NA Digest Sunday, May 13, 2001 Volume 01 : Issue 19

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

Submissions for NA Digest:

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Information about NA-NET:

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URL for the World Wide Web:

From: Jorge More' <>
Date: Mon, 07 May 2001 14:17:40 -0500
Subject: NEOS Server - Version 4.0

Version 4 of the NEOS Server was released May 3, 2001. This version of
the Server has a number of improvements that allow the processing of more
than 4,000 NEOS jobs per month. New capabilities include:

a job termination facility,
job status information, and
Web server push technology.

The NEOS Server for Optimization has also added new solvers, introducing
nondifferentiable optimization as a category of problem type.


We have continued to add new solvers to our system in the areas of integer
programming, nonlinearly constrained optimization, linear programming, and
nondifferentiable optimization. Some of these include:

Nondifferentiable optimization

ACCPM (C oracle input) Jean-Philippe Vial and Olivier Peton.
APPS (C/C++ input) Sarah A. Brown, Patricia D. Hough,
Tamara G. Kolda,H. Alton Patrick, and
Virginia Torczon.
DFO (AMPL input) Andrew R. Conn, Katya Scheinberg, and
Philippe Toint
NDA (AMPL input) Ladislav Luksan and Jan Vlcek.

Integer Programming

FortMP (AMPL input) OptiRisk Systems Ltd.

Nonlinearly Constrained Optimization

KNITRO (AMPL input) Richard Byrd, Mary Beth Hribar,
Jorge Nocedal and Richard Waltz;
MOSEK (AMPL input) EKA Consulting APS.

Our thanks to the solver developers and Hans Mittelmann for their help in
hooking these solvers to the NEOS Server.

Job Termination

We have added another solver to our list of administrative solvers, 'Kill
Job'. We appreciate when users write to tell us that a particular job was
submitted accidentally or poorly formulated so that we can kill the jobs
and free computing resources. Now users with the appropriate job password
can help us by using 'Kill Job' to signal job termination. Most, though
not all, types of jobs will respond to the user's request to shut down.

Job status

The intermediate and final results from jobs submitted through any of our
interfaces can now be viewed on the Web. A link is available to "Check
Job Status" on the NEOS Server homepage at The job
number and password of your job are required to use this feature. (The
password is assigned by the Server and sent to the user immediately upon
receipt of a submission.)

Server push technology

We have added "server push" technology to our Web site so that instead of
results flashing as they are automatically updated every few seconds, the
Web server sends results to the browser as they become available. Both
"server push" and "client pull" technologies have limits when dealing with
extremely long-running jobs, but with the new design, we can decrease the
load on both the client and server sides of Web communication.

Liz Dolan and Jorge More' for the NEOS Group

The NEOS Server is a project of the Optimization Technology Center,
managed by Argonne National Laboratory and Northwestern University.


From: Vladik Kreinovich <>
Date: Mon, 7 May 2001 15:50:03 -0600 (MDT)
Subject: New Book, Applied Interval Analysis

Luc Jaulin, Michel Keiffer, Olivier Didrit, and Eric Walter,
"Applied Interval Analysis", Springer-Verlag, 2001, ISBN 1-85233-219-0

This book is about guaranteed numerical methods based on interval
analysis for approximating sets, and about the application of these
methods to vast classes of engineering problems. Guaranteed means here
that inner and outer approximations of the sets of interest are
obtained, which can be made as precise as desired, at the cost of
increasing the computational effort. It thus becomes possible to
achieve tasks still thought by many to be out of reach of numerical
methods, such as finding all solutions of sets of non-linear equations
and inequality or all global optimizers of possibly multi-modal criteria.

The basic methodology is explained as simply as possible, in a concrete
and readily applicable way, with a large number of figures and
illustrative examples. Some of the techniques reported appear in the
book format for the first time. The ability of the approach advocated
here to solve non-trivial engineering problems is demonstrated through
examples drawn from the fields of parameter and state estimation,
robust control and robotics. Enough detail is provided to allow
readers with other applications in mind to grasp their significance.

An in-depth treatment of implementation issues facilitates the
understanding and use of freely-available software that makes
interval computation about as easy as computation with floating-point
numbers. The reader is even given the basic information needed to
build her or his own C++ interval library. C++ code implementing the
main ideas of the book can be downloaded from Springer's web site.


From: Leanne Ussher <>
Date: Mon, 07 May 2001 20:21:31 -0400
Subject: Short Course on Numerical Methods in Finance with JAVA and C++

This course is being taught at the Graduate Faculty, of New School
University in New York City, May 14- May 17. 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
(author of "An Introduction to the Mathematics of Financial Derivatives")

Open to Professionals and Interested Graduate Students

This course is an introduction to numerical methods of asset pricing and
risk management using JAVA/C++ and is directed towards applications of
modern asset pricing and risk management methodologies. At the end of
the course the participants should, in principle, be able to do basic
numerical calculations using JAVA, write functional applets for pricing
simple instruments, and be able to convert some of the code to C++. More
importantly, the participants should grasp the fundamentals of major
numerical methods used in finance.

The course is directed towards advanced financial market professionals
and graduate students in finance. It is not directed towards computer
programmers. The discussion of computer languages will be at an
elementary level. Yet, a good programmer may find the part dealing with
numerical methods and pricing useful and may decide to attend.

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


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


From: Pierluigi Colli <>
Date: Wed, 09 May 2001 09:33:45 +0200
Subject: Conference in Trento on Free Boundary Problems

Conference "Free Boundary Problems" (FBP2002)
Trento (Italy), June 5-8, 2002

Centro Servizi Culturali S. Chiara, via S. Croce 67, 38100 Trento
(located in Trento downtown, at 1 km. from the railway station)

German-Italian Organizing Committee:

P. Colli (University of Pavia - Italy)
G. Dziuk (University of Freiburg - Germany)
A. Fasano (University of Firenze - Italy)
K.-H. Hoffmann (C.A.E.S.A.R. - Bonn, Germany)
J. Sprekels (W.I.A.S. - Berlin, Germany)
C. Verdi (University of Milano - Italy)
A. Visintin (University of Trento - Italy)

Scientific Committee:

M. Fremond (Paris)
A. Friedman (Minneapolis)
S. Luckhaus (Leipzig)
M. Niezgodka (Warsaw)
J. Ockendon (Oxford)
M. Primicerio (Firenze)
J.-F. Rodrigues (Lisboa)

Provisional format of this conference:

22 Plenary talks (by invitation)
8 Focus sessions (by invitation)
1 Poster session (open to all partecipants)

Registration fee: 100 Euros, to be paid within March 2002;
modalities will be communicated via web page.

Financial support will be provided, upon request, to
-- participants coming from weak currency countries,
-- participants born after 1.1.1967,
-- participants disposed to share the hotel room.

Potential participants are invited to register within June 2001.

If needed, please contact

Prof. Pierluigi Colli
Dipartimento di Matematica ``F. Casorati''
Universita' di Pavia
Via Ferrata 1, 27100 Pavia, ITALY
Phone: + 39 0382 50 5617
Fax: + 39 0382 50 5602


From: Alex Woo <>
Date: Sat, 12 May 2001 07:58:04 -0700 (PDT)
Subject: Joint ACM JavaGrande/ISCOPE Conference

Call For Participation
Joint ACM Java Grande - ISCOPE 2001 Conference
Stanford University, June 2-4, 2001
Sponsored by ACM

Early Registration deadline: May 17th 2001

Early Conference fees: $275 ACM Member, $325 Non-Member, $125 Student

For the year 2001, Java Grande and ISCOPE
(International Symposium on Computing in Object-oriented Parallel Environments)
have decided to come together for a joint Conference, with a merged Call
for Papers, Program Committee, and ACM Proceedings. The meeting will be
the 5th and 4th, respectively, in the series of meetings that have
successfully pushed the technical envelope of high-performance, parallel,
distributed and/or scientific programming for Java as well as other Object-Oriented
languages, systems, and applications.

Registration for the conference and the tutorials (available also without
conference registration) is now open on-line at

The conference features the following:
- Invited talks by:
Guy Steele, Sun Microsystems
Arch Robison, KAI Software at Intel
- A panel on "Java, C++, C#, and Virtual Machines for high performance"
- 18 highly selected Technical Papers
- A co-sponsored tutorial "HPC using Java" at the Java University of
JavaOne (Palace Hotel, downtown San Francisco) - registration fee $200
- 5 tutorials at Stanford University - registration fee $125 per tutorial
- Working groups of the Java Grande Forum
- Posters

See detailed program at

Participants will have to take care of their housing reservation on
their own. Please consult the list of nearby hotels and motels at

As space and hotel rooms are limited you are strongly advised to register
and make hotel reservation as soon as possible.


From: Wei Cai <>
Date: Sun, 13 May 2001 01:27:10 -0400 (EDT)
Subject: Visiting Faculty Position at UNC Charlotte

University of North Carolina at Charlotte
Department of Mathematics

Application is sought for a visiting faculty position
with experience in scientific computation.
Appointment is renewable for the second ye
ar. Please e-mail application to

Or send the application to Prof. Wei Cai, Department of Mathematics,
University of North Carolina at Charlotte, Charlotte, NC 28223.


From: Peter Sweby <>
Date: Tue, 08 May 2001 10:51:45 +0100
Subject: Postgraduate Training Opportunities at Reading University

The University of Reading
PhD and MSc Studentships in the Mathematics Department 2001

The following studentships are available for October 2001

MSc Studentships:
for the one-year course in the Numerical Solution of Differential Equations.
This course provides training in the techniques of computational mathematics used in
Industry and Research. EPSRC supported*.

MSc Studentships:
for the one-year course in Mathematical and Numerical Modelling of the Atmosphere and
Oceans. This course in applied and computational mathematics, meteorology and
oceanography, is a thorough training for research careers in the mathematical and
environmental sciences. NERC supported*.

PhD Studentships:
for three year doctorates in the areas of Fluid Dynamics, Numerical Analysis or
Applied Analysis, Functional Analysis and Combinatorics consisting of an annual grant
together with conference and travel expenses.*

*These awards are available to UK and EU students only (tuition fees for EU

PhD applicants should hold, or expect to achieve, a minimum Upper Second Class honours
degree in mathematics or a related discipline. The minimum requirement for MSc
candidates is a Lower Second Class honours degree.

For further details and an application form please contact:
Mrs S Davis, The University of Reading, Department of Mathematics, P O Box 220,
Reading RG6 6AX. Tel: 0118 9 318991 or email


From: P K Jimack <>
Date: Wed, 9 May 2001 09:54:44 +0100
Subject: Faculty Positions at University of Leeds

The School of Computing, University of Leeds, is currently seeking to
fill permanent posts at Lecturer, Senior Lecturer or Reader level.

Successful applicants will be required to undertake leading edge research
and teaching of the highest standard within our broadly based degree
programmes and should strengthen one of our existing research groups,
which include Scientific Computation and Visualization.

For further details of these positions, the School of Computing and the
University of Leeds, please visit our Web pages at:


From: T. N. Phillips <>
Date: Fri, 11 May 2001 13:47:34 +0100
Subject: Postdoctoral Position at Aberystwyth


Applications are invited for two Research Assistants to undertake
research on two EPSRC (UK) funded interdisciplinary research
projects with other institutions within the University of Wales.
The Applied Mathematics group in the Department of Mathematics has
an international reputation in the study of Complex Fluids and
achieved Grade 5 ratings in the last two research assessment exercises.

1. Type-Dependent Computations for Viscoelastic Flows.
The aims of this project are to develop accurate and stable finite
volume methods for predicting the flows of viscoelastic fluids and
to make quantitative comparisons with experimental observations.
2. Direct Numerical Simulations of Droplet-Gas Systems for Power
Generation Applications.
The aim of this project is to develop spectral element techniques
for studying problems such as droplet-gas interactions that are
relevant to a range of processes in the power generation industry.

The projects will start on 1 July 2001 or possibly at a later date
to be mutually agreed. Applicants should hold, or expect to obtain
in the near future, a PhD in applied mathematics or engineering. An
ability to write numerical software would be an advantage.

A postgraduate studentship is associated with the first project to
work on Quantitative Comparisons of Numerical Predictions of
Viscoelastic Flows with Experimental Measurements.

The post-doctoral appointments will be for a fixed term of three
years on the RA1A salary scale. For further details contact
Professor T. N. Phillips, Department of Mathematics, University
of Wales, Aberystwyth, SY23 3BZ, (, +44 1970 622769).

Closing date: 22 June 2001.


From: Ake Bjorck <>
Date: Fri, 11 May 2001 16:42:40 +0200 (MET DST)
Subject: Contents, BIT Numerical Mathematics

CONTENTS BIT Numerical Mathematics
Volume 41, Issue 3 (September 2001)
For information to contributers and about subscriptions see

The convergence rate of block preconditioned systems arising
from LMF-based ODE codes
D. Bertaccini and M. K. Ng, pp. 433--450

Expansion over a rectangle of real functions in Bernoulli
polynomials and applications
F. A. Costabile and F. Dell'Accio, pp. 451--464

Algebraic and discrete Velte decompositions
M. Dobrowolski and G. Stoyan, pp. 465--479

A locally conservative Eulerian--Lagrangian finite difference
method for a parabolic equation
J. Douglas, jr. and C.-S. Huang, pp. 480--489

Computing the Hilbert transform of the generalized Laguerre
and Hermite weight functions
W. Gautschi and J. Waldvogel, pp. 490--503

Multirate partitioned Rune--Kutta methods
M. G\"unther, A. Kv{\aern{\o, and P. Rentrop, pp. 504--514

Automatic linear correction of rounding errors
Ph. Langlois, pp. 515--539

Rigorous and portable standard functions
S. M. Rump, pp. 540--562

Worst and average case roundoff error analysis for FFT
M. Tasche and H. Zeuner, pp. 563--581

Factorised preconditionings of successive approximations
in finite precision
A. Timonov, pp. 582--598

On the numerical solution of involutive ordinary differential
systems II: Higher order methods
J. Tuomela and T. Arponen, pp. 599--629


Stability of a pivoting strategy for parallel Gaussian elimination
J. L. Mead, R. A. Renaut, and B. D. Welfert, pp. 630--636

A note on a paper by P. Amodio and F. Mazzia
J. M. Pe{\~na}, pp. 637--640


From: Raimondas Ciegis <>
Date: Thu, 10 May 2001 08:16:39 +0200 (WET)
Subject: Contents, Mathematical Modelling and Analysis

Mathematical Modelling and Analysis

Electronical version is available at

Contents of Volume 6 Number 1

O. Axelsson, V.A. Barker, M. Neycheva, B. Polman
Solving the Stokes problem on a massively parallel computer

V. Bagdonavi\vcius, A. Bikelis, M. Meil\=unas, D. Sto\vskuvien\.e
On the human's vital functions degradation modelling

A. Buikis, S. Solovyov
Influence of input data on the solution of the multiphase liquid flow model

R. \vCiegis, V. Starikovi\vcius
The finite difference scheme for wood drying process

T. Cirulis, D. Cirule, O. Lietuvietis
Multistep degenerate matrix method for ordinary differential equations

B.F. Fatulaev
The main Haseman type boundary value problem for metaanalytic function in the case of circular domains

A.J. Janavi\vcius, P. Norg\.ela, D. Jurgaitis
Uniqueness and convergence of the analytical solution of nonlinear diffusion equation

H. Kalis, I. Kangro
Simple algorithm's for the calculation of heat transport problem in plate

A. Kolesnikov, A. Yashin
Hybrid modelling in stratified decision support systems. II

V.I. Korzyuk, S.V. Lemeshevsky
Problems on conjugation of polytypic equations

A. Krylovas, R. \vCiegis
Asymptotical analysis of one dimensional gas dynamics equations

V.I. Mazhukin, M.M. Chuiko
Solution of two-dimensional multi-interface Stefan problem by the method of dynamic

P. Plaschinsky
One functional operator inversion formula

S. Rutkauskas
On the first boundary value problem for the class of elliptic systems degenerating
at in inner point

R. Wait
Disrete element models of particle flows


End of NA Digest