LEA 44A Sinopis Street Ampelokipi Athens 115 27, Hellas Hellenic European Research on Mathematics and Informatics Science (H E R M I S - μ π) HERMIS: The International Journal of Computer Mathematics and its Applications Elias A. Lipitakis, Editor-in-Chief. ISBN: 1108- 7609 Copyright © 2006, LEA. All rights reserved. No part of this publication may be reproduced, stored in information retrieval system or transmitted in any form or by any means, electronic, recording or otherwise, without the prior written permission of the Publisher, LEA, 44A Sinopis Street, Ampelokipi, Athens 115 27, Hellas. No responsibility is assumed by the Publisher for any injury and /or damage of any kind to persons or property as a matter of products liability, negligence or otherwise, or from any use or operation of any methods, products, instructions or ideas contained in the material herein. The text has been reproduced from camera-ready copies supplied by the Authors. Printed in Hellas Cover Designer: Hector Haralambous Production Supervisor: Aris Symeon Editorial Technical Assistant: Alexandra Lipitakis I EDITORIAL The main purpose of the Hellenic European Research on Mathematics and Informatics Science (HERMIS-μπ) Journal is to present original research work of the highest quality and characteristic representative samples of the current trends in various directions of research being done in the areas of Computer Mathematics and its Applications. The topics covered in this issue encompass different aspects of such subjects. This special issue of the HERMIS contains two interesting themes of Computer Mathematics and its Applications, namely (i) Differential and Integral Equations in Epidemiology, Medicine and Physics: Applications and Numerics (Guest Editors: Prof. Yang Kuang, Dr. Athena Makroglou and Dr. Anne Skeldon) and (ii) Actuarial Risk Models:Theory and Computations (Guest Editors: Prof. Claudia Kluppelberg and Dr. Athena Makroglou). Each theme category contains selected articles presented in the seventh Hellenic European Research on Computer Mathematics and its Applications (HERCMA 2005) Conference, which took place on September 2005 in Athens, Hellas. The main objective of the biennial HERCMA (Hellenic European Research on Computer Mathematics & its Applications) Conference series is to create a common international scientific forum for presentation and discussion of current research topics of Computer Mathematics, Scientific Computing and Informatics. The HERCMA Conference series and the HERMIS-μπ Journal are organized and operated under the auspices of the Advanced Computational Mathematics and Parallel Processing Research Group of the Athens University of Economics and Business (AUEB-RG-ACMPP). The HERMIS-μπ international journal will continue to monitor and report on current significant research activities in Computer Mathematics and its Applications. Elias A. Lipitakis Athens, Hellas May, 2006 Front Cover: The Greek letters μ and π in the name of the HERMIS- μπ Journal denote the initials of the Hellenic words "μαθηματικά πληροφορικήs", which correspond to the term "info-mathematics". The head of Hermes, ancient Greek God of Commerce, is the emblem of the AUEB since 1920, while 'πυμπε' is the acronym of the Hellenic words 'προηγμένα υπολογιστικά μαθηματικά και παράλληλη επεξεργασία' [Advanced Computational Mathematics and Parallel Processing (ACMPP)]. II AIMS AND SCOPE The HERMIS-μπ international journal contains original research work of the highest quality concerning Computer Mathematics and its Applications. The term is usually referred, in the general sense, to the mathematical and scientific computations, algorithmic methods and techniques that are used in contemporary computer and information systems. Computer Mathematics and its Applications (Μαθηματικά Πληροφορικής) include the following general categories (main subjects of Informatics): Theory of Computing, Mathematics of Computing and Methodologies of Computing, as well as their several hybrid combinations and applications. The sections of HERMIS journal contain mathematical and computational work that are of interest to computer users and researchers in the fields of numerical analysis, discrete mathematics, mathematical software, sparse matrix technology, analysis of algorithms and complexity, mathematical logic and formal languages, theory and applications of programming languages, parallel computation and parallel processing, computational geometry and graphics, image processing and pattern recognition, simulation and modeling, operational research and statistics, mathematics of economics and, in general, applied mathematics. The HERMIS-μπ journal is directed at scientists and researchers in Computer Mathematics, Scientific Computing, Computer Sciences and Natural Sciences, engineers and economists who either take part in the development of methods in Computer Mathematics and Informatics or use such methods in their own research. CALL FOR PAPERS Contributions are welcome from all areas of Computer Mathematics and Scientific Computing, especially topics mentioned explicitly in the above aims and scope. Apart of original results from the theory and applications of algorithms the HERMIS journal emphasizes the publication of new Computer Mathematics methods and innovative software techniques that overcome performance barriers and enhance user friendliness. Papers should be submitted to the Editor-in-Chief or the regional Editors, who will review the papers in close liaison with the members of the editorial board. SUBMITTED PAPERS The HERMIS Secretariat is happy to receive articles on floppy disk media or in electronic form, formatted in TEX. Additionally, hard copy versions must be submitted in triplicate for refereeing as usual, and must be clear on the submission letter the form in which the TEX source code is available. Additional details can be provided on request by writing to the Secretary at the following address: HERMIS Secretariat Department of Informatics Athens University of Economics and Business 76 Patision Street Athens 104 34, Greece Phone-Fax: +3-210- 8203 187 III HERMIS-μπ Hellenic European Research on Mathematics and Informatics Science An International Journal of Computer Mathematics and its Applications Editor-in-Chief Elias A. Lipitakis Department of Informatics Athens University of Economics 76 Patision Street Athens 10434, Greece Advisory Editorial Board C.T.H. Baker, Manchester, UK N. Bakhvalov, Moscow, Russia R. Beauwens, Brussels, Belgium V. Capasso, Milan, Italy P. Deuflhard, Berlin, Germany D. Dobkin, Princeton, USA J. Dongarra, Tennessee, USA H. Engl, Linz, Austria W. Enright, Toronto, Canada D. Evans, Nottingham, UK R. Glowinski, Houston, USA B. Guo, Shanghai, China A. Iserles, Cambridge, UK C. Papadimitriou, Berkeley, USA R. Piessens, Leuven, Belgium O. Pironneau, Paris, France P. Plemmons, Wake-Forest, USA C. Polychronopoulos, Illinois, USA A. Sameh, Purdue, USA V. Thomee, Chalmers, Sweden H. Van der Vorst, Utrecht, Holland B. Wegner, Berlin, Germany L. Xanthis, London, England M. Yamamoto, Tokyo, Japan IV AUEB-RG-ACMPP The HERMIS-μπ Journal Instructions to the Authors The HERMIS-μπ Journal publishes original research papers and short communications from all the fields of Computer Mathematics and Scientific Computing in English language. Expository or survey articles may be published in special cases. Please read and follow the instructions carefully. By doing so you will ensure that the review and publication of your article will be as rapid and efficient as possible. The Editors reserve the right to return manuscripts that are not prepared in accordance with these instructions. Submission of Manuscripts Manuscripts should be submitted directly to the Editor or to any of the regional/ Associate Editors. The Editors will acknowledge receipt of the submitted paper. Hard copies of the manuscript, conforming with the instruction to the Authors, as well as figures and tables are requested for formal submission. Work submitted for publication must be previously unpublished, not under consideration elsewhere and, id accepted, it should not then submitted for publication elsewhere in the same form. If previously published figures, tables or parts of text are to be included, the copyright holders permission must have been obtained prior to the submission. Submission of a manuscript implies that its publication has been approved by all co-authors, if any, as well as by the responsible authorities at the institution where the work has been carried out; that, if and when the manuscript is accepted for publication the authors agree to automatic transfer of the copyright to the publishers and that the manuscript will not be published elsewhere in any language without the written consent of the copyright holders. All articles published in this Journal are protected by copyright, which covers the exclusive rights to reproduce and distribute the article, as well as all the translation rights. No material published in this Journal may be reproduced photographically or stored on microfilms, in electronic data bases, video disks, or any form of electronic media etc., without first obtaining written permission from the Publishers. Preparation of the Manuscripts Papers must be clearly written in English. An original plus two copies of the manuscript with accompanying figures and tables should be submitted. The text should be presented on A4 or equivalent size paper. In general, a contribution should not exceed 20 pages. An AMS subject classification and suitable keywords and phrases should be given on the title page. The manuscripts should be preferably prepared with a text editing system, e.g. LaTex, or with a suitable word processing system. If typewritten, then must be double spaced on the one side of the paper. V Margins of at least 25 mm should be left around all sides of the text. Each page should be numbered and a short running title on the title page should be provided. The content of each page should be limited within the following page margin dimensions: 14cm x 20cm, i.e. page: max height -- 20cm, line: max width-- 14cm. References and bibliography The accuracy of the references and bibliography is the author’s responsibility. Only published articles in the general literature should be cited. The reference list should appear in alphabetical order. Within the text, references should be cited by giving the corresponding number in square brackets. References and bibliography should be arranged in the following form: (a) Books: name of the author(s), title of book, volume and edition, publishers, place of publication, year of publication. (b) Journals: name of the author(s), year (in parentheses), title of the article, abbreviated title of the journal, volume, pages. Submission of Tex-based manuscripts Authors wishing to submit Tex-based manuscripts are encouraged to do so. Manuscripts should be produced using the LaTex articles style format. The final version should be supplied on disk containing both .tex and .dvi files. Hard copies of both the text and any figures should be supplied separately as for conventional submissions. Authors will receive proofs in the normal way. Proofs and Reprints One round of page proofs will be sent to the corresponding author for checking. To avoid delays in publication, proofs should be checked and returned immediately be express post or Fax, to the production Editor (HERMIS Secretariat), Department of Informatics, Athens University of Economics & Business, 76 Patision Street, Athens 10434, Greece. Fax: +3-210-8203 187. Extensive changes to the text of the paper may be charged to the author. A free copy of the HERMIS volume will be sent to the corresponding author following publication of his paper. Extra offprints or single issues of the Journal may be ordered when the corrected proofs are returned using the form provided or communicating directly with the HERMIS secretariat. Subscription Information Annual subscription rate: EURO 30.00, including carriage charges. Subscriptions are entered with pre-payment only. This price will cover both the printed and the electronic versions of the Journal. Orders should be addressed to: HERMIS Secretariat Department of Informatics Athens University of Economics & Business 76 Patision Street Athens 10434, Greece Tel./ Fax: +3-210-8203 187 Changes of Address Allow six weeks for all changes to become effective. All communications should be include both old and new addresses (with full postal codes) and should be accompanied by a mailing label from a recent issue. VI Back Volumes Prices are available on request. GREAT THINKERS, PIONEERS AND RESEARCHERS IN MATHEMATICS AND COMPUTING SCIENCE 610 B.C. - 100 B.C. ΘΑΛΗΣ (610), ΠΥΘΑΓΟΡΑΣ (560-480), ΠΛΑΤΩΝ (472-348) ΔΗΜΟΚΡΙΤΟΣ (460-370), ΑΡΙΣΤΟΤΕΛΗΣ (384-322), ΕΥΚΛΕΙΔΗΣ (330-275), ΑΡΧΙΜΗΔΗΣ (287-212) 100 A.D. - 1600 A.D. ΗΡΩΝ (100), ΚΛΑΥΔΙΟΣ ΠΤΟΛΕΜΑΙΟΣ (100-170), ΕΡΑΤΟΣΘΕΝΗΣ (220), ΔΙΟΦΑΝΤΟΣ (250), ΠΑΠΠΟΣ (300) AL KHWARIZMI (800-850), FIBONACCI (1170-1250), DA VINCI (1452-1519), TARTAGLIA (1500-1557) 1600 - 1900 A.D. 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