## Progress in Industrial Mathematics at ECMI 2002Andris Buikis, Raimondas Ciegis, Alistair D. Fitt This volume contains the proceedings of the twelfth conference of the Euro pean Consortium for Mathematics in Industry. ECMI was founded in 1986 in to foster research and education in Mathematics in Industry in Europe order and these biannual conferences are the show case for ECMI's research. It is a pleasure to see that six of the plenary speakers have submitted papers for this volume. Their contributions illustrate the breadth of applica tions and the variety of mathematical and computational techniques that are embraced by ECMI. ECMI is also committed to the education of students and it is encouraging that a number of the papers are given by students. The Wacker Prize, which is offered for a Masters Level thesis on an industrial problem, always attracts excellent entries and this year's winner, Nicole Marheineke, is no exception. This is the first time that an ECMI conference has been held in Eastern Europe and the ECMI Council is very grateful to Professor Andris Buikis and his colleagues in Latvia and Lithuania for the excellent job they have done. Thanks too go to the European Union which supported 30 delegates at this conference via TMR Contract No ERBFMRXCT 97-0117 'Differential Equations in Industry and Commerce'. The final meeting of this network was held during this conference which provided a platform for network members to describe their work to a wider audience. |

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### Contents

3 | |

Full Flux Boundary Conditions | 10 |

Identification of Doping Profiles in Semiconductors | 17 |

References | 28 |

Oil Displacement with an Active Additive Solution | 33 |

References | 39 |

Contribution of IMCS LU in Business Modelling GRADE | 46 |

Modelling Tumour Growth and Progression | 53 |

Reduced Order Modelling Methods and Constraints | 205 |

References | 211 |

Option Pricing Using Stochastic Volatility Models | 221 |

Mathematical Model for Gravitational Cascade Separation | 229 |

Distributed Schur Complement Techniques | 236 |

References | 246 |

A Finite Element Method for Parabolic Equations | 252 |

Reduction of a Mathematical Model | 259 |

Tumour Progression | 62 |

Faraday Waves in Annular Containers | 69 |

Concluding Remarks | 75 |

Model of the Fibres Dynamic | 82 |

Conclusion | 89 |

Numerical Investigation of the Geometrical Factor | 93 |

Phase Plane Analysis of Web Drying | 101 |

Mathematical Model and FiniteDifference Schemes | 108 |

Simulation of Vehicle Dynamics | 116 |

CoSimulation of the Coupled System VehicleGuideway | 118 |

References | 131 |

References | 144 |

Free Boundary Problems Describing TwoDimensional Pulse | 146 |

Numerical Results | 161 |

Splitting Techniques Based on Topological Information | 175 |

Test Problem | 189 |

Asymptotic and Numerical Aspects | 265 |

Modelling the Reservoir Internal Geometry | 273 |

Monte Carlo Filtering and Generalised Likelihood Uncertainty | 279 |

G González A D Fitt 285 | 286 |

Modelling Capillary Pressure in a Streamline Reservoir | 291 |

Finite Volume Method for TwoPoint Scheme | 304 |

Shallow Water Equations | 317 |

Invariant Algebraic Characterization of MFT | 330 |

Discussion | 345 |

Probabilistic Analysis of DAX High Frequency Data | 346 |

A Fast Finite Difference Method for Elliptic PDEs | 362 |

A Mathematical Model of the Cardiovascular System | 381 |

Mathematical Modelling | 388 |

COOxidation by Nitrogen Monoxide on Modified Pt100 Surface | 396 |

403 | |

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Progress in Industrial Mathematics at ECMI 2002 Andris Buikis,Raimondas Ciegis,Alistair D. Fitt Limited preview - 2003 |

Progress in Industrial Mathematics at ECMI 2002 Andris Buikis,Raimondas Ciegis,Alistair D. Fitt No preview available - 2014 |

Progress in Industrial Mathematics at ECMI 2002 Andris Buikis,Raimondas Ciegis,Alistair D. Fitt No preview available - 2010 |

### Common terms and phrases

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