Author Description

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–Nystr¨omIntegrationMethods.. 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........