Centre for Applications of Mathematics, Informatics, Mechanics and Statistics


Mathematics circle

Mathematics Circle:

  • structural and econometrical analysis of commercial bank's liabilities based on statistical date and results of its activity;
  • research of the short-term fluctuations and the long-term relations between deposit and credit portfolio of a commercial bank based on vector model of error correction;
  • characterization of non-stationariness of time series of money quantity, prices level and inflation in Ukraine, construction of model which describes the correlations among monetary factors;
  • research into the maximum flow problem by means of reducing to bankruptcy problem;
  • research into the conditions of existence and uniqueness of solution for an inverse problem for determining a time-dependent leading coefficient in a two-dimensional parabolic equation in a domain with the free boundary;
  • solution of a nonlocal inverse problem for the diffusion equation;
  • study of the adjoint Green operators of the normal parabolic boundary value problems in weight spaces of smooth functions with different properties on lower basis and lateral surface of cylindrical domain;
  • construction of exact solutions of nonlinear integrable models by operator algebras and dressing methods;
  • parallel domain decomposition methods for multibody contact problems of nonlinear elasticity;
  • micro and macro fractals generated by multi-valued dynamical systems;
  • approximation of implied volatility in local volatility models;
  • no-arbitrage price of derivative security in trinomial asset-pricing model
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Mathematics, rightly viewed, possesses not only truth, but supreme beauty — a beauty cold and austere, like that of sculpture, without appeal to any part of our weaker nature, without the gorgeous trappings of painting or music, yet sublimely pure, and capable of a stern perfection such as only the greatest art can show. The true spirit of delight, the exaltation, the sense of being more than Man, which is the touchstone of the highest excellence, is to be found in mathematics as surely as poetry.

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