Numerical Analysis and Its Applications Lubin Vulkov

Numerical Analysis and Its Applications By Lubin Vulkov

Summary

These are the refereed post-proceedings of the Second International Conference on Numerical Analysis and Its Applications, NAA 2000, held in Rousse, Bulgaria in June 2000. Fields covered include computational sciences and engineering, chemistry, physics, economics, and simulation.

Numerical Analysis and Its Applications: Second International Conference, NAA 2000 Rousse, Bulgaria, June 11-15, 2000. Revised Papers by Lubin Vulkov

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 ...

Numerical Analysis and Its Applications.- Sensitivity Analysis of the Expected Accumulated Reward Using Uniformization and IRK3 Methods.- Spectral Properties of Circulant Band Matrices Arising in ODE Methods.- A Parameter Robust Method for a Problem with a Symmetry Boundary Layer.- An Algorithm Based on Orthogonal Polynomial Vectors for Toeplitz Least Squares Problems.- From Sensitivity Analysis to Random Floating Point Arithmetics - Application to Sylvester Equations.- Construction of Seminumerical Schemes: Application to the Artificial Satellite Problem.- Stability Analysis of Parallel Evaluation of Finite Series of Orthogonal Polynomials.- On Solving Large-Scale Weighted Least Squares Problems.- A Hybrid Newton-GMRES Method for Solving Nonlinear Equations.- Comparative Analysis of Marching Algorithms for Separable Elliptic Problems.- Inexact Newton Methods and Mixed Nonlinear Complementary Problems.- Skew-Circulant Preconditioners for Systems of LMF-Based ODE Codes.- New Families of Symplectic Runge-Kutta-Nystroem Integration Methods.- Convergence of Finite Difference Method for Parabolic Problem with Variable Operator.- Finite Volume Difference Scheme for a Stiff Elliptic Reaction-Diffusion Problem with a Line Interface.- Nested-Dissection Orderings for Sparse LU with Partial Pivoting.- Fractional Step Runge-Kutta Methods for the Resolution of Two Dimensional Time Dependent Coefficient Convection-Diffusion Problems.- Variable Stepsizes in Symmetric Linear Multistep Methods.- Preliminary Remarks on Multigrid Methods for Circulant Matrices.- Computing the Inverse Matrix Hyperbolic Sine.- Robust Preconditioning of Dense Problems from Electromagnetics.- A Mathematical Model for the Limbic System.- Understanding Krylov Methods in Finite Precision.- A Rational Interpolation Approach to Least Squares Estimation for Band-TARs.- Uniqueness of Solution of the Inverse Electroencephalographic Problem.- Exploiting Nonlinear Structures of Computational General Equilibrium Models.- Constitutive Equations and Numerical Modelling of Time Effects in Soft Porous Rocks.- Solvers for Systems of Nonlinear Algebraic Equations - Their Sensitivity to Starting Vectors.- The Min-Max Portfolio Optimization Strategy: An Empirical Study on Balanced Portfolios.- Convergence Rate for a Convection Parameter Identified Using Tikhonov Regularization.- Local Refinement in Non-overlapping Domain Decomposition.- Singularly Perturbed Parabolic Problems on Non-rectangular Domains.- Special Types of Badly Conditioned Operator Problems in Energy Spaces and Numerical Methods for Them.- Proper Weak Regular Splitting for M-Matrices.- Parameter-Uniform Numerical Methods for a Class of Singularly Perturbed Problems with a Neumann Boundary Condition.- Reynolds-Uniform Numerical Method for Prandtl's Problem with Suction-Blowing Based on Blasius' Approach.- Multigrid Methods and Finite Difference Schemes for 2D Singularly Perturbed Problems.- Recursive Version of LU Decomposition.- Inversion of Symmetric Matrices in a New Block Packed Storage.- The Stability Boundary of Certain Two-Layer and Three-Layer Difference Schemes.- High Order ?-Uniform Methods for Singularly Perturbed Reaction-Diffusion Problems.- A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems.- Newton's Method under Different Lipschitz Conditions.- Positive Definite Solutions of the Equation X + A*X -n A=I.- Fast and Superfast Algorithms for Hankel-Like Matrices Related to Orthogonal Polynomials.- Acceleration by Parallel Computations of Solving High-Order Time-Accurate Difference Schemes for Singularly Perturbed Convection-Diffusion Problems.- Experience with the Solution of a Finite Difference Discretization in Sparse Grids.- Topology Optimization of Conductive Media Described by Maxwell's Equations.- Finite Element Simulation of Residual Stresses in Thermo-coupled Wire Drawing Process.- Construction and Convergence of Difference Schemes for a Modell Elliptic Equation with Dirac-delta Function Coefficient.- Operator's Approach to the Problems with Concentrated Factors.- A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems.- Sobolev Space Preconditioning of Strongly Nonlinear 4th Order Elliptic Problems.- Numerical Techniques for the Recovery of an Unknown Dirichlet Data Function in Semilinear Parabolic Problems with Nonstandard Boundary Conditions.- A Generalized GMRES Iterative Method.- AMLI Preconditioning of Pure Displacement Non-conforming Elasticity FEM Systems.- Computationally E.cient Methods for Solving SURE Models.- Application of Boundary Collocation Method in Fluid Mechanics to Stokes Flow Problems.- Strang-Type Preconditioners for Differential-Algebraic Equations.- Solvability of Runge-Kutta and Block-BVMs Systems Applied to Scalar ODEs.- On the Local Sensitivity of the Lyapunov Equations.- A Level Set-Boundary Element Method for Simulation of Dynamic Powder Consolidation of Metals.- Parallel Performance of a 3D Elliptic Solver.- Schwarz Methods for Convection-Diffusion Problems.- Matrix Computations Using Quasirandom Sequences.- On the Stability of the Generalized Schur Algorithm.- Stability of Finite Difference Schemes on Non-uniform Spatial-Time-Grids.- Matrix Equations and Structures: Efficient Solution of Special Discrete Algebraic Riccati Equations.- A Numerical Comparison between Multi-revolution Algorithms for First-Order and Second-Order ODE Systems.- A Robust Layer-Resolving Numerical Method for Plane Stagnation Point Flow.- On the Complete Pivoting Conjecture for Hadamard Matrices of Order 16.- Regularization Method by Rank Revealing QR Factorization and Its Optimization.- A Fast Algorithm for High-Resolution Color Image Reconstruction with Multisensors.- A Performance Study on a Single Processing Node of the HITACHI SR8000.- Estimation of the Wheat Losses Caused by the Tropospheric Ozone in Bulgaria and Denmark.- A Homotopic Residual Correction Process.- Parallel Monte Carlo Methods for Derivative Security Pricing.- Stability of a Parallel Partitioning Algorithm for Special Classes of Banded Linear Systems.- Numerical Solution of ODEs with Distributed Maple.- The Boundary Layer Problem of Triple Deck Type.- Cellular Neural Network Model for Nonlinear Waves in Medium with Exponential Memory.- Numerical Analysis of the Nonlinear Instability of One-Dimensional Compound Capillary Jet.- Modelling of Equiaxed Microstructure Formation in Solidifying Two-Component Alloys.- A Posteriori and a Priori Techniques of Local Grid Refinement for Parabolic Problems with Boundary and Transition Layers.- On a Necessary Requirement for Re-Uniform Numerical Methods to Solve Boundary Layer Equations for Flow along a Flat Plate.- A Godunov-Ryabenkii Instability for a Quickest Scheme.- Modelling Torsional Properties of Human Bones by Multipoint Pade Approximants.- Numerical Algorithm for Studying Hydrodynamics in a Chemical Reactor with a Mixer.- A Domain Decomposition Finite Difference Method for Singularly Perturbed Elliptic Equations in Composed Domains.- Numerical Analysis of Solid and Shell Models of Human Pelvic Bone.- FEM in Numerical Analysis of Stress and Displacement Distributions in Planetary Wheel of Cycloidal Gear.

Numerical Analysis and Its Applications Lubin Vulkov

Numerical Analysis and Its Applications by Lubin Vulkov

Summary

Numerical Analysis and Its Applications Summary

Numerical Analysis and Its Applications: Second International Conference, NAA 2000 Rousse, Bulgaria, June 11-15, 2000. Revised Papers by Lubin Vulkov

Table of Contents

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