NA Digest Sunday, March 29, 1998 Volume 98 : Issue 12

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

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Information about NA-NET:

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URL for the World Wide Web:

From: NA Digest <>
Date: Sun Mar 29 21:06:09 EST 1998
Subject: NA Digest Calendar

The Netlib Conferences Database is on the Web at:

NA Digest Calendar
Date Topic Place NA Digest #

Apr. 1- 4 Computational Engineering Nabeul-Hammamet, Tunisia 24
Apr. 4- 9 Computational Mechanics Sintra, Portugal 49
Apr. 12-15 Nonlinear Evolution Equations Athens, GA 10
Apr. 14-16 Statistics, Informatics, ... Beirut, Lebanon 09
Apr. 15-17 Numerical Mathematics Cape Town, So. Africa 48
Apr. 15-20 Scattered Data Fitting Puerto Vallarta, Mexico 06
Apr. 20-23 Interval Methods in Global Optimization Nanjing, China 45
Apr. 22-24 Computational Aerosciences Workshop Hampton, VA 25
Apr. 23-23 Monte Carlo Tools Stennis Center, MS 10
Apr. 25 Midwest NA day Macomb, IL 04
Apr. 27-29 Real Numbers and Computers Paris, France 41

May 3- 6 Fourier Analysis Kuwait Univ., Kuwait 03
May 7- 9 Control and Its Applications Jacksonville, FL 36
May 11-15 Quantifying Uncertainty in Predictions Los Alamos, NM 12
May 21-22 Mathematical Programming Washington, DC 01
May 25-29 Combinatorial and Global Optimization Chania, Crete, Greece 42
May 26-28 Computing in Chemical Engineering Hamburg, Germany 10
May 28-29 PDE Odense, Denmark 09

June 1- 4 Artificial Intelligence & Expert Systems Benicassim, Spain 32
June 1- 5 Wave Propagation Golden, CO 42
June 6- 8 Derivative Securities Markets Hong Kong 12
June 7-10 Computational Geometry Minneapolic, MN 33
June 11-16 Applied and Industrial Mathematics Venice, Italy 08
June 12-13 Industrial Mathematics Logan, UT 09
June 14-17 Applied Parallel Computing Umea, Sweden 06
June 15-17 Honor Alexandre Chorin Berkeley, CA 43
June 15-17 Wavelets for Reconstructing Functions Montecatini, Italy 06
June 15-19 PDE and Numerical Analysis Beijing, China 05
June 15-20 Computational Physics Dubna, Russia 48
June 16-17 Numerical Analysis and Computers Manchester, UK 08
June 21-23 Vector and Parallel Processing Porto, Portugal 37
June 21-25 Simulation St. Petersburg, Russia 50
June 22-26 Spectral and High Order Methods Tel Aviv, Israel 52
June 22-26 Monte Carlo Claremont, CA 05
June 22-27 Siberian Congress Novosibirsk, Russia 45
June 25-26 Optimization Days Stockholm, Sweden 51
June 25-27 Scientific Computing Alicante, Spain 43
June 29-30 Workshop on Orthogonal Polynomials Madrid, Spain 47
June 29... Parallel Computing, Economics, Finance Cambridge, UK 45
June 29... Congress on Computational Mechanics Buenos Aires,Argentina 23
June 29... Bifurcation Theory Xi'an, China 30
June 29... Parallel Algorithms in Finance Cambridge, UK 43
June 29... Numerical ODEs Auckland, New Zealand 12

July 1- 3 Optimization Perth, Australia 22
July 3- 5 GAMM, Iterative Processes Kiel, Germany 09
July 5-17 Numerical Analysis Summer School Leicester, UK 10
July 6- 9 Numerical Grid Generation London, UK 40
July 9-10 Applied and Computational Mathematics Hervey Bay, Australia 40
July 6-10 Air Pollution Modelling Sofia, Bulgaria 10
July 12 Optimization Algorithms Orlando, FL 07
July 12-14 Women in Mathematics Workshop Toronto, Canada 05
July 13-15 Parallel Computation Oxford, UK 40
July 13-17 Discrete Mathematics Toronto, Canada 47
July 13-17 SIAM Annual Meeting Toronto, Canada 49
July 13-17 Supercomputing Melbourne, Australia 49
July 14-18 Discrete Simulation of Fluids Oxford, UK 12
July 19-24 Telecommunication Systems Montreal, Canada 40
July 20-22 Optimization Coimbra, Portugal 47
July 20-23 Accurate Solution of Eigenvalue Problems University Park, PA 47
July 20-24 Domain Decomposition Methods Greenwich, UK 36
July 20-24 Black Boxes for Parallel Computing Greenwich, UK 11
July 21-24 Finite Elements Methods Hong Kong 09
July 27... Computional and Applied Mathematics Leuven, Belgius 38
July 27... Mathematics Modeling Workshop Raleigh, NC 07
July 30... Self-Similar Systems Dubna, Russia 47

Aug. 2- 5 Large Scale Matrix Computations Dalian, China 12
Aug. 6- 7 Expert Systems for Numerical Computing Columbia, MO 07
Aug. 9-11 Applications of Computer Algebra Prague, Czech Republic 49
Aug. 9-11 Irregularly Structured Problems Berkeley, CA 03
Aug. 9-21 Error Control and Adaptivity Antalya, Turkey 08
Aug. 10-13 Integral Methods Houghton, MI 09
Aug. 18-27 International Congress of Mathematicians Berlin, Germany 03
Aug. 18-27 ICM98 Session on Mathematical Software Berlin, Germany 27
Aug. 18-27 VideoMath Festival Berlin, Germany 52
Aug. 19-23 Numerical Methods and Applications Sofia, Bulgaria 08
Aug. 19-23 Incompressible Visous Flow Sofia, Bulgaria 07
Aug. 24-26 European Symposium on Algorithms Venice, Italy 06
Aug. 24-26 Hydroinformatics Copenhagen, Denmark 25
Aug. 24-27 Computational Mechanics Miskolc, Hungary 03
Aug. 31... IFIP World Computer Congress Vienna and Budapest 96:46

Sep. 1- 4 Parallel Computing Southampton, UK 47
Sep. 1- 4 Numerical Methods inParallel Computing Southampton, UK 48
Sep. 1- 5 Solid Mechanics Zakopane, Poland 37
Sep. 2- 4 Computational Methods in Engineering Ghent, Belgium 34
Sep. 2- 5 Computational Physics Granada, Spain 05
Sep. 7- 9 Control and Data Processing Prague, Czech Republic 39
Sep. 7-12 PDE Meeting in the Sun Mission Beach, Austral.11
Sep. 7-14 Analytic Number Theory and Space Tilings Kyiv, Ukraine 11
Sep. 14-18 PDEs Marrakech, Morocco 12
Sep. 14-16 Software Tools for Scientific Computing Oslo, Norway 49
Sep. 14-18 Partial Differential Equations Marrakech, Morocco 42
Sep. 22-25 Validated Numerics Budapest, Hungary 47
Sep. 24-26 Computer Mathematics Athens, Greece 04
Sep. 28-30 Iterative Methods for Elasticity Nijmegen, Netherlands 48
Sep. 30... Computing in Electrical Engineering Berlin, Germany 07
Sep. 30... Operational Research Rovinj, Croatia 10

Oct. 1- 3 Industrial Flow Problems Barcelona, Spain 08
Oct. 4- 9 Wavelets in the Geosciences Delft, Netherlands 06
Oct. 5- 8 Multigrid Methods Bonn, Germany 12
Oct. 7-11 Operator Theory Winnipeg, Canada 05
Oct. 14-16 Simulation of Devices and Technologies Cape Town, So. Africa 11
Oct. 14-17 Mathematical Physics Knoxville, TN 48
Oct. 18-20 Iterative Methods Austin, TX 48
Oct. 21-23 Object Oriented Methods Yorktown Heights, NY 11
Oct. 22-23 Mathematical Foundations for CAD Troy, MI 42
Oct. 25-28 Operations Research Seattle, WA 11
Oct. 26-29 Air Pollution Modelling Paris, France 48

Nov. 15-20 ASME, Parallel Computing Anaheim, CA 09
Nov. 30... Complex Systems Sydney, Australia 12

Dec. 7-11 Scientific Computing Hong Kong 10
Dec. 15-18 Nonlinear Programming Hong Kong 43
Dec. 16 Honor Dave Sloan Strathclyde, UK 12
Dec. 19-21 Operations Research Agra, India 09

May 10-14 Theoretical and Computational Acoustics Trieste, Italy 01
June 14-18 Householder Symposium Whistler B.C., Canada 49
June 29-July 2 Numerical Analysis Dundee, Scotland 49
July 12-16 System Modelling and Optimization Cambridge, UK 04

From: Jorge More' <>
Date: Tue, 24 Mar 1998 16:08:25 -0600
Subject: AMPL Optimization Solvers on NEOS

We have installed several solvers on NEOS that accept problems in AMPL,
a mathematical programming language that is suitable for rapid
prototyping and model development. For more information on AMPL, see

The DONLP2, LANCELOT, LOQO, MINOS, and SNOPT solvers can be found at

This page also has a pointer to the AMPL-PRO interface, which allows
users to submit a problem to all the solvers. Each solver has instructions
on how to submit a problem using AMPL, as well as pointers to a user guide
and a set of sample problems. For examples of models in AMPL format, see

Credit for installing these solvers is due to

AMPL David Gay and Bob Fourer
AMPL-PRO Chih-Jen Lin
DONLP2 Hans Mittelmann and Peter Spellucci
LOQO Bob Vanderbei
MINOS Michael Saunders
SNOPT Philip Gill

If you are interested in receiving occasional announcements of
NEOS-related news, subscribe to the neos-news mailing list by sending
the message "subscribe" to



From: Luc Giraud <>
Date: Thu, 26 Mar 1998 15:04:59 +0100 (MET)
Subject: GMRES Implementations for Real and Complex Arithmetic

For internal CERFACS purpose, we have developed an implementation of
the GMRES algorithm for real and complex, single and double precision
arithmetics suitable for serial, shared memory and distributed memory
For the sake of simplicity, flexibility and efficiency, the GMRES
solvers have been implemented using the reverse communication
mechanism for the matrix-vector product, the preconditioning and the
dot product computations. The code is written in Fortran 77. For
distributed memory computation several orthogonalisation procedures
have been implemented to reduce the cost of the dot product
calculation, that is a well-known bottleneck of efficiency for the
Krylov methods. Finally the implemented stopping criterion is based on
a normwise backward error.

Each of the four packages can be downloaded from the CERFACS Web
page at the following URL address :

V. Fraysse, L. Giraud & S. Gratton
Parallel Algorithms Project
42 Av. Coriolis URL :
31057 Toulouse Tel : (33) 561 19 31 31
France Fax : (33) 561 19 30 00


From: Joseph Traub <>
Date: Sun, 29 Mar 98 14:15:18 EST
Subject: New Prize for Achievement in Information-Based Complexity


This annual prize is for outstanding achievement in
information-based complexity. It will consist of three thousand dollars
($3,000) and will be awarded at a suitable location. The initial prize
committee will consist of Joseph F. Traub and Henryk Wozniakowski. Anyone
other than current members of the prize committee is eligible. The
members of the prize committee would appreciate nominations for the prize.
However, a person does not have to be nominated to win the award.

The deadline for the first award in June 30, 1999. The
achievement can be based on work done in a single year, a number of years,
or over a lifetime. It can be published in any journal, number of
journals, or monographs.

This prize is separate from the Journal of Complexity's
Best Paper Award.


From: Joseph Traub <>
Date: Sun, 29 Mar 98 14:17:17 EST
Subject: Numerical Tests on High Dimensional Integrals


In a series of papers our research group has shown that
quasi-Monte Carlo methods using low discrepancy sequences are superior to
Monte Carlo methods for the high dimensional integrals arising in
mathematical finance. A possible explanation may be that these problems
are non-isotropic; see I. A. Sloan and H. Wozniakowski, "When are
Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?",
Journal of Complexity, March, 1998, 1-33.

In a recent paper ("Faster Evaluation of Multidimensional
Integrals" by A. Papageorgiou and J. F. Traub, Computers in Physics,
11(6), 1997, 574-578), we tested a high-dimensional model problem
proposed by the physicist B.D. Keister. This problem is isotropic. We
found that quasi-Monte Carlo converged as 1/n while Monte Carlo converged
as 1/sqrt(n). Quasi-Monte Carlo was also greatly superior to several
quadrature rules tested by Keister.

You may obtain our recent paper as well as papers reporting test
results from mathematical finance at

Numerous test results using our FINDER software system may also be found
at this site.


From: Erricos John Kontoghiorghes <>
Date: Fri, 27 Mar 1998 19:20:43 +0000
Subject: Special Issue of the Parallel Computing Journal

Parallel Computing Journal
Call For Papers
Special Issue on Economics, Finance and Decision-Making

Editors: Erricos J. Kontoghiorghes, Anna Nagurney, and Berc Rustem

Papers are sought that address the use of parallel computing and
algorithms for solving economic and finance problems. Papers on
decision-making that potentially can be used in economics and finance
are equally welcome. Topics of the special issue include, but are not
limited to:

- Parallel computing applications to economics and finance.

- Novel parallel algorithms for solving large scale linear and
non-linear systems arising in economics and finance applications.

- Tools and methods for large scale optimization.

- Parallel computing for real-time data analysis.

- Parallel methods for econometric and financial model simulations.

Important Dates

Deadline of submissions: 01 November 1998
Notification of Acceptance: 01 May 1999
Final versions of accepted papers: 01 August 1999
Publication: Last quarter 1999

Further information can be obtained by contacting the special issue
editors at the following addresses:

* Erricos John Kontoghiorghes, Institut d'informatique, Universite de
Neuchatel, Rue Emile-Argand 11, CH-2007 Neuchatel, Switzerland.

* Anna Nagurney, Department of Finance & Operations Management,
University of Massachusetts, Amherst, MA 01003, USA

* Berc Rustem, Department of Computing, Imperial College, University
of London, 180 Queen's Gate, London SW7 2BZ, UK.


From: John Butcher <>
Date: Wed, 25 Mar 1998 17:55:32 +1200
Subject: Update on Auckland Numerical ODE Workshop

Updated information on the "ANODE" workshop to be held in Auckland,
New Zealand (29 June 1998 to 10 July 1998) is now available at In particular there is
a link to
which provides for electronic registration.
John Butcher


From: Trini Flores <>
Date: Thu, 26 Mar 98 09:43:12 -0500
Subject: Two SIAM Meetings, Discrete Math, Parallel Processing

July 12-15, 1998
University of Toronto
Toronto, Ontario, Canada

The conference program and registration, hotel, dormitory, and
transportation information are now available. Visit the DISCRETE
MATHEMATICS conference Web page at

March 22-24, 1999
Adam's Mark San Antonio-Riverwalk Hotel
San Antonio, Texas

Submissions for a minisymposium proposal, a lecture or poster
presentation are invited. For more information about the conference,
when and how to submit a minisymposium proposal or a contributed
Conference Web page at


From: Hassane Sadok <>
Date: Tue, 24 Mar 1998 17:42:23 --100
Subject: Congress on Numerical Methods for Partial Differential Equations

International Congress on Numerical Methods for Partial Differential Equations

Marrakech, Morocco
September 14--18, 1998

Conference topics

1. Finite difference methods,
2. Finite element methods,
3. Spectral methods,
4. Multigrids and domain decomposition methods,
5. Multilevel Methods,
6. Nonlinear Galerkin methods and inertial manifolds,
7. Solution of systems of linear and nonlinear equations,
8. Preconditioning techniques.

Invited Speakers

1. O. Axelsson (The Netherlands),
2. T. F. Chan (U.S.A.),
3. M. Pierre (France),
4. O. Widlund (U.S.A.),
5. H. Yserentant (Germany).

Organizing Committee

1. C. Brezinski (Universite des Sciences et Technologies de Lille, France),
2. H. El Alaoui (Faculte des Sciences Semlalia , Marrakech, Morocco),
3. A. Hilali (Institut National des Postes et Telecomunications, Rabat, Morocco),
4. A. Lembarki (Faculte des Sciences Semlalia , Marrakech, Morocco),
5. A. Messaoudi (Ecole Normale Superieure, Rabat, Morocco),
6. H. Sadok (Universite du Littoral, Calais, France),

Further Information

Laboratoire de Mathematiques Appliquees
Universite du Littoral
Centre Universtaire de la Mi-voix, Batiment H. Poincare.
50 rue F. Buisson. BP 699
62228 Calais cedex. France.

Email :
Phone : + 33 3 21 46 36 56.
Fax : +33 3 21 46 36 61 \\
WWW-pages :


From: Bruce Boghosian <>
Date: Wed, 25 Mar 1998 10:43:07 -0500 (EST)
Subject: Conference on Discrete Simulation of Fluids


Information, including details of how to register, is now available at:

University of Oxford
14th-18th July 1998

The meeting will focus on discrete modelling methods including lattice gas,
lattice Boltzmann, dissipative particle dynamics, molecular dynamics and
direct simulation Monte Carlo and their applications to fluid flow and the
self-assembly and rheology of complex fluids

International Organising Local Organising
Committee: Committee:
* Bruce Boghosian (Chair) * Julia Yeomans (Chair)
* Shiyi Chen * Chris Care
* Peter Coveney * Peter Coveney
* Gary Doolen * Colin Marsh
* Matthieu Ernst * Patrick Warren
* Ray Kapral
* Dan Rothman
* Sauro Succi
* Julia Yeomans

We are grateful for sponsorship to:

* Unilever * Molecular Simulations
* Courthaulds Incorporated
* Schlumberger Cambridge Research

Invited Speakers (acceptances so far)

R. Kapral University of Toronto
B. Boghosian Boston University
S. Succi Rome
A. Wagner MIT
D. D'Humieres ENS Paris
J.P. Boon Brussels
X. Shan Air Force Research Laboratory
E. Orlandini Saclay, Paris
A. Garcia San Jose State University
B. Nadiga LANL
G. Valhala College of William and Mary, Virginia
M. Ernst Utrecht
P. Espagnol Madrid
P. Warren Unilever
E. Flekkoy Oslo
H. Chen Exa Corporation
S. Redner Boston University
H. Stockman Sandia National Laboratory

For Further Information

Detailed information about meeting registration, housing, the
proceedings (which will appear in the International Journal of Modern
Physics C), and much more is available on the web page given above.


From: Russell Standish <>
Date: Thu, 26 Mar 1998 15:09:39 +1100 (EST)
Subject: Conference on Complex Systems


Conference Announcement and Call for Papers
Complexity Between the Ecos - From Ecology to Economics

November 30th-December 2nd or 3rd 1998
University of New South Wales
Sydney, Australia

"Complexity Between the Ecos - From Ecology to Economics" is the
fourth in a series of successful conferences on Complex Systems. The
inaugural conference "From Biology to Computation" was held at the
Australian National University, Canberra in 1992, subsequent
conferences were held at the University of Central Queensland,
Rockhampton in 1994 ("Mechanisms of Adapation") and at Charles Sturt
University, Albury in 1996 ("From Local Interactions to Global

Tom Ray (artificial life and Tierra) and Andy Wuensche (cellular
automata, random boolean networks and DDLab) have accepted invitations
to give plenary talks at the conference.

Information for authors is available from the Web site. The deadline
for full manuscripts is the 30th of June. Please feel free to submit
abstracts or outlines of potential submissions prior to the deadline
if you feel clarification is necessary.

Please register on the website to receive further email announcements.
Information on registration and payment for the conference will be
available later, as well as accomodation options. At this stage, as
decision has not been taken between a 3 day and a 4 day conference, as
this will depend on how many people register an interest in submitting
a paper. The two weeks following the conference will feature a Complex
Systems summer school at Bathurst, a small country city about 4 hours
drive from Sydney. Researchers, in particular graduate stduents, are
encouraged to attend this to broaden their research skills in Complex

Please refer to the Complex Systems '98 Web site for more details.


From: D. J. Higham <>
Date: Thu, 26 Mar 1998 11:21:33 GMT
Subject: Half-Day Meeting for Dave Sloan's 60th Birthday

Half-Day Meeting to Mark the 60th Birthday
of Professor David M. Sloan
Wed. 16th December, 1998, 2pm--6pm

Department of Mathematics
University of Strathclyde

Iain S. Duff, Rutherford Appleton Laboratory,
David F. Griffiths, University of Dundee,
Graham Wilks, Keele University.

After-dinner speaker: Dr J. Stuart Bramley, University of Strathclyde.

There will be no registration fee for this event.
An evening meal will take place in The Scottish Hotel School
at 7:30pm, at an approximate cost of 15 pounds (UK).
Further details will be announced later.

To register, or to receive further information, please contact
Dr D. J. Higham,
Department of Mathematics,
University of Strathclyde,
26 Richmond Street, Glasgow G1 1XH, UK.
Information is also available on the WWW at


From: Gerhard Zumbusch <>
Date: Thu, 26 Mar 1998 12:59:43 +0100
Subject: GAMM Workshop on Multigrid Methods


10th Anniversary International
GAMM - Workshop on Multigrid Methods
October 5 - 8, 1998 at Bonn (Germany).

- Theory and application of multigrid and multilevel methods
- Implementational issues
- Aspects of parallelization
- Applications in natural sciences and engineering

Invited Speakers
Randy Bank (San Diego, USA)
Tony Chan (Los Angeles, USA)
Vadim Korneev (St. Petersburg, Russia)
Arnold Reusken (Aachen, Germany)

The aim of the workshop is to bring together again scientists whose common
interest is the theory and the application of multigrid and related
methods. The four-day programme will consist of invited lectures,
contributed papers and poster sessions.

Organized by the Department for Applied Mathematics, University Bonn, in
Cooperation with the GAMM-Committees "Discretization Methods in Solid
Mechanics" and "Efficient Numerical Methods for PDEs" and the SFB 256
"Nichtlineare Partielle Differentialgleichungen"

Programme Committee
Dietrich Braess (Bochum, Germany), Michael Griebel (Bonn, Germany),
Wolfgang Hackbusch (Kiel, Germany), Ulrich Langer (Linz, Austria)

Local Organizing Committee
Michael Griebel, Frank Kiefer, Gerhard Zumbusch

Deadlines and Important Dates:
returning the registration form June 15, 1998
submitting the abstract June 15, 1998 (extended)
Notice of acceptance July 15, 1998
Programme will be sent to the participants until September 1, 1998

for further information:


From: Zhongxiao Jia <>
Date: Fri, 27 Mar 1998 20:12:50 -0800
Subject: Dalian Symposium on Large Scale Matrix Computations

International Symposium on Theory and Algorithms
for Large Scale Matrix Problems

Dalian University of Technology, Dalian, China
August 2-5, 1998
(Second Announcement)

Sponsored by the National Education Commission of China, the National
Natural Science Foundation of China and the Dalian University of
Technology, we are intending to organize an ``International Symposium
on Theory and Algorithms for Large Scale Matrix Problems'', which will
be held during August 2-5, 1998 at the Dalian University of Technology,
China. The aim of the symposium is to bring together researchers on the
topics below to exchange ideas and discuss latest developments and results
on them. The conference will focus on numerical solvers for nonsymmetric
(non-Hermitian) problems.

The invited speakers who have confirmed include: Dayong Cai, Zhi-hao Cao,
Jane Cullum, Iain Duff, Roland Freund, Martin Gutknecht, Zhongxiao Jia,
Er-xiong Jiang, Lothar Reichel, Yousef Saad, Danny Sorensen, Kim Chian Toh,
Henk van der Vorst, Qiang Ye.

For more details, see Na Digest, Volume 97: Issue 49.

We would like to remind the persons wishing to attending the Symposiu that
the registration deadline is APRIL 20, 1998, which is approaching very soon.

April 20, 1998: Deadline for acceptance of participation.
April 25, 1998: Deadline for sending out invitation letters for Chinese
May 10, 1998: Deadline for submission of extended abstract no more than
4 pages and of full paper in latex file (preferably by
August 2-5, 1998: Symposium.


Professor Zhongxiao Jia
Department of Applied Mathematics
Dalian University of Technology
Dalian 116024, P.R. CHINA
TEL: +86-411-4709559


From: Conference <>
Date: Fri, 27 Mar 1998 22:37:48 +0800 (HKT)
Subject: Conference on Derivative Securities Markets

- An International Workshop
June 6-8, 1998, HONG KONG

(Deadline for advance registration: May 16, 1998)
(Deadline for submiting a contributed talk: May 16, 1998)

Organized and Sponsored Jointly by:

* Faculty of Business,
* Faculty of Science and Technology,
* Department of Economic and Finance,
* Liu Bie Ju Center for Mathematical Sciences
at City University of Hong Kong


This workshop aims to foster a spirit of cooperation among the
mathematical, financial and business communities. It will provide
a forum for participants to discuss practical issues, exchange ideas,
and establish relationships for further collaboration on projects of
common interest.

Plenary Speakers:

Michael Brennan, University of California, Los Angeles, USA
Freddy Delbaen, ETH-Zentrum, Switzerland
Philip H. Dybvig, Washington University in Saint Louis, USA
Ioannis Karatzas, Columbia University, USA
Jean M. Lasry, Banque Paribas, France
Marek Musiela, University of New South Wales, Australia
Anthony Neoh, Chairman, Securities and Futures Commission, Hong Kong
Shige Peng, Shandong University, P. R. China
Stanley R. Pliska, University of Illinois at Chicago, USA
Alec Tsui, Chief Executive, The Stock Exchange of Hong Kong Ltd.
Frank K. S. Wong, Chairman, Hong Kong Futures Exchange Ltd.

Further information:

Email address:
Fax number: 852-2788-8561
Mailing address: Finance Conference
C/O Dr. Qiang ZHANG
Department of Mathematics
City University of Hong Kong
83 Tat Chee Avenue,
Kowloon, Hong Kong


From: Mac Hyman <>
Date: Sun, 29 Mar 1998 10:04:13 -0700 (MST)
Subject: Conference on Quantifying Uncertainty in Predictions

The Center for Nonlinear Studies at Los Alamos National Laboratory
is hosting a five day conference on quantifying uncertainty in predicting
complex systems. The quantification is necessary to evaluate our
ability to make good decisions based on simulations by identifying
dominant contributions to uncertainty arising from measurement
variability, limited observations of physical quantities, unknown science,
modeling approximations, numerical approximation, programming
inaccuracies, variation among interpretation of results, inherent
variability or instability of the phenomenon, and anything else
that might contribute to our expectations being different from reality.

An International Conference on

Predictability: Quantifying Uncertainty in Models of Complex Phenomena

May 11-15, 1998

Center for Nonlinear Studies, Los Alamos National Laboratory

Organizing Committee: A. R. Bishop, S. Y. Chen, H. Frauenfelder,
L. Margolin, and D. Sharp
Scientific Coordinators: R. E. Ecke, A. Garcia, D. D. Holm, and J. M. Hyman

The quantification of the reliability of predictions of complex
phenomena is a major intellectual challenge, driven by practical
needs in many areas of natural science and technology. Uncertainty
is present in the formulation and solution of most complex
problems including turbulence, protein dynamics, the microstructure
of materials, weather prediction, and modeling of petroleum
reservoirs, among others. Sources of uncertainty include limited
or inaccurate observations leading to incomplete knowledge of
the physical state of the system, modeling errors and solution
errors. Stochasticity stands alongside nonlinearity and the
presence of multiscale physical processes as a predominant feature
of complex phenomena. Quantifying uncertainty introduces a
probabilistic component to deterministic methods of prediction,
and is an essential step in establishing the reliability of predictions
in data limited problems.

This Conference will provide an opportunity for workers with diverse
viewpoints, modeling methods, and experimental techniques to compare
approaches to the prediction of complex phenomena.

The conference will be organized around five or six plenary overview
talks each day by leaders in the field, including: J. Berensen, C. Brooks,
K. Burrage, J. Doyle, R. Ellis, W. Gilks, J. Glimm, J. Gollub,
G. Grinsten, G. Holloway, J. Hunt, J. Kim, L. Knopoff, C. Leith,
S. Lifschitz, K. Lindenberg, E. Lorentz, M. Marder, S. Nagel, T. Oden,
G. Papanicolaou, S. Polyakov, P. Schuster, K. Sreenivasan, E. Stanley,
M. Weissman, R. Wenk, P. Wolynes.

All other participants will be encouraged to present a poster describing their
interest and research in the area. The posters will be displayed in the
'coffee break' room to stimulate interdisciplinary discussions and
collaborative interactions.

Additional information can be found at

Call for papers: participants wanting to present a poster should submit
an abstract on-line before April 24.

Financial Support: Partial financial support for some participants to
attend this conference is available. Special consideration will be
given to postdoctoral fellows and graduate students to attend and
present a poster on research related to quantifying uncertainty in
If interested, please contact Ms. Kathy Salgado at:,
or call at: (505)-667-1444 for more information.

There will be a special issue of Physic D dedicated to Predictability:
Quantifying Uncertainty in Models of Complex Phenomena.
Papers for the special issue will be solicited at the conference.


From: Mary O'Regan <>
Date: Wed, 25 Mar 1998 10:19:56 +0000 (GMT)
Subject: Position at University College Cork




Applications are invited for the above newly created second Professorship of
Statistics within the School of Mathematics, Applied Mathematics and
Statistics. Applicants should have an established record in Statistical
research ideally with a focus that would strengthen and complement current
interests in the Statistics Department. These interests include
biostatistics, experimental design and sampling, multivariate data analysis,
image analysis, time series, statistical quality control and queuing theory.

The Statistics Department has an established Consulting Laboratory with 2
full-time staff members. This facility is available to provide practical
training to undergraduate and postgraduate Statistics students. The
appointee will be expected to contribute to the development of this
facility. Thus candidates with experience and current interests in
consulting and grant and contract work for
commercial/industrial/governmental clients would be very welcome.

The successful candidate will participate in the teaching of a range of
Statistics courses, mostly at the undergraduate level. He/She will also
have the obligation to be Head of the Department of Statistics and/or
Chairperson of the School of Mathematics, Applied Mathematics and
Statistics, when required to do so by the Governing Body of the University.

For informal discussion contact Professor Finbarr O Sullivan Tel: 021-
902826/ fax: 021-271040/ e-mail:


Salary Scale: IR 47,300 - IR 56,279 per annum.

Application forms and further details of the post may be obtained from
Academic Appointments, Personnel Office, University College, Cork.
Tel: 021-902364/ fax: 021-271568/


Closing date for applications: 1 May 1998

University College Cork is an Equal Opportunities Employer


From: Michel Bercovier <>
Date: Wed, 25 Mar 1998 18:15:53 +0100
Subject: Position at Pole Universitaire Leonard de Vinci

Pole Universitaire Leonard de Vinci
La Faculte
Poste de Professeur
Direct(trice)eur d'Enseignement et de Recherche ,
Departement de Genie Informatique.

Fonction: dans le cadre de la Filiere Scientifique et Technique (FST) de
la Faculte diriger l'equipe d'enseignants et de chercheurs. Les
enseignements s'etalent sur cinq ans de l'initiation en Informatique aux
enseignements communs ou specifiques a chaque option et a l'equivalent
d'un Ingenieur Informaticien.
Diriger la recherche dans sa propre specialite.
Interagir avec les DER de la FST:Mecanique, Calcul Scientifique et
Mathematiques Financieres.
Conduire ses propres recherches dans le cadre de la DER.
Mettre sur pied une formation "post graduee' destinee a professionaliser
des Bac+5.
Monter des actions de formation permanente.

Le Pole encourage une politique d'echanges et de collaborations
internationales avec l'indutrie et la recherche.

Le poste est a pourvoir pour septembre 1998.

La ou le candidat(e) doit etre un chercheur confirme de niveau
international avec une bonne connaissance de l'industrie et/ou de
la recherche dans l'un au moins des domaines: l'informatique
des systemes, reseaux, outils de developpements avances,et/ou systemes
de type CAO, PDM, outils Internet,securite et mesures,programmation
objet, outils "PDM"....

Pour plus de details or pour candidater (par envoi de CV) contacter Mr
Le Professeur M. Bercovier, DER Genie Informatique,Pole Universitaire
Leonard de Vinci
Tel (33) (0) 141167493 Fax (33)(0)141167171 , URL :


From: Malcolm Harper <>
Date: Fri, 27 Mar 1998 13:13:46 GMT
Subject: Postdoctoral Position at Oxford University

Oxford University Computing Laboratory

Postdoctoral Research Officer
Parallel Library Development

The Computing Laboratory has a vacancy to work with Dr Mike Rudgyard
in the field of Parallel Library Development (Post ref. 98/3). The
position is funded by the EC within the High Performance Computing
and Networking Programme, and specifically the JULIUS project. JULIUS
involves the development of a complete industrial environment for
ulti-disciplinary (computational fluid dynamics, electromagnetics and
structural mechanics) simulations. It will include tools for CAD
repair, grid generation, distributed computing and post-processing.
The project involves collaboration with several major European
companies and research centres.

The post will involve research and development of techniques that are
to be implemented within a generic parallel library. These techniques
include distributed mesh partitioning, parallel multigrid for hybrid
meshes, and tools for multi-disciplinary data exchange. The post will
be until January 2000 and is available for an immediate start for EU
nationals (non-EU nationals may require a work-permit).

Candidates should have a Doctorate in a suitable subject, and have
some experience in parallel computation and/or numerical simulation.
They should be competent FORTRAN, C or C++ programmers. In addition,
candidates should ideally have:

1. experience in the use of or creation of unstructured meshes;
2. experience in graph/mesh partitioning;
3. knowledge of multi-grid algorithms;
4. knowledge of basic sorting and searching algorithms.

Salary will be on the age and experience related RS1A scale,
currently #15,159 to #22,785 p.a. (# signifies pounds sterling).

Applications, stating the post reference number, should be in the
form of a full curriculum vitae together with the names of two
referees and copies of relevant publications. They should be sent to
arrive by Friday 10th April 1998 and addressed to:

The Administrator,
Oxford University Computing Laboratory,
Wolfson Building,
Parks Road,
Oxford, OX1 3QD.

Fax: +44 1865 273819.

E-mail applications are accepted and can be sent to:

Oxford University is an Equal Opportunities Employer


From: Frieder Baumann <>
Date: Fri, 27 Mar 98 17:07:42 EST
Subject: Postdoctoral Position at Bell Labs

Bell Laboratories, Murray Hill, NJ

Applications are invited for a postdoctoral position at Bell
Laboratories in Murray Hill, New Jersey. The work will involve
numerical modeling of thin film deposition using both continuum
and discrete, atomic-level, Monte Carlo techniques. The inclusion
of stochastic aspects of the atomistic deposition process into a
general continuum model is a major goal of this work. Specific
expertise in this field is desirable, but not required; more
important is experience in writing code for physical simulations,
and a desire to perform fundamental research across disciplines.
Candidates should have strong backgrounds in numerical analysis
and computer programming, with experience using C or C++.

The position will be supervised by the applied mathematics
research and the silicon processing research areas. The work will
involve frequent interactions with materials scientists working
on various aspects of computer modeling and experimentalists
testing the predictions of the models in laboratory apparatus and
in actual fabrication lines for silicon devices.
There will be a close relationship with other labs (National
Laboratories and universities), with focus on academic publications
and interactions. Effective communication skills and a broad
range of interests are essential.

The position is jointly funded by the NSF Divisions of
Mathematical Sciences and Materials Research, and by the DARPA
Defense Sciences Office. A recent Ph.D. in applied mathematics,
computational science, or related field is required.

The position is open immediately, and is funded for two years.
The position will be closed as soon as a suitable candidate is
found. Curriculum vita should be sent first by e-mail, and later
three letters of reference.

George Gilmer
Bell Laboratories, Lucent Technologies
Room 1E 434
Murray Hill, NJ 07974
Phone: (908) 582 5547


From: Chris Ding <cding@Nersc.GOV>
Date: Fri, 27 Mar 1998 17:09:23 -0800 (PST)
Subject: Postdoctoral Position at National Energy Research Scientific Computing Center

Position Announcement:
Computational Science Postdoctoral Fellow

The National Energy Research Scientific Computing Center(NERSC)
at Lawrence Berkeley National Laboratory is the nation's most
powerful unclassified computing resource. The center operates
eight high-performance computers and conducts a wide range of
computational and computer sciences researches.
NERSC is located on the Berkeley Hills, only a few minutes
away from the campus of the University of California at Berkeley.
(For more details about NERSC see

NERSC is inviting applications for a Postdoctoral Fellow
to develop and implement climate and earth sciences applications
on highly parallel high performance computers. This is a one-year
appointment with a salary range of $4350-$4750/month, with the
possiblity of renewal up to 3 years.

The successful candidate should have strong background in
computing or computational science. Applicants with Ph.D.
in mathematics, atmospheric/earth sciences, physics, or
related disciplines are prefered.

For more information on this position, see

Send application/inquiry to
Refer to Job NERS/230 in the SUBJECT of your message.

You may also mail your resume or curriculum vitae via to:

Berkeley Lab
Employment Office, MS 938A
One Cyclotron Road, Berkeley, CA 94720


From: Jinchao Xu <>
Date: Fri, 27 Mar 1998 21:29:02 -0500 (EST)
Subject: Postdoctoral Position at Penn State

Contingent upon final approval of funding, we will have a postdoc
position available from Fall 1998 in the Center for Computational
Matheamtics and Applications of Penn State University
( Applicants must have a strong
background in numerical methods for partial differential equations
(especially finite element methods) and programming experiences. Good
knowledge on multigrid methods is desirable.

Interested applicants should send application materials ASAP to

Professor Jinchao Xu
Department of Mathematics
Pennsylvania State University
University Park, PA 16802

Email applications (sent to are encouraged. Email
message may include application materials or a letter indicating an
URL address for accessing other detailed application materials.

Penn State is an equal opportunity/affirmative action employer, and
especially encourages applications from women and minorities.


From: Thomas Hogan <>
Date: Tue, 24 Mar 1998 09:50:40 -0500 (EST)
Subject: Contents, Journal of Approximation Theory

Table of Contents: J. Approx. Theory, Volume 92, Number 3, March 1998

Shu-Sheng Xu
On characterization of best approximation with certain constraints

S. Clement Cooper and Philip E. Gustafson
The strong Chebyshev distribution and orthogonal Laurent polynomials

Michael I. Ganzburg
Best approximation of functions like $|x|^\lambda\exp(-A|x|^{-\alpha})$

J. M. Carnicer, J. M. Pe\~na, and R. A. Zalik
Strictly totally positive systems

Boris P. Osilenker
Trace formula for orthogonal polynomials with asymptotically 2-periodic
recurrence coefficients

Ying Guang Shi
A minimax problem admitting the equioscillation characterization of
Bernstein and Erd\H{o}s

David Ruch and Jianzhong Wang
Connections between the support and linear independence of refinable

Ulrich Schmid
On the approximation of positive functions by power series, II

Author index for Volume 92


From: Keely O'Donnell <>
Date: Fri, 27 Mar 98 14:33:49 -0500
Subject: Contents, SIAM Journal on Scientific Computing

SIAM Journal on Scientific Computing
Volume 19, Number 3, MAY 1998

Three-Dimensional Front Tracking
James Glimm, John W. Grove, Xiao Lin Li, Keh-Ming Shyue, Yanni Zeng,
and Qiang Zhang

Design and Application of a Gradient-Weighted Moving Finite Element
Code I: In One Dimension
Neil N. Carlson and Keith Miller

Design and Application of a Gradient-Weighted Moving Finite Element
Code II: In Two Dimensions
Neil N. Carlson and Keith Miller

A Study of Some Finite Difference Schemes for a Unidirectional
Stochastic Transport Equation
Harald Osnes and Hans Petter Langtangen

Computational Considerations for the Simulation of Shock-Induced Sound
Jay Casper and Mark H. Carpenter

Numerical Solution of a Flow-Control Problem: Vorticity Reduction by
Dynamic Boundary Action
Martin Berggren

Hamilton-Based Numerical Methods for a Fluid-Membrane Interaction in
Two and Three Dimensions
Maria Cristina Recchioni and Giovanni Russo

An Iterative Perturbation Method for the Pressure Equation in the
Simulation of Miscible Displacement in Porous Media
Ping Lin and Daoqi Yang

Domain Decomposition Operator Splittings for the Solution of Parabolic
T. P. Mathew, P. L. Polyakov, G. Russo, and J. Wang

A Fast Poisson Solver of Arbitrary Order Accuracy in Rectangular
A. Averbuch, M. Israeli, and L. Vozovoi

A Generalized SOR Method for Dense Linear Systems of Boundary Element
K. Davey and S. Bounds

A Sparse Approximate Inverse Preconditioner for Nonsymmetric Linear
Michele Benzi and Miroslav Tuma

Approximate Inverse Preconditioners via Sparse-Sparse Iterations
Edmond Chow and Yousef Saad

Generalized Capacitance Matrix Theorems and Algorithm for Solving
Linear Systems
Shang-Hong Lai and Baba C. Vemuri

Computing Limit Loads by Minimizing a Sum of Norms
Knud D. Andersen, Edmund Christiansen, and Michael L. Overton


End of NA Digest