Numerical Analysis and Its Applications: Second InternationalConference, NAA 2000 Rousse, Bulgaria, June 11–15, 2000 Revised Papers

Sensitivity Analysis of the Expected Accumulated Reward Using Uniformization and IRK3 Methods....Pages 1-9
Spectral Properties of Circulant Band Matrices Arising in ODE Methods....Pages 10-17
A Parameter Robust Method for a Problem with a Symmetry Boundary Layer....Pages 18-26
An Algorithm Based on Orthogonal Polynomial Vectors for Toeplitz Least Squares Problems....Pages 27-34
From Sensitivity Analysis to Random Floating Point Arithmetics - Application to Sylvester Equations....Pages 35-41
Construction of Seminumerical Schemes: Application to the Artificial Satellite Problem....Pages 42-50
Stability Analysis of Parallel Evaluation of Finite Series of Orthogonal Polynomials....Pages 51-58
On Solving Large-Scale Weighted Least Squares Problems....Pages 59-67
A Hybrid Newton-GMRES Method for Solving Nonlinear Equations....Pages 68-75
Comparative Analysis of Marching Algorithms for Separable Elliptic Problems....Pages 76-84
Inexact Newton Methods and Mixed Nonlinear Complementary Problems....Pages 84-92
Skew-Circulant Preconditioners for Systems of LMF-Based ODE Codes....Pages 93-101
New Families of Symplectic Runge-Kutta-Nyström Integration Methods....Pages 102-109
Convergence of Finite Difference Method for Parabolic Problem with Variable Operator....Pages 110-116
Finite Volume Difference Scheme for a Stiff Elliptic Reaction-Diffusion Problem with a Line Interface....Pages 117-124
Nested-Dissection Orderings for Sparse LU with Partial Pivoting....Pages 125-133
Fractional Step Runge-Kutta Methods for the Resolution of Two Dimensional Time Dependent Coefficient Convection-Diffusion Problems....Pages 133-143
Variable Stepsizes in Symmetric Linear Multistep Methods....Pages 144-152
Preliminary Remarks on Multigrid Methods for Circulant Matrices....Pages 152-159
Computing the Inverse Matrix Hyperbolic Sine....Pages 160-169
Robust Preconditioning of Dense Problems from Electromagnetics....Pages 170-178
A Mathematical Model for the Limbic System....Pages 179-186
Understanding Krylov Methods in Finite Precision....Pages 187-197
A Rational Interpolation Approach to Least Squares Estimation for Band-TARs....Pages 198-206
Uniqueness of Solution of the Inverse Electroencephalographic Problem....Pages 207-213
Exploiting Nonlinear Structures of Computational General Equilibrium Models....Pages 214-221
Constitutive Equations and Numerical Modelling of Time Effects in Soft Porous Rocks....Pages 222-229
Solvers for Systems of Nonlinear Algebraic Equations - Their Sensitivity to Starting Vectors....Pages 230-237
The Min-Max Portfolio Optimization Strategy: An Empirical Study on Balanced Portfolios....Pages 238-245
Convergence Rate for a Convection Parameter Identified Using Tikhonov Regularization....Pages 246-252
Local Refinement in Non-overlapping Domain Decomposition....Pages 253-264
Singularly Perturbed Parabolic Problems on Non-rectangular Domains....Pages 265-272
Special Types of Badly Conditioned Operator Problems in Energy Spaces and Numerical Methods for Them....Pages 273-284
Proper Weak Regular Splitting for M-Matrices....Pages 285-291
Parameter-Uniform Numerical Methods for a Class of Singularly Perturbed Problems with a Neumann Boundary Condition....Pages 292-303
Reynolds-Uniform Numerical Method for Prandtl’s Problem with Suction-Blowing Based on Blasius’ Approach....Pages 304-315
Multigrid Methods and Finite Difference Schemes for 2D Singularly Perturbed Problems....Pages 316-324
Recursive Version of LU Decomposition....Pages 325-332
Inversion of Symmetric Matrices in a New Block Packed Storage....Pages 333-340
The Stability Boundary of Certain Two-Layer and Three-Layer Difference Schemes....Pages 341-349
High Order ε-Uniform Methods for Singularly Perturbed Reaction-Diffusion Problems....Pages 350-358
A Grid Free Monte Carlo Algorithm for Solving Elliptic Boundary Value Problems....Pages 359-367
Newton’s Method under Different Lipschitz Conditions....Pages 368-376
Positive Definite Solutions of the Equation X + A * X -n A=I ....Pages 377-384
Fast and Superfast Algorithms for Hankel-Like Matrices Related to Orthogonal Polynomials....Pages 385-392
Acceleration by Parallel Computations of Solving High-Order Time-Accurate Difference Schemes for Singularly Perturbed Convection-Diffusion Problems....Pages 393-401
Experience with the Solution of a Finite Difference Discretization in Sparse Grids....Pages 402-413
Topology Optimization of Conductive Media Described by Maxwell’s Equations....Pages 414-422
Finite Element Simulation of Residual Stresses in Thermo-coupled Wire Drawing Process....Pages 423-430
Construction and Convergence of Difference Schemes for a Modell Elliptic Equation with Dirac-delta Function Coefficient....Pages 431-438
Operator’s Approach to the Problems with Concentrated Factors....Pages 439-450
A Method of Lines Approach to the Numerical Solution of Singularly Perturbed Elliptic Problems....Pages 451-458
Sobolev Space Preconditioning of Strongly Nonlinear 4th Order Elliptic Problems....Pages 459-466
Numerical Techniques for the Recovery of an Unknown Dirichlet Data Function in Semilinear Parabolic Problems with Nonstandard Boundary Conditions....Pages 467-474
A Generalized GMRES Iterative Method....Pages 475-481
AMLI Preconditioning of Pure Displacement Non-conforming Elasticity FEM Systems....Pages 482-490
Computationally E.cient Methods for Solving SURE Models....Pages 490-498
Application of Boundary Collocation Method in Fluid Mechanics to Stokes Flow Problems....Pages 498-505
Strang-Type Preconditioners for Differential-Algebraic Equations....Pages 505-512
Solvability of Runge-Kutta and Block-BVMs Systems Applied to Scalar ODEs....Pages 513-520
On the Local Sensitivity of the Lyapunov Equations....Pages 521-526
A Level Set-Boundary Element Method for Simulation of Dynamic Powder Consolidation of Metals....Pages 527-534
Parallel Performance of a 3D Elliptic Solver....Pages 535-543
Schwarz Methods for Convection-Diffusion Problems....Pages 544-551
Matrix Computations Using Quasirandom Sequences....Pages 552-559
On the Stability of the Generalized Schur Algorithm....Pages 560-568
Stability of Finite Difference Schemes on Non-uniform Spatial-Time-Grids....Pages 568-577
Matrix Equations and Structures: Efficient Solution of Special Discrete Algebraic Riccati Equations....Pages 578-585
A Numerical Comparison between Multi-revolution Algorithms for First-Order and Second-Order ODE Systems....Pages 586-593
A Robust Layer-Resolving Numerical Method for Plane Stagnation Point Flow....Pages 594-601
On the Complete Pivoting Conjecture for Hadamard Matrices of Order 16....Pages 602-607
Regularization Method by Rank Revealing QR Factorization and Its Optimization....Pages 608-615
A Fast Algorithm for High-Resolution Color Image Reconstruction with Multisensors....Pages 615-627
A Performance Study on a Single Processing Node of the HITACHI SR8000....Pages 628-635
Estimation of the Wheat Losses Caused by the Tropospheric Ozone in Bulgaria and Denmark....Pages 636-643
A Homotopic Residual Correction Process....Pages 644-649
Parallel Monte Carlo Methods for Derivative Security Pricing....Pages 650-657
Stability of a Parallel Partitioning Algorithm for Special Classes of Banded Linear Systems....Pages 658-665
Numerical Solution of ODEs with Distributed Maple....Pages 666-674
The Boundary Layer Problem of Triple Deck Type....Pages 675-683
Cellular Neural Network Model for Nonlinear Waves in Medium with Exponential Memory....Pages 684-691
Numerical Analysis of the Nonlinear Instability of One-Dimensional Compound Capillary Jet....Pages 692-701
Modelling of Equiaxed Microstructure Formation in Solidifying Two-Component Alloys....Pages 702-709
 A Posteriori and a Priori Techniques of Local Grid Refinement for Parabolic Problems with Boundary and Transition Layers....Pages 710-722
On a Necessary Requirement for Re -Uniform Numerical Methods to Solve Boundary Layer Equations for Flow along a Flat Plate....Pages 723-731
A Godunov-Ryabenkii Instability for a Quickest Scheme....Pages 732-740
Modelling Torsional Properties of Human Bones by Multipoint Padé Approximants....Pages 741-748
Numerical Algorithm for Studying Hydrodynamics in a Chemical Reactor with a Mixer....Pages 749-755
A Domain Decomposition Finite Difference Method for Singularly Perturbed Elliptic Equations in Composed Domains....Pages 756-764
Numerical Analysis of Solid and Shell Models of Human Pelvic Bone....Pages 764-771
FEM in Numerical Analysis of Stress and Displacement Distributions in Planetary Wheel of Cycloidal Gear....Pages 772-779