Centrum Wiskunde & Informatica: Centrum Wiskunde & Informatica

Symmetries in jump-diffusion models with applications in option pricing and credit risk Tech Report

J.K. Hoogland (Jiri), C.D.D. Neumann and M.H. Vellekoop

January 2002
Simulation techniques for the population dynamics of sinking phytoplankton in light-limited environments Tech Report

J. Huisman and B.P. Sommeijer (Ben)

January 2002
The coherent scattering function in the reptation model: analysis beyond asymptotic limits Tech Report

L. Schäfer, U. Ebert (Ute) and A. Baumgärtner

January 2002
Numerical solution of mixed gradient-diffusion equations modelling axon growth Tech Report

B. Lastdrager

January 2002
Population dynamics of sinking phytoplankton in stratified waters Tech Report

J. Huisman and B.P. Sommeijer (Ben)

January 2002
Source tree composition Tech Report

M. de Jonge (Merijn)

January 2002
The Linux kernel as flexible product-line architecture Tech Report

M. de Jonge (Merijn)

January 2002
Smart style on the semantic web Tech Report

J.R. van Ossenbruggen (Jacco) and L. Hardman (Lynda)

January 2002
Some remarks on properties of generalized Pickands constants Tech Report

K.G. Dȩbicki (Krzysztof)

January 2002
Models of network access using feedback fluid queues Tech Report

M.R.H. Mandjes (Michel), D. Mitra and W.R.W. Scheinhardt (Werner)

January 2002
Fast simulation of a queue fed by a superposition of many (heavy-tailed) sources Tech Report

N.K. Boots and M.R.H. Mandjes (Michel)

January 2002
Convexity properties of loss and overflow functions Tech Report

K. Kumaran, M.R.H. Mandjes (Michel) and A. Stolyar

January 2002
A channel-based coordination model for component composition Tech Report

F. Arbab (Farhad)

January 2002
A multiply fibred automaton semantics for IWIM Tech Report

R. Banach, F. Arbab (Farhad), G.A. Papadopoulos (George) and J.R.W. Glauert

January 2002
The logic of ACP Tech Report

A. Ponse (Alban) and M.B. van der Zwaag

January 2002
An image retrieval system based on adaptive wavelet lifting Tech Report

P.J. Oonincx and P.M. de Zeeuw (Paul)

January 2002
Denotative and connotative semantics in hypermedia: proposal for a semiotic-aware architecture Tech Report

F.-M. Nack (Frank) and L. Hardman (Lynda)

January 2002
Generic database cost models for hierarchical memory systems Tech Report

S. Manegold (Stefan), P.A. Boncz (Peter) and M.L. Kersten (Martin)

January 2002
Why agents for automated negotiations should be adaptive Tech Report

D.D.B. van Bragt and J.A. La Poutré (Han)

January 2002
Exact overflow asymptotics for queues with many Gaussian inputs Tech Report

K.G. Dȩbicki (Krzysztof) and M.R.H. Mandjes (Michel)

January 2002
Computation of the modified Bessel function of the third kind of imaginary orders: uniform Airy-type asymptotic expansion Tech Report

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2002
Een discontinue Galerkin methode toegepast op een eendimensionaal diffusieprobleem [A discontinuous Galerkin method applied to a one-dimensional diffusion problem] Tech Report

L. Voort (Lykle)

January 2002
A general framework for multiresolution image fusion: from pixels to regions Tech Report

G. Piella (Gema)

January 2002
Linearization of ?CRL specifications Tech Report

Y.S. Usenko (Yaroslav)

January 2002
Two-point Taylor expansions of analytic functions Tech Report

J.L. López and N.M. Temme (Nico)

January 2002
Building program understanding tools using visitor combinators Tech Report

A. van Deursen (Arie) and J.M.W. Visser (Joost)

January 2002
Minimizing the total completion time on-line on a single machine, using restarts Tech Report

R. van Stee (Rob) and J.A. La Poutré (Han)

January 2002
Towards a syntax for multimedia semantics Tech Report

F.-M. Nack (Frank) and L. Hardman (Lynda)

January 2002
Design dependencies within the automatic generation of hypermedia presentations Tech Report

O. Rosell Martinez

January 2002
Semidefinite programming and integer programming Tech Report

M. Laurent (Monique) and F. Rendl (Franz)

January 2002
Building nonredundant adaptive wavelets by update lifting Tech Report

H.J.A.M. Heijmans (Henk), B. Pesquet-Popescu and G. Piella (Gema)

January 2002
A series expansion of fractional Brownian motion with Hurst index exceeding 1/2 Tech Report

K.O. Dzhaparidze (Kacha) and J.H. van Zanten (Harry)

January 2002
The empirical Edgeworth expansion for a studentized trimmed mean Tech Report

N. Gribkova and R. Helmers (Roelof)

January 2002
User-level performance of elastic traffic in a differentiated-services environment Tech Report

S.C. Borst (Sem), R. Núñez Queija (Rudesindo) and M.J.G. van Uitert (Miranda)

January 2002
A series expansion of fractional Brownian motion Tech Report

K.O. Dzhaparidze (Kacha) and J.H. van Zanten (Harry)

January 2002
On multi-scaling in volatility processes Tech Report

E. Capobianco (Enrico)

January 2002
Two-level Fourier analysis of a multigrid approach for discontinuous Galerkin discretisation Tech Report

P.W. Hemker (Piet), W. Hoffmann (Walter) and M.H. van Raalte (Marc)

January 2002
High-order time-accurate schemes for singularly perturbed parabolic convection-diffusion problems with Robin boundary conditions Tech Report

P.W. Hemker (Piet), G.I. Shishkin (Gregori) and L.P. Shishkina

January 2002
Parallel simulation of axon growth in the nervous system Tech Report

J. Wensch and B.P. Sommeijer (Ben)

January 2002
Large parameter cases of the Gauss hypergeometric function Tech Report

N.M. Temme (Nico)

January 2002
Monotonicity-preserving linear multistep methods Tech Report

W. Hundsdorfer (Willem), S.J. Ruuth and R.J. Spiteri

January 2002
Review of numerical special relativistic hydrodynamics Tech Report

D.E.A. van Odyck (Daniel)

January 2002
AIZ, BIZ: two Fortran 77 routines for the computation of complex Airy functions Tech Report

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2002
The hexagonal versus the square lattice Tech Report

P. Moree and H.J.J. te Riele (Herman)

January 2002
New computations concerning the Cohen-Lenstra heuristics Tech Report

H.C. Williams and H.J.J. te Riele (Herman)

January 2002
Cylindrical shell buckling: a characterization of localization and periodicity Tech Report

G.W. Hunt, G.J. Lord and M.A. Peletier (Mark)

January 2002
Fourier two-level analysis for discontinuous Galerkin discretization with linear elements Tech Report

P.W. Hemker (Piet), W. Hoffmann (Walter) and M.H. van Raalte (Marc)

January 2002
Reasoning from non-stationarity Tech Report

Z.R. Struzik, W.J. van Wijngaarden and J.R. Castelo

January 2002
Why the phosphotransferase system of Escherichia coli escapes the diffusion limitation of signal transduction, transport and metabolism that confronts mammalian cells Tech Report

C. Francke, P.W. Postma, H.V. Westerhoff (Hans), J.G. Blom (Joke) and M.A. Peletier (Mark)

January 2002
The three-large-primes variant of the number field sieve Tech Report

S.H. Cavallar (Stefania)

January 2002
On the dynamics of a mixed parabolic-gradient system Tech Report

J.K. Krottje (Johannes)

January 2002
A pressure-invariant conservative Godunov-type method for barotropic two-fluid flows Tech Report

E.H. van Brummelen (Harald) and B. Koren (Barry)

January 2002
On the zeros of the Scorer functions Tech Report

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2002
GIZ, HIZ: two Fortran 77 routines for the computation of complex Scorer functions Tech Report

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2002
Generation of abstract programming interfaces from syntax definitions Tech Report

H.A. de Jong (Hayco) and P.A. Olivier (Pieter)

January 2002
An algorithm for on-line price discrimination Tech Report

D.D.B. van Bragt, D.J.A. Somefun (Koye), E. Kutschinski and J.A. La Poutré (Han)

January 2002
Pretty-printing for software reengineering Tech Report

M. de Jonge (Merijn)

January 2002
Feature-based product line instantiation using source-level packages Tech Report

A. van Deursen (Arie), M. de Jonge (Merijn) and T. Kuipers (Tobias)

January 2002
A coinductive calculus of component connectors Tech Report

F. Arbab (Farhad) and J.J.M.M. Rutten (Jan)

January 2002
An extensible agent architecture for a competitive market-based allocation of consumer attention space Tech Report

P.J. 't Hoen (Pieter Jan), S.M. Bohte (Sander), E.H. Gerding (Enrico) and J.A. La Poutré (Han)

January 2002
The supremum of a Gaussian process over a random interval Tech Report

K.G. Dȩbicki (Krzysztof), A.P. Zwart (Bert) and S.C. Borst (Sem)

January 2002
The adaptiveness of defence strategies against cuckoo parasitism Tech Report

R. Planqué (Robert), N.F. Britton, N.R. Franks and M.A. Peletier (Mark)

January 2002
Parabolic cyclinder functions : examples of error bounds for asymptotic expansions Tech Report

R. Vidunas and N.M. Temme (Nico)

January 2002
Updating probabilities Tech Report

P.D. Grünwald (Peter) and J.Y. Halpern

January 2002
Taming surprises Tech Report

Z.R. Struzik

January 2002
Saddlepoint approximations to the trimmed mean Tech Report

R. Helmers (Roelof), B.-Y. Jing, G. Qin and W. Zhou

January 2002
Control of spatially heterogeneous and time-varying cellular reaction networks: a new summation law Tech Report

M.A. Peletier (Mark), H.V. Westerhoff (Hans) and B.N. Kholodenko

January 2002
Fourier two-level analysis for higher dimensional discontinuous Galerkin discretisation Tech Report

P.W. Hemker (Piet) and M.H. van Raalte (Marc)

January 2002
Traffic with an FBM limit: convergence of the workload process Tech Report

K.G. Dȩbicki (Krzysztof) and M.R.H. Mandjes (Michel)

January 2002
Sample-path large deviations for tandem and priority queues with Gaussian inputs Tech Report

M.R.H. Mandjes (Michel) and M.J.G. van Uitert (Miranda)

January 2002
The importance of being cigar-shaped Tech Report

J.G. Blom (Joke) and M.A. Peletier (Mark)

January 2002
A continuum model of lipid bilayers Tech Report

J.G. Blom (Joke) and M.A. Peletier (Mark)

January 2002
On the structure of Gaussian pricing models and Gaussian Markov functional models Tech Report

C.D.D. Neumann

January 2002
Bidding with decommitment in a multi-agent transportation model Tech Report

P.J. 't Hoen (Pieter Jan), D.D.B. van Bragt and J.A. La Poutré (Han)

January 2002
GSOS for probabilistic transition systems Tech Report

F. Bartels (Falk)

January 2002
Coinductive counting with weighted automata Tech Report

J.J.M.M. Rutten (Jan)

January 2002
Coalgebraic modal logic of finite rank Tech Report

A. Kurz (Alexander) and D. Pattinson

January 2002
Observational logic, constructor-based logic, and their duality Tech Report

M. Bidoit, R. Hennicker and A. Kurz (Alexander)

January 2002
Lifting infinite normal form definitions from term rewriting to term graph rewriting Tech Report

S.C.C. Blom (Stefan)

January 2002
A new coalgebraic semantics for positive modal logic Tech Report

A. Palmigiano

January 2002
Cones and foci for protocol verification revisited Tech Report

W.J. Fokkink (Wan) and J. Pang

January 2002
A coordination-based framework for distributed constraint solving Tech Report

P. Zoeteweij (Peter)

January 2002
Two solutions to incorporate zero, successor and equality in binary decision diagrams Tech Report

B. Badban (Bahareh) and J.C. van de Pol (Jaco)

January 2002
Computing special functions by using quadrature rules Tech Report

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

January 2002
Rare enemies and rare friends: adaptations that make other adaptations maladaptive Tech Report

R. Planqué (Robert), N.R. Franks and N.F. Britton

January 2002
Efficient computation of steady, 3D water-wave patterns, application to hovercraft-type flows Tech Report

M.R. Lewis (Mervyn) and B. Koren (Barry)

January 2002
The lowest crossing in 2D critical percolation Tech Report

J. van den Berg (Rob) and A.A. Járai (Antal)

January 2002
User-level performance of channel-aware scheduling algorithms in wireless data networks Tech Report

S.C. Borst (Sem)

January 2002
A toolbox for the lifting scheme on quincunx grids (LISQ) Tech Report

P.M. de Zeeuw (Paul)

January 2002
Improved capturing of contact discontinuities for two-fluid flows Tech Report

G.F. Duivesteijn

January 2002
Closing open SDL-systems for model checking with DTSpin Tech Report

N. Ioustinova (Natalia), N. Sidorova and M. Steffen

January 2002
Abstraction and flow analysis for model checking open asynchronous systems Tech Report

N. Ioustinova (Natalia), N. Sidorova and M. Steffen

January 2002
State space generation for the HAVi leader election protocol Article

Science of Computer Programming, 43(1), 1-33.

Y.S. Usenko (Yaroslav)

January 2002
Nieuwjaarskaart 2002 : versie 2 Other

January 2002
Nieuwjaarskaart 2002 : versie 1 Other

January 2002
Nieuwjaarsboekenlegger 2002 Other

January 2002
Mondriaan Software

D.M. Pelt (Daniël)

January 2002
Special functions Book Chapter

N.M. Temme (Nico) and A.I. Zayed (Ahmed)

January 2002
Corrigenda and addition to \computer verification of the Ankeny-Artin-Chowla conjecture for all primes less than 100 000 000 000" Article

Mathematics of Computation, 72(241), 521-523.

A.J. van der Poorten (Alf), H.J.J. te Riele (Herman) and H.C. Williams

January 2002
Multiresolution approximation for volatility processes Article

Quantitative Finance, 2(2), 91-110.

E. Capobianco (Enrico)

January 2002

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