Part I Plenary Lectures
On the Mean Geometric Densities of Random Closed Sets,
and Their Estimation: Application to the Estimation of
the Mean Density of Inhomogeneous Fibre Processes
V. Capasso and A. Micheletti ................................. 3
Synthesis of Micro and Nanoparticles from Coaxial
Electrified Jets
A. Barrero and I.G. Loscertales ............................. 35
Numerical Simulation of Induction Furnaces for Silicon
Purification
A. Bermudez, D. Gomez, M.C. Muniz, P. Salgado,
and R. Vazquez .............................................. 48
Growth and Pattern Formation for Thin Films
R.E. Caflisch ............................................... 66
On Waves in Fluids: Some Mathematical, Physical and
Engineering Aspects
L.M.B.C. Campos ............................................. 73
Quantum Diffusion Models Derived from the Entropy Principle
P. Degond, S. Gallego, F. Mehats, and C. Ringhofer ......... 106
Statistical Aspects of Size Functions for the Description
of Random Shapes: Applications to Problems of Lithography
in Microelectronics
A. Micheletti, F. Terragni, and M. Vasconi ................. 123
Part II Minisymposia
Minisymposium "Flow Control in Aircrafts"
A. Abbas and J.M. Vega ..................................... 137
Using Non-Normality for Passive Laminar Flow Control
C. Cossu, L. Brandt, J.H.M. Fransson, and A. Talamelli ..... 139
On the Catalytic Effect of Resonant Interactions in
Boundary Layer Transition
X. Wu, P.A. Stewart, and S.J. Cowley ....................... 146
Stabilization of Tollmien—Schlichting Waves by Mode
Interaction
С. Martel, E. Valero, and J.M. Vega ........................ 157
Acoustic Streaming and Lower-than-Laminar Drag in
Controlled Channel Flow
P. Luchini ................................................. 169
Recent Progress in the Use of Compliant Walls for Laminar
Flow Control
P.W. Carpenter ............................................. 178
Minisymposium "Global Flow Instability"
V. Theofilis ............................................... 188
Helical Instability and Breakdown of a Batchelor Trailing
Vortex
M.S. Broadhurst and S.J. Sherwin ........................... 191
A Finite-Element Alternative for BiGlobal Linear
Instability Analysis
L.M. Gonzalez .............................................. 196
Numerical Considerations in Spectral Multidomain Methods
for BiGlobal Instability Analysis of Open Cavity
Configurations
J. de Vicente, E. Valero, and V. Theofilis ................. 201
Minisymposium "Analysis of Dynamical Problems in
Turbomachinery"
С. Martel and R. Corral .................................... 207
Modal Identification of Mistuned Bladed Discs
M. Berthillier, B. Salhi, and J. bardies ................... 208
Aeroelastic Instability of Low-Pressure Rotor Blades
R. Corral and J.M. Gallardo ................................ 214
Recent Advances in Numerical Analysis of Nonlinear
Vibrations of Complex Structures with Friction Contact
Interfaces
E.P. Petrov ................................................ 220
Minisymposium "Numerical Methods for Conservation Laws"
G. Russo ................................................... 225
Central Runge—Kutta Schemes for Stiff Balance Laws
G. Puppo and G. Russo ...................................... 226
Flow Calculations using Shock Capturing Schemes Based on
Power Limiters
S. Serna ................................................... 231
A Comparison Between Relaxation and Kurganov—Tadmor Schemes
F. Cavalli, G. Naldi, G. Puppo, and M. Semplice ............ 236
Minisymposium "Multibody Dynamics"
B. Simeon .................................................. 241
The Reverse Method of Lines in Flexible Multibody Dynamics
C. Lunk and B. Simeon ..................................... 242
Fast Simulation of Quasistatic Rod Deformations for VR
Applications
J. Linn, T. Stephan, J. Carlsson, and R. Bohlin ............ 247
Simulation and Optimization of Suspension Testing Systems
M. Speckert and K. Drefiler ................................ 254
Minisymposium "Some Topics in Astrodynamics and Space
Geodesy"
J.M. Gambi and P. Romero ................................... 259
Optimal Station Keeping for Geostationary Satellites
with Electric Propulsion Systems Under Eclipse Constraints
P. Romero, J.M. Gambi, E. Patino, and R. Antolin ........... 260
International Reference Systems for Astrodynamics and
Space Geodesy
M. Folgueira, N. Capitaine, and J. Souchay ................. 265
Post-Newtonian Covariant Measurement Formulations in Space
Geodesy
J.M. Gambi, M.L. Garcia del Pino, M.C. Rodriguez,
M. Salas, and P. Romero .................................... 270
Minisymposium "Clean Coal Conversion Technologies"
C. Dopazo and P.L. Garcia- Ybarra .......................... 276
Mathematical Modelling of Coal Particles Combustion in
Pulverised Coal Furnaces
A. Bermudez, J.L. Ferrin, A. Linan, and L. Saavedra ........ 277
Transport of Particles and Vapors in Flue Gases and
Deposition on Cold Surfaces
J.L. Castillo and P.L. Garcia-Ybarra ....................... 284
A Comprehensive Mathematical Model of Flue-gas
Desulfurization
N. Fueyo, A. Gomez, and J.F. Gonzalez ...................... 290
Determination of the Kinetic Parameters of a Pulverized
Fuel from Drop Tube Experiments
S. Jimenez and J. Ballester ................................ 296
Minisymposium "Mathematical Problems in Oil Industry"
A. Fasano .................................................. 301
An Asphaltene Precipitation Model Using a Lattice Approach
S. Correra ................................................. 302
Formation and Growth of Wax Deposit in the Pipelining of
Crude Oils
S. Correra, D. Merino-Garcia, A. Fasano, and L. Fusi ....... 307
Simulations of the Spurt Phenomenon for Suspensions of
Rod-Like Molecules
С. Helzel .................................................. 312
Minisymposium "Flow in Porous Media"
N. Svanstedt ............................................... 317
Multiscale Stochastic Homogenization of Convection-
Diffusion Equations
N. Svanstedt ............................................... 318
Numerical Approximation of Boundary Layers for Rough
Boundaries
N. Neuss ................................................... 323
Upscaling in Nonlinear Thermal Diffusion Problems in
Composite Materials
C. Timofte ................................................. 328
Effective Two-Phase Flow Models Including Trapping Effects
at the Micro Scale
C.J. van Duijn, H. Eichel, R. Helmig, and I.S. Pop ......... 333
Minisymposium "Shallow Water and Simulation of
Environmental Flows"
С. Pares ................................................... 340
ADER DG and FV Schemes for Shallow Water Flows
C.E. Castro and E.F. Того .................................. 341
Numerical Simulation of Bedload Sediment Transport Using
Finite Volume Schemes
M. Castro Diaz, E.D. Fernandez Nieto, and A.
Ferreiro Ferreiro .......................................... 346
New Trends and Applications in Oceanographic Numerical
Modelling
L. Ferrer, Ad. Uriarte, and M. Gonzalez .................... 351
Study and Development of Numerical Models for
the Simulation of Geophysical Flows: The DamFlow
Project
M.J. Castro, A.M. Ferreiro, J.A. Garcia, J.M. Gonzalez,
and C. Pares ............................................... 356
On Variational Data Assimilation for ID and 2D Fluvial
Hydraulics
J. Gejadze, M. Honnorat, F.X. Le Dimet, and J. Monnier ..... 361
Minisymposium "Multiscale Problems in Materials"
A. Carpio .................................................. 366
An Asymptotic Solution of Aggregation Dynamics
Y. Farjoun and J. Neu ...................................... 368
Atomistic Simulations of the Incipient Plastic Deformation
Mechanisms on Metal Surfaces
O. Rodriguez de la Fuente .................................. 376
Critical Thickness for Misfit Dislocation Formation in
InAs/GaAs(110) Heteroepitaxy
J. Plans, A. Carpio, L.L. Bonilla, and R.E. Caflisch ....... 381
Discrete Dislocation Dynamics in Crystals
M.P. Ariza, A. Ramasubramaniam, and M. Ortiz ............... 387
Interconnection of Continuum and Discrete Models of
Dislocation Pile-ups
R.E. Voskoboinikov, S.J. Chapman, and J.R. Ockendon ........ 392
Simplified Pn Models and Natural Convection—Radiation
R. Pinnau and M. Seai'd .................................... 397
Minisymposium "Nonlinear Charge and Spin Transport in
Semiconductor Nanostructures"
G. Platero ................................................. 402
Electronic Transport in Nanowires at Different Length
Scales
A.-P. Jauho ................................................ 404
SU(4) Kondo Effect in a Mesoscopic Interferometer
R. Lopez ................................................... 421
Josephson Effect and Magnetic Interactions in Double
Quantum Dots
F.S. Bergeret, A. Levy Yeyati, and A. Martin-Rodero ........ 426
Quantum Shuttle: Physics of a Numerical Challenge
A. Donarini ................................................ 431
Microscopical Model for Hyperfine Interaction in Electronic
Transport Through Double Quantum Dots: Spin Blockade Lifting
J. Inarrea, G. Platero, and A.H. MacDonald ................. 440
Rabi Dynamics in Driven Tunneling Devices
R. Sanchez and G. Platero .................................. 444
Quantum-Transmitting-Boundary Algorithm with Local Spin-
Orbit Coupling
L. Serra and D. Sanchez .................................... 449
Spintronic Transport in II—VI Magnetic Semiconductor
Resonant Tunneling Devices
D. Sanchez ................................................. 454
Hysteretic Linear Conductance in Single Electron Transport
through a Single Atom Magnet
J. Fernandez-Rossier and R. Aguado ......................... 460
Minisymposium "Ferromagnetic Carbon Nanostructures"
T. Makarova and M.A.H. Vozmediano .......................... 466
Ferromagnetic Carbon Nanostructures
T.L. Makarova .............................................. 467
Looking for Ferromagnetic Signals in Proton-Irradiated
Graphite
M.A. Ramos, A. Asenjo, M. Jaafar, A. Climent-Font,
A. Munoz-Martin, J. Camarero, M. Garcia-Hernandez,
and M. Vazquez ............................................. 477
Ferromagnetism and Disorder in Graphene
M.P. Lopez-Sancho, M.A.H. Vozmediano, T. Stauber, and
F. Guinea .................................................. 483
Topological Defects and Electronic Properties in Graphene
A. Cortijo and M.A.H. Vozmediano ........................... 488
Transport Through a Graphene Transistor
F. Guinea, A.H. Castro Neto, and N.M.R. Peres .............. 494
Minisymposium "PDAE Modelling and Multiscale Simulation
in Microelectronics and New Technologies"
G. Ali and R. Pulch ........................................ 499
Domain Decomposition Techniques for Microelectronic
Modeling
G. Ali, М. Culpo, and S. Micheletti ......................... 500
A Concept for Classification of Partial Differential
Algebraic Equations in Nanoelectronics
A. Bartel and R. Pulch ..................................... 506
Numerical Simulation of a Class of PDAEs with a Separation
of Time Scales
B. Chachuat and P.I. Barton ................................ 512
Model Order Reduction for Nonlinear Differential Algebraic
Equations in Circuit Simulation
T. Voss, A. Verhoeven, T. Bechtold, and J. ter Maten ....... 518
Minisymposium "Numerical Methods for Semiconductor Kinetic
Equations (COMSON Minisymposium)"
A. Majorana ................................................ 524
Comparing Kinetic and МЕР Model of Charge Transport in
Semiconductors
A. Majorana and V. Romano .................................. 525
A Deterministic Solver to the Boltzmann-Poisson System
Including Quantization Effects for Silicon-MOSFETs
M. Galler and F. Schürrer .................................. 531
Minisymposium of the ECMI SIG "Shape and Size in Medicine,
Biotechnology and Material Sciences"
A. Micheletti .............................................. 537
Size Functions Applied to the Statistical Shape Analysis
and Classification of Tumor Cells
A. Micheletti and G. Landini ............................... 538
A Mathematical Morphology Approach to Cell Shape Analysis
J. Angulo .................................................. 543
Reconstruction of Transducer Pressure Fields from Schlieren
Data
R. Kowar ................................................... 548
Plant Growth Modeling
N. Morozova, N. Bessonov, and V. Volpert ................... 553
Minisymposium "New Trends in the Analysis of Functional
Genomics Data"
J.M. Carazo and A. Pascual ................................. 559
Bayesian Classifiers with Consensus Gene Selection: A Case
Study in the Systemic Lupus Erythematosus
R. Armananzas, B. Calvo, I. Inza, P. Larranaga,
I. Bernales, A. Fullaondo, and A.M. Zubiaga ................ 560
The Quest for Biological Significance
A. Sanchez and J.L. Mosquera ............................... 566
Functional Classification of Genes Using Non-Negative
Independent Component Analysis
M. Chagoyen, H. Fernandes, J.M. Carazo, and A. Pascual-
Montano .................................................... 571
New Trends in the Analysis of Functional Genomic Data
D. Montaner, F. Al-Shahrour, and J. Dopazo ................. 576
Minisymposium: "Inverse Problems and Applications"
0. Dorn and M. Moscoso ..................................... 581
A Robustness Analysis of the Iterative Multi-Scaling
Approach Integrated with Morphological Operations
D. Franceschini, M. Donelli, R. Azaro, and A. Massa ........ 582
Iterative Microwave Inversion Algorithm Based on the
Adjoint-Field Method for Breast Cancer Application
O. Dorn, M. El-Shenawee, and M. Moscoso .................... 587
Iterative Microwave Inversion for Breast Cancer Detection
Using Level Sets
N. Irishina, M. Moscoso, and O. Dorn ....................... 592
Characterization of Reservoirs by Evolving Level Set
Functions Obtained from Geostatistics
R. Villegas, 0. Dorn, M. Moscoso, and M. Kindelan .......... 597
Reconstruction of Simple Geometric Objects in 3D Optical
Tomography Using an Adjoint Technique and a Boundary
Element Method
A. Zacharopoulos, O. Dorn, S.R. Arridge, V. Kolehmainen,
and J. Sikora .............................................. 603
High Contrast Electrical Impedance Imaging
N. Polydorides ............................................. 608
Minisymposium "Finance" (Oxford)
S. Howison and K. Schmitz .................................. 613
Pricing Exotic Options Using Strong Convergence Properties
K. Schmitz Abe and M. Giles ................................ 614
Credit Contagion in a Structural Framework
H. Haworth ................................................. 630
The Valuation of Elementary Exotics with Strike Resets
E.C.K. Yu .................................................. 637
Minisymposium "On Optimal Strategies of Multivariate
Passport Options"
J. Kampen .................................................. 643
Foresight Bias and Suboptimality Correction in Monte—Carlo
Pricing of Options with Early Exercise
C.P. Fries ................................................. 645
On the American Option Value Near its Exercise Region
E. Chevalier ............................................... 650
Free Boundary Problems in Mathematical Finance
J. Chadam .................................................. 655
Optimal Strategies of Passport Options
J. Kampen .................................................. 666
Minisymposium "Meshfree Methods for the Solution of PDEs"
M. Kindelan ................................................ 671
Solving One-Dimensional Moving-Boundary Problems with
Meshless Method
L. Vrankar, E. J. Kansa, G. Turk, and F. Runovc ............ 672
Meshless Simulation of Hele-Shaw Flow
F. Bernal and M. Kindelan .................................. 677
Minisymposium: "Mathematical Models for the Textile
Industry"
T. Götz .................................................... 683
Dynamics of Curved Viscous Fibers
S. Panda, N. Marheineke, and R. Wegener .................... 685
Modeling and Simulation of Non-Woven Processes
M. Günther, R. Wegener, and F. Olawsky ..................... 691
Asymptotics of Fiber Spinning Equations
T. Götz, A. Klar, and A. Unterreiter ....................... 697
Three-Dimensional Elastica for Modelling Fibre Assemblies
R.B. Ramgulam and P. Potluri ............................... 703
Effective Properties of Nonwoven Textiles from
Microstructure Simulations
A. Wiegmann ................................................ 708
Minisymposium "Approximate Algebraic Techniques for Curves
and Surfaces"
B. Jüttler ................................................. 713
Computing the Intersection Curve Between a Plane and the
Offset of a Parametric Surface
F. Carreras, L. Gonzalez-Vega, and J. Puig-Pey ............. 714
Approximating Offsets of Surfaces by using the Support
Function Representation
J. Gravesen, B. Jüttler, and Z. Sir ........................ 719
Semantic Modelling for Styling and Design
C.E. Catalano, V. Cheutet, F. Giannini, B. Falcidieno,
and J.C. Leon .............................................. 724
Minisymposium "Web-based Learning Environments in Applied
Mathematics"
M. Heiliö .................................................. 729
An Industrial Application of an Integrated Framework
for Production of Interactive Documents
G.M. Grasso, C.L.R. Milazzo, and S. Runci .................. 731
An e-Learning Platform for Applications of Mathematics
to Microelectronic Industry
G. All, E. Bilotta, L. Gabriele, P. Pantano, and
R. Servidio ................................................ 736
Web Based System for Graduate Studies: Optimization, Games,
and Markets
M. Heiliö and J. Mockus .................................... 741
Web-Tool on Differential Equations
P. Miidla .................................................. 746
Part III Contributed Papers
Model and Method to Increase the Thermal Efficiency of Micro-
Heat Exchangers for Aerospace Applications
A. Velazquez, J.R. Arias, and B. Mendez .................... 753
Influence of Trailing Jet Instability on the Dynamics of
Starting Jets
C. Marugan-Cruz, M. Vera, C. Martinez-Вazan, and
G. Pawlak .................................................. 758
Modelling and Computational Analysis of the Dynamic
Crash Behaviour of Fabric Reinforced Composite
Automotive Structures
E.V. Morozov and V.A. Thomson .............................. 763
Theoretical Modeling of Flame—Acoustic Interaction
M.L. Bondar, J.H.M. ten Thije Boonkkamp, and
R.M.M. Mattheij ............................................ 768
Air-Blown Rivulet Flow of a Perfectly Wetting Fluid on an
Inclined Substrate
J.M. Sullivan, S.K. Wilson, and B.R. Duffy ................. 774
The Effect of the Thermal Conductivity of the Substrate
on Droplet Evaporation
G.J. Dunn, S.K. Wilson, B.R. Duffy, S. David, and
K. Sefiane ................................................. 779
The Effect of Particles on Linear and Weakly Nonlinear
Instability of a Two-Phase Shallow Flows
A. Kolyshkin and S. Nazarovs ............................... 784
Water Quality Simulation of a Future Pit Lake
A. Bermudez, L.M. Garcia Garcia, P. Quintela, and
J.L. Delgado ............................................... 790
Optimal Management and Design of a Wastewater Purification
System
L.J. Alvarez-Vazquez, E. Balsa-Canto, and A. Martinez ...... 795
Estimation of Fuzzy Anomalies in Water Distribution Systems
J. Izquierdo, M.M. Tung, R. Perez, and F.J. Martinez ....... 801
Investigation of the Evolution and Breakup of Electrically
Charged Drops
S.I. Betel, M.A. Fontelos, U. Kindeldn, and O. Vantzos ..... 806
Homogeneous Nucleation of Dipole Domains and Current Self-
Oscillations in Photoexcited Semiconductor Superlattices
J.I. Arana and L.L. Bonilla ................................ 812
Numerical Analysis of a Nickel-Iron Electrodeposition Process
N. Alaa, M. Iguernane, and J.R. Roche ...................... 817
A Simplified Finite Element Formulation for Spray Transfer
GMA Weld Pools
M. Edstorp ................................................. 822
Numerical Solution of a Non-Local Elliptic Problem
Modeling a Thermistor with a Finite Element and a Finite
Volume Method
C.V. Nikolopoulos and G.E. Zouraris ........................ 827
Numerical Solution of 3D Magnetostatic Problems in Terms
of Scalar Potentials
A. Bermudez, R. Rodriguez, and P. Salgado .................. 833
Optimization Methods for a Win Location System
A. Martinez, L.J. Alvarez-Vazquez, F. Aguado-Agelet,
and E. Balsa-Canto ......................................... 838
Flow in the Canal of Schlemm and its Influence on
Primary Open Angle Glaucoma
A.D. Fitt .................................................. 843
A One-Phase Model for Air-Breathing DMFC Cells with
Non-Tafel Kinetics
M. Vera and F.J. Sanchez-Cabo .............................. 848
Optimising Design Parameters of Enzyme-Channelling
Biosensors
D. Mackey and A.J. Killard ................................. 853
Breast Nodule Ultrasound Segmentation Through Texture-
Based Active Contours
M. Alemdn-Flores, L. Alvarez, and V. Caselles .............. 858
A Contrast Invariant Approach to Motion Estimation:
Validation and Application to Motion Estimation Improvement
V. Caselles, L. Garrido, and L. Igual ...................... 863
A Mathematical Model for Prediction of Recurrence in
Bladder Cancer Patients
C. Santamaria, M.B. Garcia-Mora, G. Rubio, and
J.L. Pontones .............................................. 868
Use of the Fourier Transform in the Distributions Sense
for Creation Numerical Algorithms for Cone-Beam Tomography
O.E. Trofimov .............................................. 873
Shapley Value vs. Proportional Rule in Cooperative Affairs
R. Amer, F. Carreras, and A. Magana ........................ 877
A Wide Family of Solutions Based on Marginal Contributions
for Situations of Competence-Cooperation with Structure of
a Priori Coalition Blocks
J.M. Gimenez ............................................... 882
Time-Varying Grids for Gas Dynamics
F. Coquel, Q.L. Nguyen, M. Postel, and Q.H. Tran ........... 887
Meshless Poisson Problems in the Finite Pointset Method:
Positive Stencils and Multigrid
B. Seibold ................................................. 892
Basics of a Differential-Geometric Approach to Diffusion:
Uniting Lagrangian and Eulerian Models on a Manifold
M.M. Tung .................................................. 897
Diagnostic Modelling of Digital Systems with Binary and
High-Level Decision Diagrams
R. Ubar, J. Raik, H. Kruus, H. Lensen, and T. Evartson ..... 902
Numerical Integration in Bayesian Positioning
H. Pesonen and R. Piche .................................... 908
Singular Problems With Quadratic Gradient Term
A. Vitolo .................................................. 913
Pattern Matching for Control Chart Monitoring
D. Cantone and S. Faro ..................................... 918
Index Characterization in DAE Circuit Models Without
Passivity Assumptions
A.J. Encinas and R. Riaza .................................. 923
Fingerprint Classification using Entropy Sensitive Tracing
P. Mihailescu, K. Mieloch, and A. Munk ..................... 928
An Invariant Domain Preserving MUSCL Scheme
С. Berthon ................................................. 933
A Stable CE-SE Numerical Method for Time-Dependent
Advection—Diffusion Equation
R. Company, E. Defez, L. Jodar, and E. Ponsoda ............. 939
A Random Euler Method for Solving Differential Equations
with Uncertainties
J.C. Cortes, L. Jodar, and L. Villafuerte .................. 944
Cubic-Matrix Splines and Second-Order Matrix Models
M.M. Tung, L. Soler, E. Defez, and A. Hervas ............... 949
Part IV Color Plates
Color Plates .................................................. 957
Part V Contributor Index
List of Contributors .......................................... 985
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