Numerical analysis and its applications

ThisvolumeoftheLectureNotesinComputerScienceseriescontainsthep- ceedings of the Second Conference on Numerical Analysis and Applications, which was held at the University of Rousse, Bulgaria, June 11-15,2000. The conferencewasorganizedbytheDepartmentofNumericalAnalysisandStat- ticsattheUniversityofRoussewithsupportfromtheUniversityofSouthern Mississippi, Hattiesburg. The conference was co-sponsored by SIAM (Society for Industrial and Applied Mathematics) and ILAS (International Linear - gebra Society). The o?cial sponsors of the conference were Fujitsu America, Inc. ,Hewlett-PackardGmbH,andSunMicrosystems. Wewouldliketogiveour sincerethankstoallsponsorsandco-sponsorsforthetimelysupport. The second conference continued the tradition of the ?rst one (1996 in Rousse) as a forum, where scientists from leading research groups from the “East” and “West” are provided with the opportunity to meet and exchange ideasandestablishresearchcooperation.^ Morethan120scientistsfrom31co- triesparticipatedintheconference. Awiderangeofproblemsconcerningrecentachievementsinnumericalan- ysisanditsapplicationsinphysics,chemistry,engineering,andeconomicswere discussed. An extensiveexchangeofideasbetweenscientists whodevelopand studynumericalmethodsandresearcherswhousethemforsolvingreal-lifepr- lemstookplaceduringtheconference. Weareindebtedtoourcolleagueswhohelpedusintheorganizationofthis conference. Wethanktheorganizersofthemini-symposiaforattractingactive andhighlyquali?edresearchers. October2000 LubinVulkov JerzyWa´sniewski PlamenYalamov Table of Contents Numerical Analysis and Its Applications SensitivityAnalysisoftheExpectedAccumulatedReward UsingUniformizationandIRK3Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 H. Abdallah andM. Hamza SpectralPropertiesofCirculantBandMatricesArisinginODEMethods . . . 10 P. Amodio AParameterRobustMethodforaProblemwith aSymmetryBoundaryLayer . . . . . . . . . . . . . . .^ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 A. R. Ansari,A. F. HegartyandG. I. Shishkin AnAlgorithmBasedonOrthogonalPolynomialVectors forToeplitzLeastSquaresProblems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 M. VanBarel, G. Heinig andP. Kravanja FromSensitivityAnalysistoRandomFloatingPointArithmetics– ApplicationtoSylvesterEquations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 A. Barraud, S. LesecqandN. Christov ConstructionofSeminumericalSchem

Year

2001

Language

English

Publisher

Springer

Editions

1

Pages

782

ISBN

9783540418146

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