NA Digest Sunday, June 18, 2006 Volume 06 : Issue 25

Today's Editor:
Tamara G. Kolda
Sandia National Labs

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From: Paul Saylor <>
Date: Fri, 16 Jun 2006 11:59:09 -0500 (CDT)
Subject: V. 06, No. 25 or 25+

Below are some lighthearted responses to Gene Golub's opinion that the NA
Digest contributors, at least on occasion, ought to send in some
nonstandard material.

The topic is Gene's method of cyclic odd even reduction. Among other
things, it is a method for solving certain linear sysems of
equations---under appropriate conditions, a method as lean and fast as a
racing cyclist.

Gene discovered it when he was a graduate student.

Side by Sides
On the Topic of
Gene Golub's
Cyclic Odd Even Reduction

There was a young man named Gene Bird flues are no fake deception.
Who made a cycle machine. Birds flew to shake an infection.
Reducing the wait One flu, too new:
For losing your weight, Two knew; one flew:
The cycle awed even the lean. A sickly---odd, even---reduction.


From: "T.Terlaky" <>
Date: Mon, 12 Jun 2006 02:37:05 -0400
Subject: G Farkas Prize: Announcement, Call for nominations

The G. Farkas Prize of the INFORMS Optimization Society, established in 2006,
and administered by the Optimization Society (OS) within INFORMS. It is
awarded bi-annually at the INFORMS Fall National Meeting

The G. Farkas Prize of the INFORMS Optimization Society
Call for Nominations/Applications

Nominations are invited for the G. Farkas Prize of the INFORMS Optimization
Society. The Prize will be presented at INFORMS fall meeting in Pittsburg,
November 2006.

ELIGIBILITY: The author(s) and the contribution must satisfy the following
four conditions to be eligible for the prize:
(a) The Farkas Prize is awarded for the most significant contribution to the
field of optimization by a researcher, or a team of researchers. The
"contribution" maybe a published or submitted and accepted paper, a
series of papers, a book, a monograph or a software.
(b) the author(s) must have been awarded their terminal degree within
20 years of the closing date of nomination;
(c) the topic of the contribution must belong to the field of optimization
in its broadest sense.
(d) the prize may be awarded once in lifetime to any individual.

Judging of the contributions will be based primarily on their quality,
significance, impact and originality.

A letter of nomination/application including supporting material should be
sent on or before this year's closing date of 15 August 2006 to the Committee

Tamás Terlaky
Department of Computing and Software
McMaster University, 1280 Main Street West
amilton, Ontario, Canada, L8S 4K1
Phone: +1-905 525-9140 ext. 27780, FAX: +1-905 524-0340

The 2006 G. Farkas Prize Committee Members are:
A. Conn (IBM Watson); G. Nemhauser (Georgia Tech.);
A. Prékopa (RUTGERS U.); P. Pardalos (U. Florida, Gainswille)

Electronic submissions are preferred.


From: "Petter Kolm" <>
Date: Mon, 12 Jun 2006 16:39:42 -0400
Subject: New Book, Trends in Quantitative Finance

Frank J. Fabozzi, CFA, Sergio M. Focardi, and Petter N. Kolm
Trends in Quantitative Finance

Abstract: This introduction to recent developments in modeling equity
returns provides a plain-English, formula-free review of quantitative
methods; in particular, the trade-offs that must be made among model
complexity, risk, and performance. The monograph also includes the results
of a 2005 survey of the modeling practiced at 21 large asset management

For further details and table of contents, please refer to


From: Jinchao Xu <>
Date: Tue, 13 Jun 2006 14:25:19 -0400
Subject: Conference on Multilevel Iterative Methods in Beijing (August 14-18, 2006)

An International Conference on Multilevel Iterative Methods
will take place at Peking University in Beijing of China
during August 14-18, 2006.

Confirmed invited speakers include: Peter Deulfhard, Michael Holst,
Roland Hoppe, Takashi Kako, Rob Stevenson, Joachim Schoeberl,
Dong Woo Sheen, Zhongci Shi, Junping Wang, Gabriel Wittum
and Jinchao Xu.

The purpose of this conference is to get together researchers in the
world to exchange recent ideas and results in multilevel iterative
methods and related topics. Major topics to be covered (but not
limited to) include multigrid/multiscale methods, domain decomposition
methods, multilevel (two-grid) discretization methods, method of
subspace corrections, adaptive methods, and applications.

The conference also features mini-symposiums and contributed talks.
Title and abstracts should be sent to the conference secretary Conference deadlines are: early registration
(July 10), hotel reservation (July 10) and title and abstract (July
15). Futher detailed information on the conference can be found at


From: "Zudilova-Seinstra, Elena" <>
Date: Mon, 12 Jun 2006 12:14:45 +0200 (CEST)
Subject: Final CFP: British HCI - V&I 2006, Sep 11, 2006

Please note that the main workshop deadlines have been changed due to the
extension of the early registration to the HCI 2006 conference

British HCI - V&I 2006

The 2006 Workshop on
Combining Visualisation and Interaction
to Facilitate Scientific Exploration and Discovery
to be held in conjunction with the
British HCI 2006 conference, London, UK
September 11, 2006


Main dates:

16 June - deadline for submission of short position papers and extended
research abstracts
26 June - review decisions
21 July - early registration deadline
26 July - camera-ready papers
11 September - workshop at British HCI 2006 (London, UK)

For more detailed information about the workshop, please visit:

And the main conference website at:


Elena Zudilova-Seinstra, University of Amsterdam (The Netherlands)
Tony Adriaansen, ICT Centre CSIRO (Australia)


From: "Hesthaven, Jan Sickmann" <>
Date: Mon, 12 Jun 2006 04:47:47 -0400
Subject: SPDE Workshop at Brown, Oct 20-22, 2006

1st Announement of a DARPA and AFOSR Sponsored Workshop entitled

Advances and Challengdes in the Solution of Stochastic
Partial Differential Equation
October 20-22, 2006
Brown University, Providence, RI

As methods for the deterministic solution of partial differential equations
continue to mature, the impact of uncertainty, lacking data, and noise emerge
as a fundamental challenge in the need to accurately and reliably model
complex systems.

It is the purpose of the workshop to focus on the above mentioned issues in
more detail and, by bringing together experts in various fields, initiate a
discussion on how to effectively address these significant challenges. The
format of the workshop will be as a number of 45 min long invited lectures
with discussions following that. The lecture are intended to delineate the
problems encountered as well as presenting a variety of existing and emerging
techniques for dealing with stochastic phenomena, in particular with relation
to stochastic partial differential equations. It will be a priority to attempt
to understand the advantages and limitation of the different techniques to
suggest directions in which research should be directed.

Topics that we hope will be discussed in detail during the workshop include
particle methods, Wiener chaos techniques, MC and MCMC methods, numerical
methods for stochastic ordinary and partial differential equations etc There
will also be several speakers discussing applied aspects and large
contemporary problems with a genuine need for efficient and accurate ways of
dealing with stochastic effects and uncertainty.

A prelimenary list of speakers include: B. Birnir, UCSB; A. Chorin, UC
Berkeley; D. Crisan, Imperial(UK); R. Ghanem, USC; J. Glimm, SUNY-SB; T. Hou,
CalTech; P. Kotelenez, Case Western; H. Kushner, Brown; S.V. Lototsky, USC;
B. Oksendal, Oslo(N); G. Papanicolau, Stanford; B. Rozovsky, USC; A. Stuart,
Warwick(UK); R .Temam, Indiana; J. Tribbia, NCAR

To be added to an email list for future mailings, please send a brief email
stating so to

More details will follow shortly. However, if you have specific questions
regarding this workshop, please feel free to contact the workshop secretary

Ms Janice D'Amico
(401) 863-2358

Best regards,
The organizing comittee
Paul Dupuis (Brown), David Gottlieb (Brown)
Jan S. Hesthaven (Brown), Boris Rozovsky (USC)


From: Fatih Ecevit <>
Date: Wed, 7 Jun 2006 15:39:56 +0200 (MEST)
Subject: Announcing 23rd Annual GAMM-Seminar Leipzig, Jan 25-27, 2006

Title: Integral Equation Methods for High-frequency Scattering Problems

Location: Max-Plank-Institute for Mathematics in the Sciences, Leipzig-Germany

Dates: January 25-27, 2007



From: "Peter K. Sweby" <>
Date: Mon, 12 Jun 2006 09:08:46 +0100
Subject: Two temporary Lectureships in Applied Mathematics at University of Reading

The University of Reading
School of Mathematics, Meteorology and Physics
Department of Mathematics

We are seeking two excellent candidates to take up temporary Lectureships in
Applied Mathematics.

Mathematics is a central part of the School of Mathematics, Meteorology and
Physics. Applied Mathematics at Reading has particular strengths in Applied
and Numerical Analysis.

Temporary Lecturer in Applied Mathematics- Ref AC0633
Lecturer A, Spine Point 8 £24,352 per annum
Full-time, fixed term until May 2007

This position is available from 1st October 2006 until 31st May 2007 and is to
cover Professor Chandler-Wilde's teaching duties during his receipt of a
Leverhulme Fellowship. This is an ideal for someone having recently completed
a PhD in an area of Applied Mathematics. Some previous teaching/lecturing
experience is desirable.

Temporary Lecturer in Applied Mathematics- Ref AC0634
Lecturer A, £24,352-£27,929 per annum
Full-time, fixed term until September 2007

This position is available from 1st October 2006 until 30th September
2007. Applicants should ideally have a PhD in an area of Applied
Mathematics. Previous teaching/lecturing experience is highly desirable.

Informal enquiries may be made to the Head of Department, Dr Peter Sweby (tel
0118 378 8675, e-mail or Prof Simon Chandler-Wilde
(Professor of Applied Mathematics, tel 0118 378 5017, e-mail For further information about the
department see <> .

Application forms and further particulars are available from the Personnel
Office, The University of Reading, Whiteknights, PO Box 217, Reading, RG6 6AH,
telephone 0118 378 6771 (voicemail). Email giving
full name and address. Application forms and further particulars are also
available from . Closing date for applications 7 July
2006. Please quote the Reference Number of the position for which you are

Dr Peter K Sweby
Head of Department
Department of Mathematics
School of Mathematics, Meteorology & Physics
The University of Reading
Whiteknights PO Box 220
Reading RG6 6AX
+44 118 378 8675


From: "Peter K. Sweby" <>
Date: Mon, 12 Jun 2006 09:11:40 +0100
Subject: PhD available at University of Reading

Fluid Dynamics on a Super-Turing Computer

A graduate with a high degree of mathematical skill in vector analysis
and calculus is wanted to implement fluid dynamics on a software
simulation of the perspex machine with a view to firmware implementation
in FPGA and eventual hardware implementation on a dedicated chip. For
further information, including contact details for the prospective
supervisors, please see

Dr Peter K Sweby
Head of Department
Department of Mathematics
School of Mathematics, Meteorology & Physics
The University of Reading
Whiteknights PO Box 220
Reading RG6 6AX
+44 118 378 8675


From: Olivier Pantal <>
Date: Fri, 16 Jun 2006 17:37:11 +0200
Subject: PhD student position at LGP-ENIT Tarbes, France

The LGP ENI Tarbes in France is seeking for a PhD student on the
following subject : "Numerical implementation of dynamic crack
propagation using the XFEM approach". The candidate must have a Master
degree, and must be interested in C++ programming and numerical
implementation. The aim of this work is to develop a new module withing
the DynELA finite element code to simulate crack propagation under
dynamic loading (crash, impact).
The candidate must speak french.

More information can be found at the following URL :


From: Chi-Wang Shu <>
Date: Sun, 18 Jun 2006 02:30:04 -0400 (EDT)
Subject: Contents, Journal of Scientific Computing

Journal of Scientific Computing

Volume 27, Numbers 1-3, June 2006

Special issue: Proceedings of the Sixth International Conference
on Spectral and High Order Methods (ICOSAHOM-04)

David Gottlieb, Jan S. Hesthaven, George Karniadakis and Chi-Wang Shu

Dispersive and Dissipative Properties of Discontinuous Galerkin Finite
Element Methods for the Second-Order Wave Equation
M. Ainsworth, P. Monk and W. Muniz, pp.5-40.

On a Stable Spectral Method for the grad(div) Eigenvalue Problem
M. Azaiez, R. Gruber, M.O. Deville and E.H. Mund, pp.41-50.

Overlapping Schwarz and Spectral Element Methods for Linear Elasticity
and Elastic Waves
Luca F. Pavarino and Elena Zampieri, pp.51-73.

A High-Order Accurate Method for Frequency Domain Maxwell Equations
with Discontinuous Coefficients
Eugene Kashdan and Eli Turkel, pp.75-95.

An Efficient Discretization of the Navier-Stokes Equations in an
Axisymmetric Domain. Part 1: The Discrete Problem and its Numerical
Z. Belhachmi, C. Bernardi, S. Deparis and F. Hecht, pp.97-110.

Identification and Reconstruction of a Small Leak Zone in a Pipe by
a Spectral Element Method
Z. Belhachmi, A. Karageorghis and K. Taous, pp.111-122.

Fluid-Structure Interaction by the Spectral Element Method
N. Bodard and M.O. Deville, pp.123-136.

Mesh Update Techniques for Free-Surface Flow Solvers Using Spectral
Element Method
Roland Bouffanais and Michel O. Deville, pp.137-149.

Large-Eddy Simulation of the Lid-Driven Cubic Cavity Flow by the
Spectral Element Method
Roland Bouffanais, Michel O. Deville, Paul F. Fischer, Emmanuel
Leriche and Daniel Weill, pp.151-162.

On the Total Variation of High-Order Semi-Discrete Central Schemes
for Conservation Laws
Steve Bryson and Doron Levy, pp.163-175.

Element-by-Element Post-Processing of Discontinuous Galerkin Methods
for Timoshenko Beams
Fatih Celiker and Bernardo Cockburn, pp.177-187.

Finite-Volume-Particle Methods for Models of Transport of Pollutant
in Shallow Water
Alina Chertock, Alexander Kurganov and Guergana Petrova, pp.189-199.

Higher-Order Gauss-Lobatto Integration for Non-Linear Hyperbolic
Bart De Maerschalck and Marc I. Gerritsma, 201-214.

Building Blocks for Arbitrary High Order Discontinuous Galerkin
Michael Dumbser and Claus-Dieter Munz, pp.215-230.

Parallel 3D Mortar Element Method for Adaptive Nonconforming Meshes
Huiyu Feng, Catherine Mavriplis, Rob Van der Feng and Rupak Biswas,

Direct Minimization of the Discontinuous Least-Squares Spectral
Element Method for Viscoelastic Fluids
Marc I. Gerritsma, pp.245-256.

Algebraic Fractional-Step Schemes for Time-Dependent Incompressible
Navier-Stokes Equations
Paola Gervasio and Fausto Saleri, pp.257-269.

A Fifth Order Flux Implicit WENO Method
Sigal Gottlieb, Julia S. Mullen and Steven J. Ruuth, pp.271-287.

Optimal Strong-Stability-Preserving Time-Stepping Schemes with Fast
Downwind Spatial Discretizations
Sigal Gottlieb and Steven J. Ruuth, pp.289-303.

Optimal Spectral-Galerkin Methods Using Generalized Jacobi
Ben-Yu Guo, Jie Shen and Li-Lian Wang, pp.305-322.

Adaptive Central-Upwind Schemes for Hamilton-Jacobi Equations with
Nonconvex Hamiltonians
Alexander Kurganov and Guergana Petrova, pp.323-333.

Direct Numerical Simulation in a Lid-Driven Cubical Cavity at High
Reynolds Number by a Chebyshev Spectral Method
Emmanuel Leriche, pp.335-345.

Moving Mesh Discontinuous Galerkin Method for Hyperbolic Conservation
Ruo Li and Tao Tang, pp.347-363.

Spectral Vanishing Viscosity Method for Large-Eddy Simulation of
Turbulent Flows
Richard Pasquetti, pp.365-375.

Spectral Element Methods on Unstructured Meshes: Comparisons and
Recent Advances
Richard Pasquetti and Francesca Rapetti, pp.377-387.

Mass- and Momentum Conservation of the Least-Squares Spectral Element
Method for the Stokes Problem
Michael M. J. Proot and Marc I. Gerritsma, pp.389-401.

Staggered Finite Difference Schemes for Conservation Laws
Gabriella Puppo and Giovanni Russo, pp.403-418.

A Spectral Approach for Generating Non-Local Boundary Conditions for
External Wave Problems in Anisotropic Media
Ivan L. Sofronov and Olga V. Podgornova, pp.419-430.

High Order Accurate Solution of Flow Past a Circular Cylinder
Erik Stalberg, Arnim Bruger, Per Lotstedt, Arne V. Johansson and
Dan S. Henningson, pp.431-441.

Pseudo Spectral Methods Applied to Problems in Elasticity
Chris Talbot and Andrew Crampton, pp.443-454.

Beyond Wiener-Askey Expansions: Handling Arbitrary PDFs
Xiaoliang Wan and George Em Karniadakis, pp.455-464.

The Use of Curved Elements in the Finite Element Approximation of
Thin Plates by High Order p and hp Methods
Christos Xenophontos, pp.465-476.

High-Order Well-Balanced Finite Difference WENO Schemes for a Class
of Hyperbolic Systems with Source Terms
Yulong Xing and Chi-Wang Shu, pp.477-494.

Stabilization Methods for Spectral Element Computations of
Incompressible Flows
Chuanju Xu, pp.495-505.

Non-Linear Filtering and Limiting in High Order Methods for Ideal
and Non-Ideal MHD
H.C. Yee and B. Sjogreen, pp.507-521.

Spherical Harmonic-Generalized Laguerre Spectral Method for Exterior
Zhang Xiao-yong and Guo Ben-yu, pp.523-537.


From: Axel Ruhe <>
Date: Wed, 14 Jun 2006 18:01:29 +0200
Subject: Contents, BIT 46:2

Volume 46 No. 2 June 2006

ANDERS SZEPESSY / Preface and Introduction to the Contents of Issue 46:2 227

A. BELLEN, H. BRUNNER, S. MASET and L. TORELLI / Superconvergence in
Collocation Methods on Quasi-Graded Meshes for Functional Differential
Equations with Vanishing Delays 229

MATS BOMAN / Estimates for the L2-Projection onto Continuous Finite Element
Spaces in a Weighted Lp-Norm 249
E. BUCKWAR, R. HORV &#65533;Â&#65533;´ ATH-BOKOR and R. WINKLER / Asymptotic Mean-
Square Stability of Two-Step Methods for Stochastic Ordinary Differential
Equations 261

HOWARD C. ELMAN and ALISON RAMAGE / Fourier Analysis of Multigrid for
a Model Two-Dimensional Convection-Diffusion Equation 283

JOHAN HELSING / Approximate Inverse Preconditioners for Some Large Dense
Random Electrostatic Interaction Matrices 307

STEFAN HENN / A Translation and Rotation Invariant Gauss&#65533;–Newton Like
Scheme for Image Registration 325

B. LASZKIEWICZ and K. ZIETAK / Approximation of Matrices and a Family of
Gander Methods for Polar Decomposition 345

Rates for an Adaptive Dual Weighted Residual Finite Element
Algorithm 367

A. OSTERMANN, M. THALHAMMER and W. M. WRIGHT / A Class of Explicit
Exponential General Linear Methods 409

S. M. RUMP / Verification of Positive Definiteness 433

End of NA Digest