NA Digest Sunday, October 29, 2000 Volume 00 : Issue 44

Today's Editor:
Cleve Moler
The MathWorks, Inc.

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From: Amanda Cooper <>
Date: Thu, 26 Oct 2000 11:52:41 GMT +0000
Subject: Looking for Large Sparse Symmetric Eigenproblems

We have recently developed an efficient scheme for reducing the
external orthogonalization required in a k-step explicitly restarted
Lanczos algorithm which computes the p largest eigenvalues one
at a time in descending order of magnitude.

Experiments on the T3D using a number of small matrices taken
from the Harwell-Boeing collection have shown that this scheme is
successful in improving the overall performance of our algorithms in
a distributed memory environment, however in order to assess the
scalabilty of the algorithms and their performance for much large
problems we need a few large, (n> 5000), sparse, positive definite,
symmetric matrices.

Amanda Cooper
University of Ulster at Coleraine
School of Information and Software Engineering
Faculty of Informatics
Co. Londonderry
Northern Ireland
BT52 1SA
Tel: (028) 70324698


From: Leanne Ussher <>
Date: Sun, 29 Oct 2000 13:14:11 -0500
Subject: Short Course on Financial Engineering

This course is being taught at the Graduate Faculty, of the New School
in New York City, November 13-November 16. It may be of interest to
some people on this list, or perhaps to their students. There are no
formal prerequisites, although some knowledge on asset pricing would be


Taught by Professor Salih Neftci

Open to Professionals and Interested Graduate Students

This is a 4 day course which will be taught November 13-November 16.
This course is an introduction to numerical methods of modern finance
using C++ and, especially, Java. The course is not for Java or C++
programmers. It is directed towards financial market professionals who
would like to have a brief introduction to numerical methods with Java.
Graduate students from local universities are also welcome.

The course will provide only an introduction to these tools.
Similarities between C++ and Java will be pointed out and then some
basic asset pricing methodologies will be illustrated with Java. The
course will contain several hands-on applications during the lab hours.

WHERE: Graduate Faculty of Political and Social Science
New School University
65 Fifth Avenue
New York

WHEN: Lectures
Monday, November 13 - Thursday, November 16
Machinist Conference Room
65 Fifth Avenue

Monday, November 13 - Thursday, November 16
Academic Computing Center
65 Fifth Avenue

WHAT: Non-credit course to introduce numerical methods of modern
finance using C++ and,especially, Java. ECON 308 (#8125)

COST: $325 plus $10 registration fee

TO REGISTER: Contact Graduate Faculty Office of Admissions (212)
229-5710 / (800)523 5411
Email: or visit



From: Allison Bogardo <>
Date: Wed, 25 Oct 2000 11:59:21 -0400
Subject: Nominations for W.T. and Idalia Reid Prize


The Reid Prize

SIAM will present the W.T. and Idalia Reid Prize at the 2001 SIAM
Annual Meeting in San Diego next July 9-13. The award will be given for
research in, or other contributions to, the broadly defined areas of
differential equations and control theory. The prize may be given
either for a single notable achievement or for a collection of such


The prize is awarded to any member of the scientific community who
meets the general guidelines of the prize description above.

Description of Award

The award consists of an engraved medal and a $10,000 cash prize, plus
travel expenses to attend the prize ceremony.


A letter of nomination, including a description of achievement(s)
should be sent by February 15, 2001 to:

Professor John A. Burns
Chair, Reid Prize Selection Committee
c/o A. G. Bogardo
3600 University City Science Center
Philadelphia, PA 19104-2688
Telephone: (215) 382-9800
Fax: (215) 386-7999

Selection Committee

Members of the selection committee are John A. Burns, Chair (Virginia
Institute of Technology and State University); Ruth F. Curtain
(University of Groningen); James G. Glimm (State University of New
York at Stony Brook); John Guckenheimer (Cornell University); and
Arthur J. Krener (University of California, Davis).


From: Robert Skeel <skeel@euclid.UCSD.Edu>
Date: Wed, 25 Oct 2000 12:44:11 -0700 (PDT)
Subject: Textbook, Elementary Numerical Computing

(1) The textbook
Elementary Numerical Computing
with Mathematica
by R D Skeel and J B Keiper
is being published in paperback
by Stipes Publishing for $34.95.
The ISBN# is 1-58874-053-6
Ordering information is at

(2) Additional problems and other supplementary material
can be obtained as file by anonymous ftp from
or with a browser from

Robert D. Skeel
Department of Computer Science, University of Illinois
Department of Mathematics, 0112 Internet:
UC San Diego Phone: (858) 534-6014
9500 Gilman Drive Fax: 534-5273
La Jolla, California 92093-0112 Home: 458-1093


From: Raimondas Ciegis <>
Date: Wed, 25 Oct 2000 13:49:00 +0300 (EEST)
Subject: Conference in Lithuania on Mathematical Modelling and Analysis

Sixth International Conference
Mathematical Modelling and Analysis
May 31 - June 2, 2001, Vilnius, Lithuania

Conference organizers
- Vilnius Gediminas Technical University
- Institute of Mathematics and Informatics, Vilnius
- Vilnius University

The Conference focuses on various aspects of mathematical modelling and
usage of finite difference and finite element methods for numerical
solution of modern problems of science and engineering.
It aims, in particular, at fostering cooperation among practitioners
and theoreticians in this field.
Another very important aim of the MMA meetings is to assist in the creation
and maintenance of contacts between scientists from West and East.

Working language of the Conference is English.

Basic topics
- Analysis of numerical methods for solving problems of
mathematical physics
- Parallel algorithms and parallel computing
- Application of numerical methods to engineering problems
- Analysis of ODE and PDE problems and applications
- Scientific computation

Program and Organizing Committee
R.Ciegis (Lithuania - General Chairman),
H.Neunzert(Germany - General Vice - chairman),
M.Sapagovas (Lithuania - Vice - chairman of the Program Committee),
A.Buikis (Latvia Vice-chairman of the Program Committee),
V.Abrashin (Belarus), R.Belevicius (Lithuania), S.Dey (USA),
F.Ivanauskas (Lithuania), H.Kalis (Latvia), A.Kjellman(Sweden),
P.Matus(Belarus), J.Miller(Ireland), A.Reinfelds (Latvia),
J.Rokicki (Poland), A.Pedas (Estonia), V.Skakauskas (Lithuania),
V.Thomee (Sweden), A.Zemitis (Germany), P.Vabishchevich (Russia),
R.Wait (Sweden), J.Wasniewski (Denmark), R.Wyrzykowski (Poland).


From: Istvan Maros <>
Date: Wed, 25 Oct 2000 14:37:03 +0100
Subject: Positions at Imperial College, London

Dear Netters,

The Department of Computing is inviting applications for
Lectureship or Readership. Details can be found at

Candidates with expertise in computational operations
research/decision science/finance are encouraged to apply. At
the department, these areas are part of "High Performance Informatics".

Istvan Maros


From: Michel Delanaye <>
Date: Mon, 23 Oct 2000 10:56:01 +0200
Subject: Position at NUMECA, Brussels

NUMECA international is a worldwide CFD company active in sales and development
of software systems for computer simulations of flows of liquids and gases.
Our field of applications covers most of the industry, such as the aerospace,
power generation, environment, chemical, process, electronic, automotive.
Since our creation in 1992, we have had a rapid growth and expansion in terms
of turnover, staff and worldwide presence with headquarters in Brussels and
sales offices in USA, Korea, Japan, Germany, Italy, as well as branches in
France and in USA. Our products are based on the latest software technology
and standards and cover the whole design process from the CAD system, the grid
generation, the flow solvers and optimization systems, visualization and
advanced Graphical User Interface.

NUMECA is seeking talented software developers to join its unstructured
mesh technology team. The individuals will be primary responsible for
advanced developments in unstructured grid generation, unstructured
flow solvers, CAD integration and related software engineering developments.

In addition to being a team player, applicants should have an advanced degree
in computer science or engineering, skills with object-oriented programming,
C-C++. Experience with grid generation algorithms and CFD would be appreciated.

Please send your resume to :

Marc Tombroff
General Manager, NUMECA International
Av. Franklin Roosevelt, 5
B-1050 Brussels

or contact us by phone, fax or e-mail:
Tel: +32 2 647.83.11 (main) ext 831
Fax: +32 2 647.93.98


From: Heribert Blum <Heribert.Blum@Math.Uni-Dortmund.DE>
Date: Mon, 23 Oct 2000 11:55:48 +0200
Subject: Position at Universitaet Dortmund

Am Fachbereich Mathematik der

ist ab 1.10.2001 eine

Universitaetsprofessur C3
f=FCr Angewandte Mathematik
mit dem Forschungsschwerpunkt

zu besetzen. Besonders erwuenscht ist eines der Arbeitsgebiete kontinuierliche
Optimierung (large scale continuous optimization), Prozessoptimierung,
Optimierung von Wirtschaftsprozessen.

Die Stelleninhaberin oder der Stelleninhaber soll beim Aufbau eines
=46orschungs- schwerpunktes "Modellbildung und Simulation" mitwirken.

Es wird die Beteiligung an der Ausbildung der Studierenden der Mathematik, der
Wirtschaftsmathematik und anderer Fachrichtungen sowie die Mitwirkung an
Aufgaben der Selbstverwaltung erwartet. Habilitation f=FCr das Fach
Mathematik oder habilitationsadaequate Leistungen werden vorausgesetzt.
Im uebrigen richten sich die
Einstellungsvoraussetzungen nach =A7 49 UG des Landes NW.

Es wird darauf hingewiesen, dass die Bewerbungen von Frauen ausdruecklich
erwuenscht sind und Frauen bei gleicher Eignung, Befaehigung und fachlicher
Leistung bevorzugt beruecksichtigt werden, sofern nicht in der Person eines
Mitbewerbers liegende Gruende ueberwiegen. Die Bewerbung geeigneter
Schwerbehinderter ist erwuenscht.

Bewerbungen mit den ueblichen Unterlagen werden bis zum 17.11.2000 erbeten an

Dekan des Fachbereichs Mathematik
Universitaet Dortmund
44221 Dortmund
Tel.: (0231) 755(1) - 3050.


From: Technical Group <>
Date: Tue, 24 Oct 2000 18:41:47 +0400
Subject: Contents, East-West Journal of Numerical Mathematics

Vol.8, No.3, 2000, pp.153-256


Constants in Clement-interpolation error and residual based
a posteriori error estimates in Finite Element Methods
C.Carstensen and S.A.Funken

Nonconforming domain decomposition techniques for linear elasticity
R.H.Krause and B.I.Wohlmuth

An efficient iterative solver for a simplified poroelasticity problem
Yu.Kuznetsov and K.Lipnikov

Multigrid methods based on matrix-dependent coarse
spaces for nonconforming streamline--diffusion finite
element discretization of convection--diffusion problems
S.I.Petrova, L.Tobiska, and P.S.Vassilevski

Domain decomposition with non matching grids and
adaptive finite element techniques
J.Pousin and T.Sassi


End of NA Digest