‐Kestel
Speaker:
Krzysztof
Ostaszewski,
GLOBAL
RETIREMENT
CRISIS
AND
THE
FOUR
PILLARS
SYSTEM
Chair
Person:
Bernt
Øksendal
Aycan
Yılmaz,
Işıl
Erol,
PRICING
DEFAULT
AND
FINANCIAL
DISTRESS
RISKS
IN
FOREIGN
CURRENCY
CORPORATE
LOANS
IN
TURKEY
Chair
Person:
Haluk
Aksel
Mücahit
Sarnık,
Uğur
Yalçın,
UNIFORM
DIFFRACTED
FIELDS
FROM
A
PERFECTLY
CONDUCTING
CYLINDRICAL
REFLECTOR
WITH
MODIFIED
THEORY
Chair
Person:
İnci
Batmaz
Ana
Maria
A.
C.
Rocha,
M.
Fernanda
P.
Costa,
Edite
M.G.P.
Fernandes,
ON
A
HYPERBOLIC
AUGMENTED
LAGRANGIAN
ARTIFICIAL
FISH
SWARM
BASED
METHOD:
12:30
–
13:30
13:30
–
15:00
Abdelmalek
Kouadri,
Abderazak
Bensmail,
Aissa
Kheldoun,
AN
ADAPTIVE
THRESHOLD
ESTIMATION
SCHEME
FOR
ABRUPT
CHANGES
DETECTION
ALGORITHM
IN
A
CEMENT
ROTARY
KILN
Onur
Koçak,
Fatih
Sulak,
Ali
Doğanaksoy,
KANARYA:
A
LIGHTWEIGHT
BLOCK
CIPHER
Abdelkader
Abdelmoumene,
Hamid
Bentarzi,
NEW
APPROACH
APPLIED
TO
SIMPLIFY
MATHEMATICAL
MODEL
OF
COMPLEX
INDUSTRIAL
MECHANISMS
Saliha
Boutora,
Hamid
Bentarzi,
CAPACITOR
BANK
RESIZING
USING
GENETIC
ALGORITHM
IN
ISLANDED
POWER
GRID
FED
BY
INDUCTION
GENERATOR
Muharrem
Tolga
Sakallı,
Bora
Aslan,
ON
THE
ALGEBRAIC
CONSTRUCTION
OF
CRYPTOGRAPHICALLY
GOOD
32×32
BINARY
LINEAR
TRANSFORMATIONS
Chair
Person:
Muhiddin
Uğuz
Invited
Talk
Chair
Person:
Melek
Diker
Yücel
Speaker:
Bart
Preneel,
CRYPTOGRAPHIC
HASH
FUNCTIONS:
SUCCESSES
AND
FAILURES
Çağdaş
Çalık,
Erdener
Uyan,
Ali
Doğanaksoy,
COUNTING
BOOLEAN
FUNCTIONS
WITH
SPECIFIED
VALUES
IN
THEIR
WALSH
SPECTRUM
DISCONTINUOUS
GALERKIN
METHODS
Bülent
Karasözen,
Hamdullah
Yücel,
ADAPTIVE
DISCONTINUOUS
SYMMETRIC
INTERIOR
PENALTY
GALERKIN
(SIPG)
METHOD
FOR
CONVECTION
DOMINATED
DISTRIBUTED
OPTIMAL
CONTROL
PROBLEMS
Sana
Chaabane
Khelifi,
Namane
Mechitoua,
Frank
Hulsemann,
Frédéric
MAGOULES,
AN
AGGREGATION
BASED
ALGEBRAIC
MULTIGRID
METHOD
FOR
CONVECTION
DIFFUSION
PROBLEMS
Fikriye
Nuray
Yılmaz,
ALL‐AT‐ONCE
METHOD
FOR
THE
OPTIMAL
CONTROL
OF
BURGERS
EQUATION
OF
PHYSICAL
OPTICS
CONVERGENCE
ISSUES
Erdem
Kılıç,
Veysel
Ulusoy,
MONETARY
REGULATION
FOR
FINANCIAL
CONTAGION:
THE
ROLE
OF
POLICY
COORDINATION
Anna
Antonyová,
Peter
Antony,
NUMERICAL
METHODS
FOR
MODELLING
OF
DYNAMIC
RESPONSES
IN
BUILDING
INSULATION
AS
EXPERIMENTAL
MEASUREMENT
RESULTS
Ömer
Gebizlioğlu,
Belma
Öztürkkal,
AN
ANALYSIS
AND
MODELING
APPROACH
ON
DEFAULT
RISKS
FOR
MORTGAGE
LOAN
LENDING
Ceren
Bora,
Yeşim
Serinağaoğlu,
Ergin
Tönük,
A
CELLULAR
AUTOMATON
BASED
2‐D
ELECTROMECHANICAL
HEART
TISSUE
MODEL
Hassan
Majidian,
PRACTICAL
ERROR
BOUNDS
FOR
GAUSSIAN
QUADRATURE
RULES
İsmail
Hakkı
Gökgöz,
Yeliz
Yolcu
Okur,
Ömür
Uğur,
STOCHASTIC
CREDIT
DEFAULT
SWAP
PRICING
Orkun
Öğücü,
Afşar
Saranlı,
A
COMPARATIVE
STUDY
ON
MODELING
A
NONLINEAR
STATIC
SYSTEM
BY
USING
IDENTIFICATION
TECHNIQUES
Mir
Yoseph
Hashemi,
K
Zamzamian,
MULTIDIMENSIONAL
CHARACTERISTIC‐BASED
UPWIND
FINITE
VOLUME
METHOD
FOR
INCOMPRESSIBLE
FLOWS
ON
UNSTRUCTURED
GRIDS
Chair
Person:
A.
Devin
Sezer
Vladimir
Dombrovskii,
Tatyana
Obyedko,
INVESTMENT
PORTFOLIO
OPTIMIZATION
UNDER
CONSTRAINTS
IN
THE
FINANCIAL
MARKET
WITH
REGIME
SWITCHING
USING
MODEL
PREDICTIVE
CONTROL
Bogdan
Iftimie,
Monique
Jeanblanc,
Thomas
Lim,
Hai‐Nam
Nguyen,
PORTFOLIO
OPTIMIZATION
IN
AN
INCOMPLETE
MARKET
WITH
STOCHASTIC
INTEREST
RATE
Annalisa
Fabretti,
Lunch
Break
Session
11
Ayşe
Özmen,
Gerhard
Wilhelm
Weber,
RMARS:
ROBUSTIFICATION
OF
MULTIVARIATE
ADAPTIVE
REGRESSION
SPLINE,
AND
AN
APPLICATION
IN
FINANCE
Fatma
Yerlikaya
Özkurt,
Ceren
Vardar
Acar,
Yeliz
Yolcu
Okur,
Gerhard
Wilhelm
Weber,
ESTIMATION
OF
HURST
PARAMETER
OF
FRACTIONAL
BROWNIAN
MOTION
USING
CMARS
METHOD
Derya
Altıntan,
Ömür
ASELSAN
A.Ş.
Presentation
15:00
–
15:30
15:30
–
17:30
Session
12
Uğur,
LOGISTIC
EQUATION
WITH
STOCHASTIC
MODELLING
APPROACH
Chair
Person:
William
Sethares
Nafissa
Zeghichi,
E.
H.
Achouri,
MULTI‐OBJECTIVES
OPTIMIZATION
OF
MILLING
PARAMETERS
USING
NELDER
AND
MEAD
METHOD
Chair
Person:
Ferruh
Özbudak
Kuniyoshi
Abe,
Gerard
L.
G.
Sleijpen,
IDR(S)
FOR
LINEAR
EQUATIONS
WITH
MULTIPLE
RIGHT‐HAND
SIDES
O.
Tolga
Altınöz,
A.
Egemen
Yılmaz,
Gerhard‐Wilhelm
Weber,
OPTIMIZATION
OF
FIRST
GENERATION
CRONE
APPROXIMATED
FRACTIONAL‐ORDER
PID
CONTROLLER
BY
USING
CHARGED
SYSTEM
SEARCH
Ahmet
Göncü,
Giray
Ökten,
EFFICIENT
SIMULATION
OF
A
MULTI‐FACTOR
STOCHASTIC
VOLATILITY
MODEL
Md.
Abul
Kalam
Azad,
Ana
Maria
A.C.
Rocha,
Edite
M.G.P.
Fernandes,
SOLVING
0‐1
QUADRATIC
KNAPSACK
PROBLEMS
WITH
A
POPULATION‐BASED
ARTIFICIAL
FISH
SWARM
ALGORITHM
Florbela
P.
Fernandes,
M.
Fernanda
P.
Costa,
Edite
M.G.P.
Fernandes,
STOPPING
RULES
EFFECT
ON
A
DERIVATIVE‐FREE
FILTER
MULTISTART
ALGORITHM
FOR
MULTILOCAL
PROGRAMMING
Stefano
Herzel,
Mustafa
Ç.
Pınar,
DELEGATED
PORTFOLIO
MANAGEMENT
WITH
AMBIGUITY
AVERSION
Tea/Coffee
Break
Chair
Person:
Güler
Köksal
Sırma
Zeynep
Alparslan
Gök,
Ahmet
Sarıarslan,
THE
ALEXIA
SOLUTION
FOR
TALMUDIC
PROBLEMS
Chair
Person:
Oğuz
Yayla
Joaquín
Pérez,
David
Romero,
Adriana
Mexicano‐Santoyo,
Laura
Cruz,
TOWARDS
A
CHARACTERIZATION
OF
DIFFICULT
INSTANCES
OF
THE
BIN
PACKING
PROBLEM
Chair
Person:
İlkay
Ulusoy
Abdelkader
Gasmi,
TWO‐DIMENSIONAL
CAVITATING
FLOW
PAST
AN
OBLIQUE
PLATE
IN
A
CHANNEL
Osman
Palancı,
Sırma
Zeynep
Alparslan
Gök,
Hakan
Güler,
Mehmet
Onur
Olgun,
MOUNTAIN
SITUATIONS
WITH
INTERVAL
DATA
Rodolfo
Pazos,
Graciela
Vazquez,
Jose
Martinez,
Joaquin
Perez,
Juan
Gonzalez,
MINIMIZING
ROUNDTRIP
RESPONSE
TIME
IN
DISTRIBUTED
DATABASES
WITH
VERTICAL
FRAGMENTATION
Nacira
Agram,
Sven
Haadam,
Bernt
Øksendal,
Frank
Proske,
A
MAXIMUM
PRINCIPLE
FOR
INFINITE
HORIZON
DELAY
EQUATIONS
Murat
Gençtav,
Murat
Manguoğlu,
ENHANCING
PARALLELISM
IN
MONTE
CARLO
TECHNIQUES
FOR
SOLVING
LARGE
SPARSE
LINEAR
SYSTEMS
Hayri
Önal,
Kevin
Patrick,
AN
OPTIMIZATION‐
BASED
SYSTEMATIC
PROCEDURE
FOR
POLITICAL
DISTRICTING
Enes
Yılmaz,
Marat
Akhmet,
NEURAL
NETWORKS
WITH
DIFFERENT
TYPES
OF
DISCONTINUITIES
Burak
Aksoylu,
Zuhal
Ünlü,
ROBUST
PRECONDITIONERS
FOR
THE
HIGH‐CONTRAST
STOKES
PROBLEM
Anastasia
Motrenko,
Vadim
Strijov,
Gerhard‐
Wilhelm
Weber,
BAYESIAN
SAMPLE
SIZE
ESTIMATION
FOR
LOGISTIC
REGRESSION
Meltem
Alişen,
Enes
Yılmaz,
STABILITY
OF
COHEN‐
GROSSBERG
NEURAL
NETWORKS
WITH
DEVIATED
ARGUMENT
OF
MIXED
TYPE
Chair
Person:
Vilda
Purutçuoğlu‐Gazi
Babak
Rohani,
Emre
Akgül,
Mehmet
Mutlu,
Afşar
Saranlı,
Yiğit
Yazıcıoğlu,
A
NONLINEAR
DYNAMIC
STRATEGY
FOR
MATHEMATICAL
MODELING
AND
SIMULATION
OF
STABILIZED
PLATFORM
IN
PLANAR
MOTION
IN
ONE
BODY
AND
THREE
BODIES
Hector
Fraire
Huacuja,
Juan
Gonzalez
Barbosa,
Claudia
Gomez
Santillan,
Laura
Cruz
Reyes,
Rodolfo
Pazos
Rangel,
Ricardo
Camara
Covarrubias,
Juan
Herrera
Ortiz,
A
CANDIDATE
LIST
EXTENSION
FOR
ANT
COLONY
SYSTEM
SOLUTION
OF
THE
VRP
WITH
TIME
WINDOWS
Masoud
Latifi‐Navid,
Kost
Elisevich,
Hamid
Soltanian‐Zadeh,
ALGORITHMIC
ANALYSIS
OF
CLINICAL
AND
NEUROPSYCHOLOGICAL
DATA
IN
LOCALIZATION‐
RELATED
EPILEPSY
Drahoslava
Janovska,
Gerhard
Opfer,
ZEROS
OF
QUADRATIC
MATRIX
POLYNOMIALS
Main
Hall
–
Kemal
Kurdas
October
6
09:00
–
10:00
Session
13
Hall
A
Hall
B
Chair
Person:
Ayşegül
İşcanoğlu
Çekiç
Yavuz
Yıldırım,
Gazanfer
Ünal,
CONTINUOUS‐TIME
MODELING
OF
STOCK
EXCHANGE
MARKETS:
A
COGARCH(1,1)
APPLICATION
Chair
Person:
Tolga
Yalçın
Masoumeh
Safkhani,
Pedro
Peris‐Lopez,
Julio
C.
Hernandez‐Castro,
Nasour
Bagheri,
CRYPTANALYSIS
OF
CHO
ET
AL.'S
PROTOCOL:
A
HASH‐BASED
RFID
TAG
MUTUAL
AUTHENTICATION
PROTOCOL
Nasour
Bagheri,
Masoumeh
Safkhani,
Majid
Naderi,
Ali
Mahani,
ON
THE
SECURITY
OF
RFID
ANTI
CLONING
SECURITY
PROTOCOL
(ACSP)
İrem
Talaslı,
Azize
Hayfavi,
STOCHASTIC
MODELING
OF
DAY‐AHEAD
ELECTRICITY
PRICES
IN
THE
TURKISH
MARKET
10:00‐10:30
10:30
–
11:30
Session
14
11:30
–
11:45
Closing
Remarks
11:45
–
13:00
13:00‐18:30
Lunch
Excursion
–
City
Tour
Chair
Person:
Erdem
Kılıç
Claudio
Fontana,
Juan
Miguel
A.
Montes,
AN
AFFINE
FRAMEWORK
FOR
THE
JOINT
MODELLING
OF
EQUITY
AND
CREDIT
RISK
Chair
Person:
Bart
Preneel
Murat
Ak,
Aggelos
Kiayias,
Serdar
Pehlivanoğlu,
Ali
Aydın
Selçuk,
GENERIC
TRACE
AND
REVOKE
SCHEMES
FROM
FINGERPRINTING
CODES
Derya
Altıntan,
Ömür
Uğur,
SOLUTIONS
OF
INITIAL
AND
BOUNDARY
VALUE
PROBLEMS
BY
THE
VARIATIONAL
ITERATION
METHOD
Cihan
Unsal,
Imran
Erguler,
Emin
Anarim,
PLAYING
WITH
BITS:
DOES
IT
REALLY
PROVIDE
SECURITY?
Hall
C
Hall
D
Hall
F
Hall
G
Chair
Person:
Burçak
Başbuğ
Erkan
Gönül
AYRANCI,
Banu
Özgürel,
MODEL
SELECTION
OF
STOCHASTIC
INTEREST
RATES
FOR
MARKET
RISK
IN
SOLVENCY
II
Chair
Person:
Sedat
Akleylek
Aissa
Djeriou,
BOUNDEDNESS
OF
SOME
PSEUDO‐DIFFERENTIAL
OPERATORS
ON
GENERALIZED
BESOV‐TYPE
SPACES
Chair
Person:
Derya
Altıntan
Giray
Ökten,
Ahmet
Goncu,
UNIFORM
POINT
SETS
AND
THE
COLLISION
TEST
Chair
Person:
Ceren
Vardar
Acar
Hadjira
Belaidi,
Hamid
Bentarzi,
Abderrahmane
Belaidi,
APPLICATION
OF
SPLINES
TO
THREE‐
DIMENSIONAL
MAP
BUILDING
FOR
MOBILE
ROBOT
Ömer
L.
Gebizlioğlu,
Serap
Yörübulut,
ON
CONCOMITANTS
OF
ORDER
STATISTICS
FOR
BIVARIATE
PSEUDO‐
GOMPERTZ
DISRIBUTION
Faranak
Rabiei,
Fudziah
Ismail,
Sarkhosh
Seddighi,
NUMERICAL
SOLUTION
OF
SECOND‐ORDER
ORDINARY
DIFFERENTIAL
EQUATIONS
BY
IMPROVED
RUNGE‐
KUTTA
NYSTROM
METHOD
OF
ORDER
FIVE
Hajir
Homei,
Monireh
Hamel
Darbandi,
Aziz
Hamel
Darbandi,
RANDOM
MIXTURE
Chair
Person:
Hakan
Öktem
Ali
Deliceoğlu,
Selçuk
Han
Aydın,
FLOW
STRUCTURES
IN
AN
L‐SHAPED
CAVITY
WITH
THE
VERTICAL
MOTION
OF
THE
UPPER
LID
Chair
Person:
Selçuk
Bayın
Aydin
Amireghbali,
Demirkan
Coker,
STRESS
INTENSITY
FACTORS
OF
A
CIRCUMFERENTIAL
CRACK
IN
AN
ISOTROPIC
CURVED
BEAM
USING
MODIFIED
MAPPING‐
COLLOCATION
METHOD
Chair
Person:
Zeynep
Alparslan
Gök
Ahmad
Tariq
Jameel,
Asif
Hoda,
Ahmad
Faris
Ismail,
NUMERICAL
SIMULATION
OF
THIN‐
LIQUID
FILM
FLOW
ON
INCLINED
PALNE
USING
IMPLICIT
AND
EXPLICIT
FINITE
DIFFERENCE
SCHEMES
Metin
Hatun,
Osman
Hilmi
Koçal,
DIRECT
MODEL
REFERENCE
ADAPTIVE
CONTROL
WITH
RECURSIVE
GAUSS‐
SEIDEL
ALGORITHM
Tea/Coffee
Break
Chair
Person:
Gerhard
Wilhelm
Weber
Ayşegül
İşcanoğlu
Çekiç,
Ralf
Korn,
Ömür
Uğur,
A
PRICING
FORMULA
FOR
CONSTANT
PROPORTION
DEBT
OBLIGATIONS:
A
LAPLACE
TRANSFORM
APPROACH
Emre
Can,
Ali
Sabri
Taylan,
WHAT
ARE
THE
SOURCES
OF
THE
FIRE
OF
HOT
MONEY:
AN
EXAMPLE
OF
EMERGING
COUNTRY,
TURKEY