Computational Science — ICCS 2003: International Conference Melbourne, Australia and St. Petersburg, Russia June 2–4, 2003 Proceedings, Part II

Parallel Computing Method of Valuing for Multi-asset European Option....Pages 3-9
A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs....Pages 10-19
Mining Investment Venture Rules from Insurance Data Based on Decision Tree....Pages 20-27
Market-Based Interest Rates: Deterministic Volatility Case....Pages 28-33
Double Auction in Two-Level Markets....Pages 34-45
Community Network with Integrated Services....Pages 46-53
A Set of Data Mining Models to Classify Credit Cardholder Behavior....Pages 54-63
Continuous Time Markov Decision Processes with Expected Discounted Total Rewards....Pages 64-73
Core Equivalence in Economy for Modal Logic....Pages 74-83
Model on Analysis of Industrial Relation Based on the Binary Relation Theory....Pages 84-89
Has Chinese Stock Market Become Efficient? Evidence from a New Approach....Pages 90-98
Multi-symplectic Spectral Methods for the Sine-Gordon Equation....Pages 101-110
A Survey on Methods for Computing Matrix Exponentials in Numerical Schemes for ODEs....Pages 111-120
A Discrete Approach for the Inverse Singular Value Problem in Some Quadratic Group....Pages 121-130
Two Step Runge-Kutta-Nyström Methods for Oscillatory Problems Based on Mixed Polynomials....Pages 131-138
A Symplectic Lanczos-Type Algorithm to Compute the Eigenvalues of Positive Definite Hamiltonian Matrices....Pages 139-148
Applying Stabilization Techniques to Orthogonal Gradient Flows....Pages 149-157
Coupling General Circulation Models on a Meta-computer....Pages 161-170
Numerical Simulation of Cloud Dynamics and Microphysics....Pages 171-178
Optimal Numerical Realization of the Energy Balance Equation for Wind Wave Models....Pages 179-187
Dynamic Modelling of Environment-Industry Systems....Pages 188-194
Simulation of Water Exchange in Enclosed Water Bodies....Pages 195-204
A Baroclinic Three Dimensional Numerical Model Applied to Coastal Lagoons....Pages 205-212
Stochastic Simulation of Inhomogeneous Metocean Fields. Part I: Annual Variability....Pages 213-222
Stochastic Simulation of Inhomogeneous Metocean Fields. Part II: Synoptic Variability and Rare Events....Pages 223-233
Stochastic Simulation of Inhomogeneous Metocean Fields. Part III: High-Performance Parallel Algorithms....Pages 234-244
Performance Comparison of Process Allocation Schemes Depending upon Resource Availability on Grid Computing Environment....Pages 247-256
Efficient Load Balancing by Adaptive Bypasses for the Migration on the Internet....Pages 257-266
A Distributed Data Storage Architecture for Event Processing by Using the Globus Grid Toolkit....Pages 267-274
Generalization of the Fast Consistency Algorithm to a Grid with Multiple High Demand Zones....Pages 275-284
Performance Analysis of a Parallel Application in the GRID....Pages 285-294
Linear Algebra Computation Benchmarks on a Model Grid Platform....Pages 297-306
Uniform Access to the Distributed Resources for the Computational Chemistry Using UNICORE....Pages 307-315
Common Data Format for Program Sharing and Integration....Pages 316-323
A Multiscale Virtual Reality Approach to Chemical Experiments....Pages 324-330
Theoretical Analysis on Mechanisms Implied in Hybrid Integrated Circuit Building....Pages 331-340
Parallel Models for a Discrete Variable Wavepacket Propagation....Pages 341-349
Calculation of Displacement Matrix Elements for Morse Oscillators....Pages 350-356
Initial Value Semiclassical Approaches to Reactive and Non Reactive Transition Probabilities....Pages 357-365
Theoretical Investigations on the Reactions of C 6 H 5 + and C 10 H 7 + with D 2 ....Pages 366-375
Density Functional Investigations on the C-C Bond Formation and Cleavage in Molecular Batteries....Pages 376-385
Violation of Covalent Bonding in Fullerenes....Pages 386-403
Jointly Performed Computational Tasks in the Multi-mode System Identification....Pages 407-416
Fault Point Detection with the Bank of Competitive Kalman Filters....Pages 417-426
On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals....Pages 427-435
Developing a Simulation Tool Box in MATLAB and Using It for Non-linear Adaptive Filtering Investigation....Pages 436-445
Comparative Analysis of Stochastic Identification Methods and Fault Diagnosis for Multi-mode Discrete Systems....Pages 446-455
Computational Expenditure Reduction in Pseudo-Gradient Image Parameter Estimation....Pages 456-462
Estimates Conformity Principle in the Problems of Identification....Pages 463-470
The ARM-Approach Based Local Modelling of the Gravitational Field....Pages 471-480
The Parameterization Method in Singular Differential-Algebraic Equations....Pages 483-491
Development of the Normal Spline Method for Linear Integro-Differential Equations....Pages 492-499
To Numerical Solution of Singular Perturbed Equations Transformed to the Best Argument....Pages 500-506
The Best Parameterization of Initial Value Problem for Mixed Difference-Differential Equation....Pages 507-515
Numerical Solution of Differential-Algebraic Equations by Block Methods....Pages 516-522
Generalized Jordan Sets in the Theory of Singular Partial Differential-Operator Equations....Pages 523-532
Invariant Manifolds and Grobman-Hartman Theorem for Equations with Degenerate Operator at the Derivative....Pages 533-541
Modeling of the Potential Energy Surface of Regrouping Reaction in Collinear Three-Atom Collision System Using Nonlinear Optimization....Pages 545-554
Workflow for Simulators Based on Finite Element Method....Pages 555-564
Parallel Implementation of the DSMC Method Coupled with a Continuum Solution: Simulation of a Lubrication Problem in Magnetic Disc Storage....Pages 565-574
Markowitz-Type Heuristics for Computing Jacobian Matrices Efficiently....Pages 575-584
Propagation of the Hydraulic Head in an Elastic Pipeline....Pages 585-592
Numerical Revelation of the Molecular Structure for Reaction Effective Stimulator or Inhibitor by the Method of Hamiltonean Systematization of Chemical Reaction System Kinetic Models....Pages 593-599
Numerical Revelation of Kinetic Significance for Steps and Species in Complex Chemical Reaction Mechanisms by Hamiltonian Systematization Method....Pages 600-609
Optimization of Computations in Global Geopotential Field Applications....Pages 610-618
Data Assimilation for 2-D Advection-Dispersion Equations....Pages 619-628
Mathematical Modelling the Ethnic System....Pages 629-635
Simulations for Thermal Analysis of MOSFET IPM Using IMS Substrate....Pages 636-643
Dynamic simulations for Thermal Analysis of MOSFET IPM on IMS Substrate....Pages 644-649
Correlation between Mutation Pressure, Selection Pressure, and Occurrence of Amino Acids....Pages 650-657
Intoducing CEES: Complex Economic Environments Simulator....Pages 658-667
Structure of Bilayer Membranes of Gemini Surfactants with Rigid and Flexible Spacers from MD Simulations....Pages 668-677
Algorithms for All-Pairs Reliable Quickest Paths....Pages 678-684
The Unified Design Methodology for Application Based on XML Schema....Pages 685-694
Automatic Recognition of Alzheimer’s Disease Using Genetic Algorithms and Neural Network....Pages 695-702
Traffic Characterization of the Web Server Attacks of Worm Viruses....Pages 703-712
An Object-Oriented Software Platform for Examination of Algorithms for Image Processing and Compression....Pages 713-720
Combined Detector of Locally-Oriented Structures and Corners in Images Based on a Scale-Space Tensor Representation of Local Neighborhoods of Pixels....Pages 721-730
Telecommunication Jitter Measurement in the Transmultipexer Systems Method Based on the Wavelet Pattern Correlation....Pages 731-740
Self-Organizing Compact Modeling Methodology for High-Speed Passive Electrical Interconnection Structures....Pages 741-747
Specification and Automated Recognition of Algorithmic Concepts with ALCOR....Pages 748-757
Modelling of Complex Systems Given as a Mealy Machine with Linear Decision Diagrams....Pages 758-765
Empirical Evaluation of the Difficulty of Finding a Good Value of k for the Nearest Neighbor....Pages 766-773
Replicated Ambient Petri Nets....Pages 774-783
Neural Networks for Event Detection from Time Series: A BP Algorithm Approach....Pages 784-793
Data Loss Reparation Due to Indeterminate Fine-Grained Parallel Computation....Pages 794-801
Measurement Models for Survivability and Competitiveness of Very Large E-marketplace....Pages 802-811
Embedded Fuzzy Control System: Application to an Electromechanical System....Pages 812-821
A Dynamically Grouped Multi-multicast Stream Scheduling Strategy for Video-on-Demand Systems....Pages 822-831
Multilevel System as Multigraph....Pages 832-840
Fast Exponentiaion over GF(2 m ) Based on Cellular Automata....Pages 841-850
Interacting Automata for Modelling Distributed Systems....Pages 851-860
The Reachability Problem in a Concave Region: A New Context....Pages 861-868
Generalized Coordinates for Cellular Automata Grids....Pages 869-878
On Generating Random Network Structures: Trees....Pages 879-887
Sensitivities for a Single Drop Simulation....Pages 888-896
A Simple Model of Drive with Friction for Control System Simulation....Pages 897-906
Research on Fuzzy Inventory Control under Supply Chain Management Environment....Pages 907-916
Independent Zone Setup Scheme for Re-configurable Wireless Network....Pages 917-924
Finding Synchronization-Free Parallelism for Non-uniform Loops....Pages 925-934
A Transformation to Provide Deadlock-Free Programs....Pages 935-944
Building the Program Parallelization System Based on a Very Wide Spectrum Program Transformation System....Pages 945-954
Performance Evaluation of the Striped Checkpointing Algorithm on the Distributed RAID for Cluster Computer....Pages 955-962
An Evaluation of Globus and Legion Software Environments....Pages 963-970
An Agent Model for Managing Distributed Software Resources in Grid Environment....Pages 971-980
Parallel DNA Sequence Alignment Using a DSM System in a Cluster of Workstations....Pages 981-990
CSA&S/PV: Parallel Framework for Complex Systems Simulation....Pages 991-1001
A Parallel Framework for Computational Science....Pages 1002-1011
Application Controlled IPC Synchrony — An Event Driven Multithreaded Approach....Pages 1012-1021
ToCL: A Thread Oriented Communication Library to Interface VIA and GM Protocols....Pages 1022-1031
A Multi Dimensional Visualization and Analysis Toolkit for Astrophysics....Pages 1032-1041
Error Correcting Codes with Mathematica....Pages 1042-1051
Mobile Work Environment for Grid Users. Grid Applications’ Framework....Pages 1052-1058
EC Transactions Use Different Web-Based Platforms....Pages 1059-1068
MOIRAE — An Innovative Component Architecture with Distributed Control Features....Pages 1069-1078
Applying Computational Science Techniques to Support Adaptive Learning....Pages 1079-1087
The Use of the Cooperative Solver SibCalc in Modelin of Complex Problems....Pages 1088-1097
Computational and Soft Skills Development through the Project Based Learning....Pages 1098-1106
XML-Based Interface Model for Socially Adaptive Web-Based Systems User Interfaces....Pages 1107-1116