- Today's Editor:
- Cleve Moler
- The MathWorks, Inc.
- moler@mathworks.com

- New Book, Tools for Computational Finance
- Semester at UCLA IPAM on Nanoscale Science
- Dundee NA Conference 2003
- Conference Celebrating Axel Ruhe's 60th birthday
- Householder Fellowship at ORNL
- Postdoctoral Position at the University of Leicester
- Contents, Computational Methods in Applied Mathematics
- Contents, ACM Transactions on Mathematical Software
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From: Gaston Gonnet <gonnet@inf.ethz.ch>

Date: Fri, 6 Sep 2002 17:51:02 +0200 (MET DST)

**Subject: Testing Functions Accuracy**

This is a relatively demanding test for the accuracy of mathematical system

functions like, sin, exp, lgamma, etc. It consists of a group of programs,

one for each function, which can be run on a target machine and will produce

a short report about the precision of the function in that machine.

Everything can be found under

http://www.inf.ethz.ch/personal/gonnet/FPAccuracy/Analysis.html

There are two main goals for producing this software: first to understand how

reliable the numerical evaluations of the system you use are, and secondly to

provide some encouragement to the developers to improve some areas with

problems.

We have run these tests for 4 different architectures/operating systems. The

tests also reveal some properties of the hardware. There are lots of extremely

interesting and surprising results.

Each function is tested over various inputs, for which we have precomputed the

result to higher precision. These inputs are difficult, in various senses.

First, a list of known problematic values are tried. Secondly, values which

will evaluate to problematic values are also tried. Finally, ranges of values

are explored randomly, but for each value, nasty neighbours are computed. A

nasty value is one for which the exact result will be extremely close to 0.5

ulp. This is done with a cute application of the LLL lattice reduction

algorithm. By testing with these numbers we often find the weakest

approximations.

Best wishes, Gaston Gonnet.

------------------------------

From: Vadim Olshevsky <olshevsky@math.uconn.edu>

Date: Tue, 3 Sep 2002 21:08:45 -0400

**Subject: Change of Address for Vadim Olshevsky**

Dear colleagues and friends,

I have joined the Department of Mathematics of

The University of Connecticut. My new address is:

Vadim Olshevsky

Department of Mathematics

University of Connecticut

196 Auditorium Road, U-9

Storrs, CT 06269

email: olshevsky@math.uconn.edu

url: www.math.uconn.edu/~olshevsk

Cheers,

Vadim

------------------------------

From: Ruediger Seydel <R.Seydel@Uni-Koeln.DE>

Date: Tue, 3 Sep 2002 13:10:41 +0200 (MET DST)

**Subject: New Book, Tools for Computational Finance**

A new book is available:

TOOLS FOR COMPUTATIONAL FINANCE

by Rudiger Seydel

This book provides a practical introduction to Computational Finance,

formulating methods and algorithms that can be implemented and used.

The topics cover tools for modeling, stochastic differential

equations, and the PDE context of the Black-Scholes world.

Applications are mainly to options, including exotic options.

Numerous figures and many examples illustrate the concepts.

An extensive appendix provides additional material for readers with

little background. The book is written with a minimum of formalism

and focussing on readability.

The book grew out of courses about this topic. In the experience of

the author, the topic of Computational Finance is highly attractive

to students. In this area one finds exciting applications in the

financial press and is tempted to apply the algorithms to the daily

financial world. The topic can be recommended to be added to any

NA syllabus. The full table of contents is available at

www.springer.de

The book was published by Springer, Berlin 2002;

Universitext, 224 pages; ISBN 3-540-43609-X

------------------------------

From: Eilish Hathaway <eilish@ipam.ucla.edu>

Date: Thu, 5 Sep 2002 12:33:47 -0700

**Subject: Semester at UCLA IPAM on Nanoscale Science**

Program in Mathematics in Nanoscale Science and Engineering at the

Institute for Pure and Applied Mathematics (IPAM): There will be a

semester long program in Mathematics in Nanoscale Science and

Engineering from September 16 - December 13, 2002.

Details of the program, an application form and other information are at

http://www.ipam.ucla.edu/programs/nano2002/

The program will take place at the IPAM building on the campus of UCLA

in Los Angeles. The program is organized by Russel Caflisch (UCLA),

James Heath (UCLA), Mitchell Luskin (University of Minnesota), Antonio

Redondo (Los Alamos National Laboratory), and Peter Shor (AT&T Labs-Research).

Funding is available for graduate students, post-docs and others who wish to

attend the entire program. Online application form is on our website.

Funding is also available for shorter stays.

Mathematical and computational methods are expected to play a major role

in nanoscience and nanoengineering. Mathematics and computation can

provide effective theory and simulations for analysis and interpretation

of experimental results, model-based prediction of nanoscale phenomena,

and design and control of nanoscale systems. Computational methods, such

as density functional theory (DFT) and kinetic Monte Carlo (KMC), have

already had major success in nanoscience, and there are still many

opportunities for further involvement of mathematics and computation in

nanoscience. Exploiting these opportunities will require collaboration

between mathematical scientists and nanosystems researchers.

Schedule

Tutorials: September 17-20, 2002

Workshop I Alternative Computing: September 30- October 4, 2002

Organizing Committee: Russel Caflisch (UCLA), James Heath (UCLA), Vwani

P. Roychowdhury (UCLA)

Workshop II Joint IPAM/MSRI Workshop on Quantum Computing: October

21-25, 2002. Organizing Committee: Peter Shor (AT&T), David Di Vincenzo

(Watson-IBM)

Workshop III Data Analysis and Imaging: November 4-8, 2002

Organizing Committee: Guillermo Sapiro, Chair (UMN), Richard Kiehl

(UMN), and Michael Vannier (Univ of Iowa)

Workshop IV Modeling and Simulation for Materials: November 18-22, 2002

Organizing Committee: Emily Carter (UCLA), Mark F. Gyure (HRL), Mitchell

Luskin (Minn), Tamar Schlick (Courant), and Weinan E (Princeton)

Full details of the program and its workshops can be found at

http://www.ipam.ucla.edu/programs/nano2002/. Program specific

questions can be addressed to nano2002@ipam.ucla.edu .=20

------------------------------

From: David F Griffiths <dfg@maths.dundee.ac.uk>

Date: Fri, 6 Sep 2002 17:24:50 +0100

**Subject: Dundee NA Conference 2003**

20th BIENNIAL CONFERENCE ON NUMERICAL ANALYSIS

UNIVERSITY OF DUNDEE, SCOTLAND, UK

Tuesday 24 June - Friday 27 June, 2003

INVITED SPEAKERS

The special invited lecture in honour of A. R. Mitchell will be

presented by

Professor Stan Osher, University of California

The other Principal Speakers will include

Mario Arioli, Rutherford Appleton Laboratory, UK

Martin Buhmann, Justus-Liebig-Universitat Giessen, Germany

Bob Fourer, Northwestern University, USA

Gene Golub, Stanford University, USA

Jacek Gondzio, The University of Edinburgh, UK

David Gottlieb, Brown University, USA

Max Gunzburger, Iowa State University, USA

Des Higham, University of Strathclyde, UK

Martin Stynes, National University of Ireland

Philippe Toint, University of Namur, Belgium

Some further information is available at the conference web site:

http://www.maths.dundee.ac.uk/~naconf/

Details of registration/accommodation fees as well as arrangements for

contributed talks will be posted on this page when they become

available in a few weeks time.

Conference Secretaries:

David Griffiths

Alistair Watson

Contact (email preferred)

Dr David F. Griffiths

Numerical Analysis Conference

Department of Mathematics

The University of Dundee

Dundee DD1 4HN

Scotland, UK

Telephone: +44(1382)344467/344471

FAX : +44(1382)345516

email: dfg@maths.dundee.ac.uk

------------------------------

From: Bo Kagstrom <bokg@cs.umu.se>

Date: Sat, 7 Sep 2002 13:33:51 +0200 (MEST)

**Subject: Conference Celebrating Axel Ruhe's 60th birthday**

Conference celebrating Axel Ruhe's 60th birthday, Oct 14, 2002

In celebration of Axel Ruhe's sixtieth birthday and his many contri-

butions to numerical analysis, there will be a one-day conference

at Nada/KTH, Stockholm, October 14, 2002. The theme of the conference

is numerical analysis with the emphasis on numerical linear algebra.

(See www.nada.kth.se/ruheconference/)

Axel Ruhe is a professor in numerical analysis at NADA/KTH. He took

his Ph D in Lund 1970 and he worked in Umea 1970-1983 and at Chalmers

in Goteborg 1983-2001. Axel's main research field is numerical linear

algebra, and in particular eigenvalue problems. He has also worked in

optimization.

So far the following speakers, representing international and Swedish

colleagues and friends of Axel, have accepted the invitation to give a

presentation.

Zhaojun Bai, University of California at Davis

Ake Bjorck, University of Linkoping

Katarina Blom, Chalmers

Kenneth Holmstrom, Malardalen University

Bo Kagstrom, Umea University

Joakim Moller, KTH

Lina von Sydow, Uppsala University

Henk A. van der Vorst, University of Utrecht

Organizing committee

Thomas Ericsson, Chalmers, G