Lubin Vulkov - Böcker

This book constitutes the refereed conference proceedings of the 7th International Conference on Finite Difference Methods, FDM 2018, held in Lozenetz, Bulgaria, in June 2018.The 69 revised full papers presented together with 11 invited papers were carefully reviewed and selected from 94 submissions.

This book constitutes the thoroughly refereed post-conference proceedings of the 6th International Conference on Finite Difference Methods, FDM 2014, held in Lozenetz, Bulgaria, in June 2014. The 36 revised full papers were carefully reviewed and selected from 62 submissions.

This book constitutes thoroughly revised selected papers of the 6th International Conference on Numerical Analysis and Its Applications, NAA 2016, held in Lozenetz, Bulgaria, in June 2016.

This volume of the Lecture Notes in Computer Science series contains the p- ceedings of the 3rd Conference on Numerical Analysis and Its Applications, which was held at the University of Rousse, Bulgaria, June 29-July 3, 2004. The conference was organized by the Department of Numerical Analysis and Statistics at the University of Rousse with the support of the Department of Mathematics of North Carolina State University. This conference continued the tradition of the two previous meetings (1996, 2000 in Rousse) as a forum where scientists from leading research groups from the "East" and "West" are provided with the opportunity to meet and exchange ideasandestablishresearchcooperations.Morethan100scientistsfrom28co- tries participated in the conference. A wide range of problems concerning recent achievements in numerical an- ysis and its applications in physics, chemistry, engineering, and economics were discussed. An extensive exchange of ideas between scientists who develop and studynumericalmethodsandresearcherswhousethemforsolvingreal-lifepr- lems took place during the conference. We thank the plenary lecturers, Profs. R. Lazarov and V.Thome, and the key lecturers and the organizers of the minisymposia, T. Boyadjiev, T. Donchev, E. Farkhi, M. Van Gijzen, S. Nicaise, and M. Todorov, for their contributions. We recognize the e?ort required to prepare these key lectures and organize the minisymposia. We appreciate your sharing your knowledge of modern hi- performancecomputingnumericalmethodswiththeconferenceparticipants.We also thank I. Brayanov for the help in putting together the book. The 4th Conference on Numerical Analysis and Its Applications will take place in 2008.

ThisvolumeoftheLectureNotesinComputerScienceseriescontainsthep- ceedings of the Second Conference on Numerical Analysis and Applications, which was held at the University of Rousse, Bulgaria, June 11-15,2000. The conferencewasorganizedbytheDepartmentofNumericalAnalysisandStat- ticsattheUniversityofRoussewithsupportfromtheUniversityofSouthern Mississippi, Hattiesburg. The conference was co-sponsored by SIAM (Society for Industrial and Applied Mathematics) and ILAS (International Linear - gebra Society). The o?cial sponsors of the conference were Fujitsu America, Inc. ,Hewlett-PackardGmbH,andSunMicrosystems. Wewouldliketogiveour sincerethankstoallsponsorsandco-sponsorsforthetimelysupport. The second conference continued the tradition of the ?rst one (1996 in Rousse) as a forum, where scientists from leading research groups from the "East" and "West" are provided with the opportunity to meet and exchange ideasandestablishresearchcooperation. Morethan120scientistsfrom31co- triesparticipatedintheconference. Awiderangeofproblemsconcerningrecentachievementsinnumericalan- ysisanditsapplicationsinphysics,chemistry,engineering,andeconomicswere discussed.An extensiveexchangeofideasbetweenscientists whodevelopand studynumericalmethodsandresearcherswhousethemforsolvingreal-lifepr- lemstookplaceduringtheconference. Weareindebtedtoourcolleagueswhohelpedusintheorganizationofthis conference. Wethanktheorganizersofthemini-symposiaforattractingactive andhighlyquali?edresearchers. October2000 LubinVulkov JerzyWa'sniewski PlamenYalamov Table of Contents Numerical Analysis and Its Applications SensitivityAnalysisoftheExpectedAccumulatedReward UsingUniformizationandIRK3Methods ...1 H. Abdallah andM. Hamza SpectralPropertiesofCirculantBandMatricesArisinginODEMethods ...10 P. Amodio AParameterRobustMethodforaProblemwith aSymmetryBoundaryLayer ...18 A. R. Ansari,A. F. HegartyandG. I. Shishkin AnAlgorithmBasedonOrthogonalPolynomialVectors forToeplitzLeastSquaresProblems ...27 M. VanBarel, G. Heinig andP. Kravanja FromSensitivityAnalysistoRandomFloatingPointArithmetics- ApplicationtoSylvesterEquations...35 A. Barraud, S. LesecqandN. Christov ConstructionofSeminumericalSchemes: ApplicationtotheArti?cialSatelliteProblem ...42 R. Barrio StabilityAnalysisofParallelEvaluationofFiniteSeries ofOrthogonalPolynomials ...51 R. Barrio andP.Yalamov OnSolvingLarge-ScaleWeightedLeastSquaresProblems...59 V. Baryamureeba AHybridNewton-GMRESMethodforSolvingNonlinearEquations ...68 S. Bellavia, M. Macconi andB. Morini ComparativeAnalysisofMarchingAlgorithms forSeparableEllipticProblems ...76 G. Bencheva InexactNewtonMethodsandMixedNonlinearComplementaryProblems . . 84 L. Bergamaschi and G. Zilli Skew-CirculantPreconditionersforSystemsofLMF-BasedODECodes ...93 D. Bertaccini andM. K. Ng NewFamiliesofSymplecticRunge-Kutta-NystromIntegrationMethods . . 102 S. Blanes, F. Casas andJ. Ros VIII Table ofContents ConvergenceofFiniteDi?erenceMethodforParabolicProblem withVariableOperator...110 D. Bojovi' c FiniteVolumeDi?erenceSchemefor aSti?EllipticReaction-Di?usionProblemwithaLineInterface ...117 I. A. Braianov Nested-DissectionOrderingsforSparseLUwithPartialPivoting...125 I. Brainman andS. Toledo FractionalStepRunge-ThisvolumeoftheLectureNotesinComputerScienceseriescontainsthep- ceedings of the Second Conference on Numerical Analysis and Applications, which was held at the University of Rousse, Bulgaria, June 11-15,2000.The conferencewasorganizedbytheDepartmentofNumericalAnalysisandStat- ticsattheUniversityofRoussewithsupportfromtheUniversityofSouthern Mississippi, Hattiesburg. The conference was co-sponsored by SIAM (Society for Industrial and Applied Mathematics) and ILAS (International Linear - gebra Society). The o?cial sponsors of the conference were Fujitsu America, Inc. ,Hewlett-PackardGmbH,andSunMicrosystems. Wewouldliketogiveour sincerethankstoallsponsorsandco-sponsorsforthetimelysupport. The second conference continued the tradition of the ?rst one (1996 in Rousse) as a forum, where scientists from leading research groups from the "East" and "West" are provided with the opportunity to meet and exchange ideasandestablishresearchcooperation. Morethan120scientistsfrom31co- triesparticipatedintheconference. Awiderangeofproblemsconcerningrecentachievementsinnumericalan- ysisanditsapplicationsinphysics,chemistry,engineering,andeconomicswere discussed. An extensiveexchangeofideasbetweenscientists whodevelopand studynumericalmethodsandresearcherswhousethemforsolvingreal-lifepr- lemstookplaceduringtheconference. Weareindebtedtoourcolleagueswhohelpedusintheorganizationofthis conference.Wethanktheorganizersofthemini-symposiaforattractingactive andhighlyquali?edresearchers. October2000 LubinVulkov JerzyWa'sniewski PlamenYalamov Table of Contents Numerical Analysis and Its Applications SensitivityAnalysisoftheExpectedAccumulatedReward UsingUniformizationandIRK3Methods ...1 H. Abdallah andM. Hamza SpectralPropertiesofCirculantBandMatricesArisinginODEMethods ...10 P. Amodio AParameterRobustMethodforaProblemwith aSymmetryBoundaryLayer ...18 A. R. Ansari,A. F. HegartyandG. I. Shishkin AnAlgorithmBasedonOrthogonalPolynomialVectors forToeplitzLeastSquaresProblems ...27 M. VanBarel, G. Heinig andP. Kravanja FromSensitivityAnalysistoRandomFloatingPointArithmetics- ApplicationtoSylvesterEquations...35 A. Barraud, S. LesecqandN. Christov ConstructionofSeminumericalSchemes: ApplicationtotheArti?cialSatelliteProblem ...42 R. Barrio StabilityAnalysisofParallelEvaluationofFiniteSeries ofOrthogonalPolynomials ...51 R. Barrio andP. Yalamov OnSolvingLarge-ScaleWeightedLeastSquaresProblems...59 V. Baryamureeba AHybridNewton-GMRESMethodforSolvingNonlinearEquations ...68 S. Bellavia, M. Macconi andB. Morini ComparativeAnalysisofMarchingAlgorithms forSeparableEllipticProblems ...76 G.Bencheva InexactNewtonMethodsandMixedNonlinearComplementaryProblems . . 84 L. Bergamaschi and G. Zilli Skew-CirculantPreconditionersforSystemsofLMF-BasedODECodes ...93 D. Bertaccini andM. K. Ng NewFamiliesofSymplecticRunge-Kutta-NystromIntegrationMethods . . 102 S. Blanes, F. Casas andJ. Ros VIII Table ofContents ConvergenceofFiniteDi?erenceMethodforParabolicProblem withVariableOperator...110 D. Bojovi' c FiniteVolumeDi?erenceSchemefor aSti?EllipticReaction-Di?usionProblemwithaLineInterface ...117 I. A. Braianov Nested-DissectionOrderingsforSparseLUwithPartialPivoting...125 I. Brainman andS. Toledo FractionalStepRunge-KuttaMethodsfortheResolutionof TwoDimensionalTimeDependentCoe?cient Convection-Di?usionProblems...133 B. Bujanda andJ. C. Jorge VariableStepsizesinSymmetricLinearMultistepMethods...144 B. Cano PreliminaryRemarksonMultigridMethodsforCirculantMatrices ...

This book constitutes the refereed proceedings of the First International Workshop on Numerical Analysis and Its Applications, WNAA'96, held in Rousse, Bulgaria, in June 1996.The 57 revised full papers presented were carefully selected and reviewed for inclusion in the volume; also included are 14 invited presentations. All in all, the book offers a wealth of new results and methods of numerical analysis applicable in computational science, particularly in computational physics and chemistry. The volume reflects that the cooperation of computer scientists, mathematicians and scientists provides new numerical tools for computational scientists and, at the same time, stimulates numerical analysis.