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Numerical Analysis and Its Applications - Second International Conference, NAA 2000 Rousse, Bulgaria, June 11-15, 2000. Revised Papers (Paperback, 2001 ed.)
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Numerical Analysis and Its Applications - Second International Conference, NAA 2000 Rousse, Bulgaria, June 11-15, 2000. Revised Papers (Paperback, 2001 ed.)
Series: Lecture Notes in Computer Science, 1988
Expected to ship within 10 - 15 working days
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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 ...
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