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

- NEOS Server - Version 4.0
- New Book, Applied Interval Analysis
- Short Course on Numerical Methods in Finance with JAVA and C++
- Conference in Trento on Free Boundary Problems
- Joint ACM JavaGrande/ISCOPE Conference
- Visiting Faculty Position at UNC Charlotte
- Postgraduate Training Opportunities at Reading University
- Faculty Positions at University of Leeds
- Postdoctoral Position at Aberystwyth
- Contents, BIT Numerical Mathematics
- Contents, Mathematical Modelling and Analysis

**URL for the World Wide Web:**
http://www.netlib.org/na-net/na_home.html

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

From: Jorge More' <more@mcs.anl.gov>

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.

Solvers

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 www-neos.mcs.anl.gov. 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 <vladik@cs.utep.edu>

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 <317366@newschool.edu>

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

helpful.

NUMERICAL METHODS IN FINANCE With JAVA and C++

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.

WHERE:

Graduate Faculty of Political and Social Science

New School University

65 Fifth Avenue

New York

FOR SYLLABUS AND MORE INFORMATION ON REGISTERING:

http://www.newschool.edu/gf/econ/finance

Contact Graduate Faculty Office of Admissions

(212)229-5710 / (800)523 5411

Email: gfadmit@newschool.edu or visit

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

From: Pierluigi Colli <pier@dragon.ian.pv.cnr.it>

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

Venue:

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

E-mail: pier@dimat.unipv.it

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

From: Alex Woo <woo@rocketmail.com>

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

http://www.inria.fr/JGI2001/

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

http://www.regmaster.com/jgi2001.html

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 http://www.inria.fr/JGI2001/

Participants will have to take care of their housing reservation on

their own. Please consult the list of nearby hotels and motels at

http://www.stanford.edu/dept/hds/chs/general/hotel.html

As space and hotel rooms are limited you are strongly advised to register

and make hotel reservation as soon as possible.

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

From: Wei Cai <wcai@uncc.edu>

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 wcai@uncc.edu.

Or send the application to Prof. Wei Cai, Department of Mathematics,

University of North Carolina at Charlotte, Charlotte, NC 28223.

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

From: Peter Sweby <p.k.sweby@reading.ac.uk>

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

applicants).

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 s.davis@reading.ac.uk

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

From: P K Jimack <pkj@comp.leeds.ac.uk>

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:

http://www.comp.leeds.ac.uk/

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

From: T. N. Phillips <tnp@aber.ac.uk>

Date: Fri, 11 May 2001 13:47:34 +0100

**Subject: Postdoctoral Position at Aberystwyth**

DEPARTMENT OF MATHEMATICS

UNIVERSITY OF WALES ABERYSTWYTH

POSTDOCTORAL POSITIONS AND PHD STUDENTSHIP

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, (tnp@aber.ac.uk, +44 1970 622769).

Closing date: 22 June 2001.

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

From: Ake Bjorck <akbjo@mai.liu.se>

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

http://math.liu.se/BIT/

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

SCIENTIFIC NOTES

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 <Raimondas.Ciegis@fm.vtu.lt>

Date: Thu, 10 May 2001 08:16:39 +0200 (WET)

**Subject: Contents, Mathematical Modelling and Analysis**

Journal

Mathematical Modelling and Analysis

Electronical version is available at

http://www.vtu.lt/rc/mma

Contents of Volume 6 Number 1

O. Axelsson, V.A. Barker, M. Neycheva, B. Polman

Solving the Stokes problem on a massively parallel computer

7--27

V. Bagdonavi\vcius, A. Bikelis, M. Meil\=unas, D. Sto\vskuvien\.e

On the human's vital functions degradation modelling

28--38

A. Buikis, S. Solovyov

Influence of input data on the solution of the multiphase liquid flow model

39--47

R. \vCiegis, V. Starikovi\vcius

The finite difference scheme for wood drying process

48--57

T. Cirulis, D. Cirule, O. Lietuvietis

Multistep degenerate matrix method for ordinary differential equations

58--67

B.F. Fatulaev

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

68--76

A.J. Janavi\vcius, P. Norg\.ela, D. Jurgaitis

Uniqueness and convergence of the analytical solution of nonlinear diffusion equation

77--84

H. Kalis, I. Kangro

Simple algorithm's for the calculation of heat transport problem in plate

85--96

A. Kolesnikov, A. Yashin

Hybrid modelling in stratified decision support systems. II

97--105

V.I. Korzyuk, S.V. Lemeshevsky

Problems on conjugation of polytypic equations

106--116

A. Krylovas, R. \vCiegis

Asymptotical analysis of one dimensional gas dynamics equations

117--128

V.I. Mazhukin, M.M. Chuiko

Solution of two-dimensional multi-interface Stefan problem by the method of dynamic

adaptation

129--137

P. Plaschinsky

One functional operator inversion formula

138--146

S. Rutkauskas

On the first boundary value problem for the class of elliptic systems degenerating

at in inner point

147--155

R. Wait

Disrete element models of particle flows

156--164

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

End of NA Digest

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