NA Digest Saturday, April 10, 2004 Volume 04 : Issue 15

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

Submissions for NA Digest:

Mail to

Information via e-mail about NA-NET: Mail to


From: Claude Brezinski <>
Date: Sun, 04 Apr 2004 10:33:42 +0200
Subject: A. Cholesky

The method of Cholesky for solving a system of linear equations
with a symmetric positive definite matrix is well known.

Some years ago, I published the biography of Cholesky
(Bull. Soc. Math. Belg., Supplement in Honour of Jean Mainguet,
1996, pp. 45-50). Cholesky never published his method and
it was first explained in a paper by Cdt. Benoit in
Bulletion Geodesique, 2 (1924) 67-77.

I was recently contacted by Cholesky's grandson, M. Gross,
who gave his grandfather's papers to Ecole Polytechnique where
Cholesky was a student in 1895.

In these papers, we found, among others, a handwritten
manuscript entitled:

Sur la resolution numerique des systemes d'equations lineaires

dated 2 December 1910. In this manuscript, Cholesky perfectly
described his method as it can be found in any textbook of
numerical analysis and studied its properties.

A special issue of the Bulletin de la Societe des Amis de la
Bibliotheque de l'Ecole Polytechnique will be devoted soon
to Cholesky.

Claude Brezinski


From: Partha Bhattacharya <>
Date: Sun, 4 Apr 2004 23:16:46 -0700 (PDT)
Subject: Parameter Estimation

Dear NA-NET,
I really dont know if this is the right forum to
post my query. Please ignore this mail if its not so.
I want to estimate some parameters in a state space
dx/dt = A * x + B * u
y = C * x + D * u
where y and u data is available as time series. Some
subspace identification algorithm like N4SID can do
this job I believe. But in my case I have some more
information about A,B,C and D.Like
A = [0 0;0 k1]
B = [k2;k3]
C = [1 1]
D = [K4] in Matlab notation.
So the problem becomes estimation of these 4 unknown
parameters(Ki , i=1->4). These parameters also can
change over a sufficiently long period of time. I am
looking for some kind of recursive parameter
estimation. Can somebody give me some clues about this
problem? Or what should I study to solve this problem.

Partha Bhattacharya


From: Anna Nagurney <>
Date: Wed, 07 Apr 2004 07:46:25 -0400 (EDT)
Subject: New Book, Innovations In Financial And Economic Networks

Announcing New Book:
Innovations In Financial And Economic Networks
Edited by Anna Nagurney, John F. Smith Memorial Professor, Isenberg
School of Management, University of Massachusetts, Amherst, US
Publisher: Edward Elgar Publishing Inc
ISBN: 1843764156

Summary from the Publisher:

Networks provide the foundation for the functioning of our societies and
economies. Their study has had a long tradition in such fields as
engineering, operations research, management science and computer
science. More recently, the disciplines of finance and economics have
come to be rich and fascinating sources of network-based problems and
applications. This focused and refereed volume of contributions from
leading international scholars provides a wealth of innovations in the
study of financial and economic networks.

The volume presents entirely new results: the conceptualization of the
stock market as a graph, the evolution of financial systems as networks,
the incorporation of electronic transactions in international finance
(from a network perspective), new formalisms for the study of supply
chains (as fluid models and in an network economic framework) and new
applications of agent-based computational economics trade networks with
intermediaries and worker-employer networks. Finally, trade networks in
web-based caching are introduced.

Financial applications covered include: portfolio optimization with
transaction costs, integrated pension and corporate planning,
evolutionary financial networks, international finance and electronic
transactions as well as hedging instruments for transportation networks.
Innovative approaches to economic networks are developed in the context
of supply chain and distribution networks, a variety of trade (including
web-based caching) networks and even worker-employer networks.

A major addition to this exciting and important subject, Innovations in
Financial and Economic Networks will be an invaluable resource for
economists and the networks community, as well as researchers and
students in computational economics and finance, operations research,
management science, applied mathematics and computer science.

Contents: Preface 1. Financial and Economic Networks: An Overview Part I:
Financial Networks 2. On Structural Properties of the Market Graph 3.
Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction
Costs 4. A Stochastic Network Approach for Integrating Pension and
Corporate Financial Planning 5. Variational Inequalities for Evolutionary
Financial Equilibrium 6. The Growing Importance of Networks in Finance
and its Effects on Competition 7. International Financial Networks with
Electronic Transactions 8. Using Financial Options to Hedge
Transportation Capacity in a Deregulated Rail Industry Part II: Economic
Networks 9. A Supply Chain Network Economy: Modeling and Qualitative
Analysis 10. Applications of Fluid Modeling in Distribution Systems 11.
An Agent-Based Evolutionary Trade Network Simulation 12. Evolution of
Worker-Employer Networks and Behaviors Under Alternative Non-Employment
Benefits: An Agent-Based Computational Study 13. Capacity Provision
Networks: A Technology Framework and Economic Analysis of Web Cache
Trading Hubs Index


From: Martin Kaeser <>
Date: Mon, 05 Apr 2004 09:46:39 +0200
Subject: Short Course on Numerical Methods for Hyperbolic Equations

Short course:
40 hours of lectures and 20 hours of laboratory-based exercises
Place: University of Trento, Italy
Dates: 7th June to 18th June, 2004

This course is primarily designed for PhD students and post-doctoral
researchers in applied mathematics, engineering, physics, computer
science and other scientific disciplines. The course may also be of
interest to senior researchers in industry and research laboratories, as
well as to senior academics. The 40 lectures on the theory will be
supplemented with laboratory-based exercises to provide hands-on
experience to all participants on the practical aspects of numerical
methods for hyperbolic problems and applications using the library

Lecturer: Professor E F Toro

More details and registration:
Ms Lorena Galante

Email :


From: James Blowey <>
Date: Mon, 05 Apr 2004 09:11:47 +0100
Subject: Summer School in Computational Mathematics

The 11th LMS/EPSRC Summer School in Computational
Mathematics and Scientific Computing will take place in
the University of Durham, United Kingdom on the
27th June - Friday 9th July 2004.

The speakers and topics will be

Week 1: Sunday 27th June - Friday 2nd July 2004

Prof. Dr. Angela Kunoth: Wavelet-Based Multiresolution
Methods for PDEs
Professor Emmanuel J. Candes: Theory of Wavelets

Week 2: Sunday 4th July - Friday 9th July 2004

Prof. Dr. Jens Markus Melenk: Partition-of-unity methods
Professor Joe Monaghan: Particle Methods
Dr. Marc Alexander Schweitzer: Computational Aspects of
Meshless Methods

The purpose of the Summer Schools has always been the
delivery of high quality instructional courses at
postgraduate level. The intended audience is a wide one,
and will include research students, academics and people
from industry. The lecturers will be encouraged to enable
a person with an elementary knowledge of a subject to
attain reasonable competence in it, or with a good
initial knowledge to identify and begin work on unsolved

Each week, thirty five funded places are available for
participants eligible for LMS/EPSRC funding. These are
UK post-graduate students, regardless of whether they
hold a DTA or not. The funding covers the cost of
accommodation, but does not include travel expenses. A
registration fee is charged for all participants. Details of
the fees are included on the web page linked below.

Others not eligible for EPSRC support are liable for the
cost of registration, accommodation and meals.

For further details (including online registration) see
the web page

or contact

James Blowey
Department of Mathematical Sciences
University of Durham
South Road
Durham DH1 3LE


From: Jose Castillo <>
Date: Tue, 06 Apr 2004 13:10:40 -0700
Subject: Pan-American Workshop in Computational Science

Dear Colleague,

On behalf of the PANAM 2004 Organizing Committee, I would like to invite you
to participate in the Fifth Pan-American Workshop in Computational Science
and Engineering to be held in Tegucigalpa Honduras June 21-25 2004.

Selected papers presented at the previous Panamerican Workshop in Applied
and Computational Mathematics appear in Applied Numerical Mathematics,
Vol. 47, December 2003.|lssn=01689274

Selected papers presented at Vth conference will be refereed and if accepted,
published in a Special Issue of the Journal of Applied Numerical Mathematics.

I would also like you to consider the possibility of organizing an invited
MiniSymposium related to a topic of your research interest within the theme
of the Workshop.

You can find information about the suggested steps to organize a
Minisymposium in the submissions link, within the conference web page

Best Regards, Jose


From: Kirsten Wilden <>
Date: Wed, 07 Apr 2004 11:38:00 -0400
Subject: ACM-SIAM Symposium on Discrete Algorithms

Conference Name: ACM-SIAM Symposium on Discrete Algorithms
Location: Sheraton Vancouver Wall Center Hotel, Vancouver, British Columbia
Dates: January 23-25, 2005
The Call for Presentations for this conference is available at:
Submission Deadline: July 5, 2004

For additional information, contact the SIAM Conference Department at


From: Wei Cai <>
Date: Fri, 09 Apr 2004 13:49:36 -0400
Subject: Conference at Brown Honoring David Gottlieb

An International Conference on the Research Trend in PDE,
Modeling and Computation

To honor Prof. David Gottlieb's 60th birthday
November 7-8, 2004, Brown University

Conference website:
For information, please contact Prof. Wei Cai,

Invited Speakers:

1] Saul Abarbanel, Tel Aviv University, Numerical solutions of
PDE's for problems in infinite space

[2] Christine Bernardi, Paris VI, Spectral element methods

[3] Claudio Canuto, Politecnico di Torino, Adaptivity and high
order methods for PDE's,
[4] Mark Carpenter, NASA,

[5] Alexandre Chorin, Berkeley, Dimensional reduction and
renormalization with an application in fluids or in neuroscience,

[6] C. K Chu, Columbia University,

[7] Michel Deville, EPFL, Switzerland, Spectral element methods
applied to fluid flows

[8] Bjorn Engquist, Princeton University, Multiscale Methods

[9] Paul Fischer, Argonne National Laboratory, Spectral element
methods with applications in vascular flow simulation}

[10] Daniele Funaro, Universit? degli studi di Modena e Reggio Emilia,
Nonlinear models in electromagnetism

[11] Gene Golub, Stanford University, Iterative methods for linear

[12] Roland Glowinski, University of Houston, Computational methods
for nonlinear PDE's from differential geometry and material Sciences

[13] Bertil Gustafasson, Uppsala University, High order difference
methods for wave propagation problems

[14] Antony Jameson, Stanford

[15] Heinz Kreiss, UCLA, Difference approximations of second order wave

[16] Peter Lax, Courant Insititue, Dispersive systems

[17] Yvon Maday, Paris VI

[18] Ernest H. Mund , Universite Libre de Bruxelles, Application of
high-order methods for ocean wave equations

[19] Steve Orszag, Yale, Relationship between high and low-order methods

[20] Stanley Osher, UCLA

[21] Seymour Parter, Wisconsin, Preconditioning for spectral problems

[22] Vladmir Rohklin, Yale, Fast Direct Solvers

[23] Alfo Quarteroni, EPFL, Numerical modeling for multiphysics}

[24] Manny Salas, NASA, Computation of high speed flows with shock waves

[25] Joel Shang, AFRL.

[26] Eitan Tadmor, University of Maryland, Numerics and applied PDEs

[27] Roger Temam, Indiana University, Nonlinear evolution equations

[28] Eli Turkel, Tel Aviv University, Israel, Preconditioning with
applications to CFD and the Helmholtz equation.


From: Bao Weizhu <>
Date: Mon, 5 Apr 2004 15:54:32 +0800 (SGT)
Subject: Faculty Positions at National University of Singapore

Tenure Track Faculty Position

Department of Computational Science, National University of Singapore
(NUS), invites applications for full-time tenure track faculty positions
at all levels. Applications are invited for faculty appointments in the
following areas:

Computational Biology/Bioinformatics
Computation Fluid Dynamics
Computational Electrodynamics
Computational Chemistry
Computational Materials Science
Numerical Method/Scientific Computing/Parallel Computation

The Department of Computational Science is one of the few departments
worldwide that offers an interdisciplinary programme leading to an
undergraduate degree awarded in computational science. Beside the teaching
programme, the department is also very active in
research. The research areas includes computational biology and computer
aided drug, nonlinear dynamics, complex systems, and computational
finance, computational condensed matter physics and statistical physics,
computational quantum chemistry, reaction dynamics and molecular modeling,
computational fluid dynamics, general numerical methods and computational

The Department and the University provide strong research support with
some of the most extensive and modern facilities available, such as an IBM
PowerPC computer cluster.

We especially want to attract applicants doing research in Computational
Biology and Bioinformatics, although we will consider applications in any
of the above areas. Successful candidates are expected to teach
undergraduate and graduate courses, supervise master and doctoral
students, establish strong research programmes that generate external
funding and intellectual output, and perform some amount of administrative
work. Besides appointments on normal 3-year contracts, visiting
appointments for one or two years may also be considered. Salary would be
commensurate with qualifications and ample benefits will be provided.

Outstanding individuals with strong commitment to teaching and research
are encouraged to send their applications supported by a curriculum vita,
research plan, and three letters of recommendations to:

Faculty Search Committee
Department of Computational Science
National University of Singapore
3 Science Drive 2
Singapore 117543
Facsimile: (+65) 6774 6756

Visit our web-site at for more information on
the Department. For more information on the university, visit


From: Wei Cai <>
Date: Fri, 09 Apr 2004 13:39:54 -0400
Subject: Postdoctoral Position at UNC Charlotte

University of North Carolina at Charlotte
Department of Mathematics

Application is sought for a postdoctoral
position starting fall 2004 in the area of computational
electromagnetics and photonics. Preference will be given
to candidates with experience in time domain methods
of Maxwell equations in dispersive
media. Please e-mail application to
Or send the application to Prof. Wei Cai,
Department of Mathematics, University of
North Carolina at Charlotte, Charlotte, NC 28223.


From: Yves Tourigny <>
Date: Thu, 8 Apr 2004 12:18:02 +0100 (BST)
Subject: Postdoctoral Position at the University of Bristol

Applications are invited for a 3-year post-doctoral position in
the Applied Mathematics and Numerical Analysis Group at the
Univeristy of Bristol, to work on the EPSRC funded project
"Series summation and random continued fractions" under the
supervision of Drs Yves Tourigny and Jens Marklof.
The project will use tools from the theory of dynamical
systems to obtain new results
on the asymptotics of Pade-type series summation methods, and
apply such methods to some problems of fluid mechanics.
Applicants should have a background in dynamical systems
or approximation theory (rational approximation, orthogonal
polynomials, continued fractions) and a keen interest in computing.

The appointment will start on August 1 2004, or as soon
as possible thereafter, and will be on the
RA 1A pay scale. The closing date for applications is May 7.

For details of the application procedure, and for informal
inquiries, contact


From: Romas Baronas <>
Date: Mon, 05 Apr 2004 15:56:36 +0100
Subject: Contents, Nonlinear Analysis: Modelling and Control

Nonlinear Analysis: Modelling and Control, ISSN 1392-5113,
Volume 9, Number 1, 2004

A free on-line edition is available at:


Stabilization of Continuous-Time Adaptive Control Systems with Possible
Input Saturation through a Controllable Modified Estimation Model, Pages 3-37.
M. De la Sen

Numerical Analysis of Short Pulse Optical Parametric Amplification Using
Type I Phase Matching, Pages 39-53.
A. Dement'ev, O.Vrublevskaja, V. Girdauskas, R. Kazragyte

Modelling Light Transmission in a Fiber - Optical Reflection System,
Pages 55-63.
V.Kleiza, J.Paukste, J.Verkelis

Features and Partial Derivatives of Bertalanffy-Richards Growth Model in
Forestry, Pages 65-73.
Y.C. Lei, S.Y. Zhang

Determination of the Distribution of the Relaxation Times from
Dielectric Spectra, Pages 75-88.
J.Macutkevic, J.Banys, A.Matulis

Natural Convection Flow with Combined Buoyancy Effects Due to Thermal
and Mass Diffusion in a Thermally Stratified Media, Pages 89-102.
S.C.Saha, M.A. Hossain

Nonlinear Analysis: Modelling and Control, an official journal of
the Lithuanian Association of Nonlinear Analysts (LANA),
welcomes contributions from the international community.

For a paper submission, please refer to


From: Iain Duff <>
Date: Thu, 8 Apr 2004 19:34:48 +0100 (BST)
Subject: Contents, IMA Journal of Numerical Analysis

Contents of Volume 24, Number 2

R. Brownlee and W. Light
Approximation orders for interpolation by surface splines to rough functions.
pp 179-192

C. Zhang and S. Vandewalle
Stability analysis of Runge-Kutta Methods for nonlinear Volterra
delay-integro-differential equations.
pp 193-214

L. Badea
On the Schwarz-Neumann method with an arbitrary number of domains.
pp 215-238

T. Linss
Error expansion for a first-order upwind difference scheme applied to a model
convection-diffusion problem.
pp 239-253

A. Alonso Rodriguez, R. Hiptmair and A. Valli
Mixed finite element approximation of eddy current problems.
pp 255-271

D. Sch\"otzau, C. Schwab, and A. Toselli
Mixed hp-DGFEM for incompressible flows II: Geometric edge meshes.
pp 273-308

A. B. Andreev and T. D. Todorov
Isoparametric finite-element approximation of a Steklov
eigenvalue problem.
pp 309-322

J. W. Barrett and R. N\"{u}rnberg
Convergence of a finite-element approximation of surfactant spreading
on a thin film in the presence of van der Waals forces.
pp 323-363


From: Science Direct <>
Date: Fri, 9 Apr 2004 09:10:57 -0400 (EDT)
Subject: Contents, Linear Algebra and its Applications

Linear Algebra and its Applications Volume 382, (1 May 2004)

Spectral problems for generalized Jacobi matrices, Pages 1-24
Maxim Derevyagin and Vladimir Derkach

Uniformly symmetrizable 3 x 3 matrices, Pages 25-38
Lorenzo Mencherini and Sergio Spagnolo

About two trigonometric matrices, Pages 39-59
G. Molteni

Confluent polynomial Vandermonde-like matrices: displacement structures,
inversion formulas and fast algorithm, Pages 61-82
Zheng-Hong Yang and Yong-Jian Hu

On the solution space of discrete time AR-representations over a finite time
horizon, Pages 83-116
N. P. Karampetakis

Caratheodory Fejer interpolation in the ball with mixed derivatives,
Pages 117-133
D. Alpay and C. Dubi

Customizable triangular factorizations of matrices, Pages 135-154
Pengwei Hao

Numerical range circumscribed by two polygons, Pages 155-170
Hwa-Long Gau and Pei Yuan Wu

Non-separating cocircuits in binary matroids, Pages 171-178
Manoel Lemos

Groups of generalized Pascal matrices, Pages 179-194
Luis Verde-Star

Computing the automorphism group of a solvable Lie algebra, Pages 195-209
Bettina Eick

Dispersion matrix in balanced mixed ANOVA models, Pages 211-219
Jiming Jiang

Isolated points of spectrum of (p,k)-quasihyponormal operators, Pages 221-229
Kotaro Tanahashi, Atsushi Uchiyama and Muneo Ch

An elementary note on asymptotic properties of Toeplitz and multilevel
Toeplitz matrices, Pages 231-235
William F. Trench

Jordan elementary maps on rings, Pages 237-245
Pengtong Li and Wu Jing

Burnside's theorem: irreducible pairs of transformations, Pages 247-269
W. E. Longstaff

A note on the structure of algebraic curvature tensors, Pages 271-277
J. Carlos Diaz-Ramos and Eduardo Garcia-Rio


From: Peter Matus <>
Date: Fri, 9 Apr 2004 16:18:04 +0300
Subject: Contents, Journal Computational Methods in Applied Mathematics

Contents Comp. Meth. Appl. Math., Vol. 4 (2004), No. 1

Dear colleagues,

I would like to inform about appearance of the first issue in Volume
4(2004) of the journal "Computational Methods in Applied Mathematics"
(CMAM). All abstracts of the papers are
available at our web-site .

Overlapped BEM--FEM and some Schwarz iterations
R.Celorrio (Spain), V.Dominguez (Spain), and F.J.Sayas (Spain)

Numerical stability analysis of solutions of PDEs
Raim.Ciegis (Lithuania), Rem.Ciegis (Lithuania)

A numerical model for the radial flow through porous and deformable shells
F.J.Gaspar (Spain), F.J.Lisbona (Spain), and P.N.Vabishchevich

Finite difference schemes for partial differential equations with
weak solutions and irregular coefficients
B.S.Jovanovic (Serbia and Montenegro)

Methods for numerical modeling of two-dimensional capillary surfaces
V.K.Polevikov (Belarus)

Approximation schemes for singular integrals and their application
to some boundary problems
J.G.Sanikidze (Georgia) and M.G.Mirianashvili (Georgia)

A class of singularly perturbed convection-diffusion problems with a moving
interior layer. An a posteriori adaptive mesh technique

G.I.Shishkin (Russia), L.P.Shishkina (Russia), and P.W.Hemker (Netherlands)

Prof. Piotr Matus
Editor of the journal CMAM

Head of the Department of Numerical Simulation
Institute of Mathematics of NASB
11 Surganov Str., 220072 Minsk, Belarus
Tel.: +375 (17) 2841963
Fax: +375 (17) 2840915


End of NA Digest