Plamen Yalamov – författare

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 ...

The papers in this volume were presented at ICLSSC 2001, the Third Inter- tionalConferenceonLarge-ScaleScienti?cComputing. ICLSSC2001washeldin Sozopol,Bulgaria,June6-10,2001. Theconferencewasorganizedandsponsored bytheCentralLaboratoryonParallelProcessingoftheBulgarianAcademyof Sciences,andtheDepartmentofNumericalAnalysisandStatisticsoftheUniv- sityofRouse,Bulgaria. SupportwasalsoreceivedfromtheCenterofExcellence "BIS21"(fundedbytheEuropeanCommission),SIAM(SocietyforIndustrial andAppliedMathematics)anditsActivityGrouponSupercomputing. Weare indebtedtoourcolleagueswhohelpedusintheorganizationofthisconference. Wethanktheorganizersofthespecialsessions:O. Axelsson,I. Dimov,A. Ebel, K. Georgiev, V. Getov, S. Heinrich, O. Iliev, A. Karaivanova, S. Margenov, P. Minev, M. Sch. afer, and Z. Zlatev. We also thank I. Lirkov for the help in puttingtogetherthisbook. Thepurposeoftheconferencewastobringtogetherscientistsworkingwith largecomputationalproblemsinindustry,andspecialistsinthe?eldofnume- calanalysis'methodsande?cientexploitationofmodernhigh-speedcomputers. Someclassesofmethodsappearagainandagaininthenumericaltreatmentof problemsfromdi?erent?eldsofscienceandengineering.Theaimofthisconf- encewastoselectsomeofthesenumericalmethodsandplanfurtherexperiments onseveraltypesofparallelcomputers. Thekeylecturesreviewedthemostimp- tantnumericalalgorithmsandscienti?capplicationsonparallelcomputers. The invited speakers included university and practical engineers from industry, as wellasappliedmathematicians,numericalanalysts,andcomputerexperts. The generalthemeforICLSSC2001wasLarge-ScaleScienti?cComputing,focusing on: - Robustpreconditioningalgorithms, - MonteCarlomethods, - Advancedprogrammingenvironmentsforscienti?ccomputing, - Large-scalecomputationsinairpollutionmodeling, - Large-scalecomputationsformechanicalengineeringproblems,and - Numericalmethodsforincompressible?ow. The workshop itself attracted about 80 participants from around the world. Authors from over 15 countries submitted 52 papers, of which 7 were invited, and 45 were contributed. The Fourth International Conference (ICLSSC 2003) willtakeplacein2003. SvetozarMargenov October 2001 JerzyWa' sniewski PlamenYalamov TableofContents I Invited Papers OptimizingTwo-LevelPreconditionings fortheConjugateGradientMethod...3 O. AxelssonandI.Kaporin OntheParallelizationoftheSparseGridApproachforDataMining...22 J. GarckeandM. Griebel JavaCommunicationsforLarge-ScaleParallelComputing...33 V. GetovandM. Philippsen ContinuousPathBrownianTrajectoriesforDi?usionMonteCarlo viaFirst-andLast-PassageDistributions...46 J. A. Given,M. Mascagni,andCh. -O. Hwang MultilevelMonteCarloMethods...58 S. Heinrich IterativeAggregation/DisaggregationMethods forComputingSomeCharacteristicsofMarkovChains...68 I. MarekandP. Mayer Time-IntegrationAlgorithmsfortheComputerTreatment oftheHorizontalAdvectioninAirPollutionModels...81 Z. Zlatev II Robust Preconditioning Algorithms MIC(0)PreconditioningofRotatedTrilinearFEMEllipticSystems...95 I. GeorgievandS. Margenov SobolevSpacePreconditioningforMixedNonlinear EllipticBoundaryValueProblems...104 J. Kar'atsonandI. Farag'o OnaSchurComplementApproachforSolvingTwo-Level FiniteElementSystems...113 M. NeytchevaandO. Axelsson VIII III Monte Carlo Methods On-LineStateEstimationofManeuveringObjects bySequentialMonteCarloAlgorithm...125 D. Angelova,E. Semerdjiev,Tz. Semerdjiev,andP. Konstantinova OntheDyadicDiaphonyoftheSobol'Sequences...133 E. I.Atanassov AnImprovedMonteCarloAlgorithmforElasticElectronBackscattering fromSurfaces...141 I. T. Dimov,E. I. Atanassov,andM. K. Durchova StatisticalAlgorithmsforSimulationofElectronQuantumKinetics inSemiconductors-PartI...149 T. V. GurovandP. A. Whitlock AQuasi-MonteCarloMethodforIntegration withImprovedConvergence...158 A. Karaivanova,I. Dimov,andS. Ivanovska SolvingSystemsofLinearAlgebraicEquations UsingQuasirandomNumbers...