Numerical analysis and its applications : second International Conference, NAA 2000, Rousse, Bulgaria, June 11-15, 2000 : revised papers
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Numerical analysis and its applications : second International Conference, NAA 2000, Rousse, Bulgaria, June 11-15, 2000 : revised papers
(Lecture notes in computer science, 1988)
Springer-Verlag, c2001
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Includes bibliographical references and index
内容説明・目次
内容説明
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 ...
目次
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.
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