CURRENT INSTITUTIONAL REPORTS Please note: Reports can be obtained by writing to the person or address given for the publishing institution. We recommend requesting reports by author, title, and number, since the information listed in this column has been transcribed at least once from the original sources. URLs included in the contact's address point to reports that are available online. SIGNUM Newsletter Institutional Reports columns are available online at http://www.netlib.org/signum-reports/ ARGONNE NATIONAL LABORATORY Math and Computer Science Division Argonne National Laboratory 9700 Cass Avenue Argonne, IL 60439 Attn: Dr. Gail Pieper URL: http://www.mcs.anl.gov/Divisional/publications.html D. Levine, M. Facello, P. Hallstrom, G. Reeder, B. Walenz, and F. Stevens, STALK Users Guide, ANL/MCS-TM-214, July 1996. T. L. Disz, M. E. Papka, M. Pellegrino, and M. Szymanski, CAVEcomm Users Manual, ANL/MCS-TM-218, September 1996. CAMBRIDGE Dept. of Applied Mathematics and Theoretical Physics University of Cambridge Silver Street Cambridge CB3 9EW England 0223 337900 email: Karen@amtp.cam.ac.uk URL: http://www.damtp.cam.ac.uk/DAMTP/user/na/reports.html Antonella Zanna, The method of iterated commutators for ordinary differential equations on Lie groups, NA1996/12. Arieh Iserles, Numerical methods on (and off) manifolds, NA1996/13. Antonella Zanna and Hans Munthe-Kaas, Iterated commutators, Lie's reduction method and ordinary differential equations on matrix Lie groups, NA1996/14. Hans Munthe-Kaas and Antonella Zanna, Numerical integration of differential equations on homogeneous manifolds, NA1996/15. Alan Feldstein and Yunkang Liu, On neutral functional-differential equations with variable time delays, NA1996/16. Malcolm Sabin, Pseudo-quadratic rational speed splines, NA1996/17. Maripaz Calvo, Arieh Iserles, and Antonella Zanna, Conservative methods for the Toda lattice equations, NA1996/18. CERFACS Centre Europe en de Recherche et de Formation Avancee en Calcul Scientifique 42, Avenue Gustave-Coriolis 31057 Toulouse Cedex, France Attn. Librarian: 010 33 61193131 email: library@cerfacs.fr URL: http://www.cerfacs.fr/algor/algo_reports.html F. Chaitin-Chatelin, Is nonnormality a serious computational difficulty in practice?, TR/PA/96/33. M. Benzi and M. Tuma, Approximate Inverse Preconditioning for the Conjugate Gradient Method on a Vector Computer, TR/PA/96/41. M. Benzi, Remarks on the Numerical Solution of Certain Linear Complementarity Problems, TR/PA/96/42. COMPUTATIONAL MATHEMATICS LABORATORY (CML) Rice University P. O. Box 1892 Houston, TX 77251 email: compmath@rice.edu URL: http://cml.rice.edu/tech.html P. N. Heller, and R. O. Wells, Jr., Sobolev Regularity for Rank M Wavelets, CML TR96-08. CORNELL UNIVERSITY Cornell University Advanced Computing Research Institute Cornell Theory Center 725 Frank H.T. Rhodes Hall Ithaca, New York 14853-3801 email: croft@cs.cornell.edu URL: http://www.tc.cornell.edu/Research/ACRI/tech_reports.html A.W. Bojanczyk and Georg Heining, Transformation Techniques for Toeplitz and Toeplitz-Plus-Hankel Matrices Part I. Transformations, CTC96TR250, August 1996. A.W. Bojanczyk and Georg Heining, Transformation Techniques for Toeplitz and Toeplitz-Plus-Hankel Matrices Part II. Algorithms, CTC96TR251, August 1996. Yuying Li, Piecewise Differentiable Minimization for Ill-posed Inverse Problems, CTC96TR252, August 1996. Arun Verma, On the Efficient Methods to Solve ODEs and BVPs Using Automatic Differentiation, CTC96TR253, August 1996. A.W. Bojanczyk and A. Lutoborski, The Procrustes Problem for Orthogonal Stiefel Matrices, CTC96TR255, August 1996. Patricia Hough, Stable and Efficient Solution of Weighted Least-Squares Problems with Applications in Interior Point Methods, CTC96TR256, August 1996. Thomas F. Coleman and Arun Verma, Structure and Efficient Hessian Calculation, CTC96TR258, September 1996. UNIVERSITY OF DURHAM Department of Mathematical Sciences University of Durham South Road Durham DH1 3LE: 091 374 2349 URL: http://fourier.dur.ac.uk:8000/num/publications.html J.W. Barrett and J.F. Blowey, Finite Element Approximation of a Model for Phase Separation of a Multi-Component Alloy with a Concentration Dependent Mobility Matrix, NA-96/03. EIDGENOSSICHE TECHNISCHE HOCHSCHULE SEMINAR FUR ANGEWANDTE MATHEMATIK Seminar fur Angewandte Mathematik ETH-Zentrum CH-8092 Zurich URL: ftp://ftp.sam.math.ethz.ch/pub/sam-reports/ M. Feistauer and C. Schwab, On coupled problems for viscous flow in exterior domains, 96-07. A.-T. Morel, Multidimensional Scheme for the Shallow Water Equations, 96-08. A.-T. Morel, M. Fey, and J. Maurer, Multidimensional High Order Method of Transport for the Shallow Water Equations, 96-09. J. Waldvogel, Symplectic Integrators for Hill's Lunar Problem, 96-10. K. Gerdes, The conjugated vs. the unconjugated infinite element method for the Helmholtz equation in exterior domains, 96-11. K. Gerdes and C. Schwab, Hierarchic models of Helmholtz problems on thin domains, 96-12. H. Forrer, Second Order Accurate Boundary Treatment for Cartesian Grid Methods, 96-13. R. Resch, F. Stenger, and J. Waldvogel, Functional Equations Related to the Iteration of Functions, 96-14. W. Gautschi and J. Waldvogel, Contour Plots of Analytic Functions, 96-15. M.D. Buhmann and R. Fletcher, M.J.D. Powell's work in univariate and multivariate approximation theory and his contribution to optimization, 96-16. M.D. Buhmann, Ch.A. Micchelli, and A. Ron, Asymptotically Optimal Approximation and Numerical Solutions of Differential Equations, 96-17. R. Sperb, An alternative to Ewald sums. Part I: Identities for sums, 96-18. C. Lage, The Application of Object Oriented Methods to Boundary Elements, 96-19. C. Schwab, M. Suri, and C. Xenophontos, The hp finite element method for problems in mechanics with boundary layers, 96-20. INSTITUTE FOR ADVANCED COMPUTER STUDIES (UMIACS) Institute for Advanced Computer Studies (UMIACS) University of Maryland College Park, MD 20742 email: tr@umiacs.umd.edu URL: http://www.cs.umd.edu/TRs/TRumiacs.html Howard C. Elman, David J. Silvester, and Andrew J. Wathen, Iterative Methods for Problems in Computational Fluid Dynamics, UMIACS-TR-96-58, August 1996. Misha E. Kilmer and Dianne P. O'Leary, Pivoted Cauchy-like Preconditioners for Regularized Solution of Ill-Posed Problems, UMIACS-TR-96-63, September 1996. Per Christian Hansen and Dianne P. O'Leary, Regularization Algorithms Based on Total Least Squares, UMIACS-TR-96-65, September 1996. Jeffrey K. Hollingsworth and Michael Steele, Grindstone: A Test Suite for Parallel Performance Tools, UMIACS-TR-96-73, October 1996. INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING (ICASE) NASA Langley Research Center Hampton, VA 23665 Attn: Ms. Barbara Kraft URL: http://www.icase.edu/docs/library/reports/rdp/ Jeff Borggaard and John Burns, A PDE sensitivity equation method for optimal aerodynamic design, NASA CR-198349 ICASE Report No. 96-44, June 1996. C. T. Kelley and David E. Keyes, Convergence analysis of pseudo-transient continuation, NASA CR-201585 ICASE Report No. 96-46, July 1996. Saul Abarbanel and Adi Ditkowski, Multi-dimensional asymptotically stable finite difference schemes for the advection-diffusion equation, NASA CR-201586 ICASE Report No. 96-47, July 1996. Xiao-Chuan Cai, Charbel Farhat, and Marcus Sarkis, Variable degree Schwarz methods for the implicit solution of unsteady compressible Navier-Stokes equations on two-dimensional unstructured meshes, NASA CR-201588 ICASE Report No. 96-48, July 1996. J. R. Ristorcelli and G. A. Blaisdell, Consistent initial conditions for the DNS of compressible turbulence, NASA CR-201589 ICASE Report No. 96-49, July 1996. Shlomo Ta'asan and Hong Zhang, Fourier-Laplace analysis of multigrid waveform relaxation method for hyperbolic equations, NASA CR-201598 ICASE Report No. 96-53, August 1996. E. Turkel, V. N. Vatsa, and R. Radespiel, Preconditioning methods for low-speed flows, NASA CR-201605 ICASE Report No. 96-57, October 1996. Leland Jameson, Wavelet-based grid generation, NASA CR-201609 ICASE Report No. 96-59, October 1996. Indraneel Das, An interior point algorithm for the general nonlinear programming problem with trust region globalization, NASA CR-201615 ICASE Report No. 96-61, October 1996. Luca F. Pavarino, Preconditioned mixed spectral element methods for elasticity and Stokes problems, NASA CR-201619 ICASE Report No. 96-64, October 1996. UNIVERSITY OF MANCHESTER (UMIST) Department of Mathematics University of Manchester Oxford Road Manchester, M13 9PL, England Attn: Technical Report Secretary: 061 275 5800 email: francesca@ma.man.ac.uk URL: ftp://ftp.ma.man.ac.uk/pub/narep/ Antony Smith and David Silvester, Implicit Algorithms and their Linearisation for the Transient Incompressible Navier-Stokes Equations, 290, October 1996. Christopher T. H. Baker, Numerical Analysis of Volterra Functional and Integral Equations - State of the Art, 292, September 1996. Thierry Braconnier, Fvpspack: A Fortran and PVM Package to Compute the Field of Values and Pseudospectra of Large Matrices, 293, August 1996. Nicholas J. Higham, Testing Linear Algebra Software, 294, August 1996. Nicholas J. Higham and Sheung Hun Cheng, Modifying the Inertia of Matrices Arising in Optimization, 295, September 1996. Jesse L. Barlow and Hongyuan Zha, Growth in Gaussian Elimination, Orthogonal Matrices, and the Euclidean Norm, 296, September 1996. MINNESOTA SUPERCOMPUTER INSTITUTE University of Minnesota 1200 Washington Avenue South Minneapolis, MN 55415 or fax (612)624-8861 URL: http://www.msi.umn.edu/Reports/reporthead.html A. Stathopoulos, Y. Saad, and K. Wu, Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods, UMSI 96/123, June 1996. E. Chow and M.A. Heroux, Block Preconditioning Toolkit, UMSI 96/183, September 1996. READING Department of Mathematics University of Reading P.O. Box 220 Reading, RG6 2AX England 0734 875123 URL: http://www.reading.ac.uk/AcaDepts/sm/wsm1/NA-reports.html M.J. Baines, Numerical Variational Techniques on Adjustable Meshes, 4/96. C-Y. He, J.J. Hench, and V. Mehrmann, A Note on Damped Algebraic Riccati Equations, 5/96. J.J. Hench and N.K. Nichols, A First Principles Derivation of a Simple Non-linear Aerodynamic Model, 6/96. RUTHERFORD Atlas Centre Attn. L. Miles Rutherford Appleton Laboratory Didcot Oxon OX11 0QX England: 0235 445790 URL: ftp://seamus.cc.rl.ac.uk/pub/reports/ Iain. S. Duff, Sparse numerical linear algebra: direct methods and preconditioning, RAL-TR-96-047. STANFORD UNIVERSITY SCCM Program, MC 9025 Stanford University Gates Building 2B Stanford, CA 94305-9025, USA Phone: (415) 723-3125 Fax: (415) 723-2411 e-mail: info@sccm.stanford.edu URL: http://www-sccm.stanford.edu/tech_reports.html Sowmini Varadhan, Michael W. Berry, and Gene H. Golub, Approximating Dominant Singular Triplets of Large Sparse Matrices via Modified Moments, SCCM-96-09. Moody T. Chu, R. E. Funderlic, and Gene H. Golub, Rank Modifications of Semi-Definite Matrices with Applications to Secant Updates, SCCM-96-10. Henk A. van der Vorst and Gene H. Golub, 150 Years Old and Still Alive: Eigenproblems, SCCM-96-11. Jeremy H. Smith and Andrew M. Stuart, Analysis of Continuous Moving Mesh Equations, SCCM-96-12. Martin J. Gander and Andrew M. Stuart, Influence of Overlap on the Convergence Rate of Waveform Relaxation, SCCM-96-13. Erik G. Boman and Bruce Hendrickson, A Multilevel Algorithm for Reducing the Envelope of Sparse Matrices, SCCM-96-14. J. Baglama, D. Calvetti, G. H. Golub, and L. Reichel, Adaptively Preconditioned GMRES Algorithms, SCCM-96-15. S. Chandrasekaran, G. H. Golub, M. Gu, and A. H. Sayed, Efficient Algorithms for Least Square Type Problems with Bounded Uncertainties, SCCM-96-16. Gene H. Golub and Henk A. van der Vorst, Closer to the Solution: Iterative Linear Solvers, SCCM-96-17. Gene H. Golub and Gerard Meurant, Matrices, Moments and Quadrature II (or How to compute the norm of the error in iterative methods), SCCM-96-18. UNIVERSITY OF STRATHCLYDE Department of Mathematics Livingstone Tower 26 Richmond Street Glasgow G1 1XH: 041 552 4400 URL: http://www.strath.ac.uk/Departments/Maths/research/report.html Y. Qui and D. M. Sloan, Analysis of Difference Approximations to a Singularly Perturbed Two-point Boundary Value Problem on an Uneven Grid, 1996/26. Y. Qiu, D. M. Sloan, and T. Tang, Numerical solution of a singularly perturbed two-point boundary value problem using equidistribution: analysis of convergence, 1996/30. J. A. Mackenzie, Moving Mesh Finite Volume Methods for One-Dimensional Evolutionary Partial Differential Equations, 1996/32.