NA Digest Sunday, November 11, 1990 Volume 90 : Issue 39

Today's Editor: Cleve Moler

Today's Topics:


From: A. Wathen <>
Date: Wed, 7 Nov 90 14:49:25 GMT
Subject: Bristol-Bath Numerical Analysis Day


to be held in Lecture Theatre SM2, School of Mathematics,
University Walk, Bristol, UK on Monday 17th December 1990.

All are invited to attend this informal (and free!) set of
talks on current research to be given by members of the
Universities of Bristol and Bath and by our guest speaker,
Professor Gene Golub of Stanford University, California.

The meeting will begin at 10:15 with coffee in the first
floor lounge of the School of Mathematics. The speakers
for the day include:

Chris Budd (Bristol)
Gene Golub (Stanford)
Alastair Spence (Bath)
Yves Tourigny (Bristol)
Andrew Stuart (Bath)
Andrew Cliffe (Harwell & Visiting Research Fellow, Bristol)
Andy Wathen (Bristol)

Andy Wathen
(+44 0272 303313)


From: Ken Atkinson <>
Date: Wed, 7 Nov 90 16:28:29 CST
Subject: Positions at University of Iowa

The Mathematics Department of the University of Iowa invites applications
for the following positions:

1. Three tenure-track appointments at the Assistant or beginning Associate
Professor level beginning in the 1991-92 academic year. One of these
is to be in numerical analysis and two are to be filled by specialists
in harmonic analysis, probability theory, or topology of manifolds.
Selection will be based on evidence of outstanding research
accomplishments or potential, and teaching ability. A Ph.D. or
equivalent training is required.
2. One senior faculty position beginning in 1991-92 academic year or later.
Only applicants of extraordinary stature will be considered. A strong
record of leadership in teaching and research in one of the department's
current or developing areas of strength is required.
3. Pending availability of funds, one or more visiting positions for all
or part of the 1991-92 academic year. Selection will be based on
research expertise and teaching ability.

of the current faculty.

Women and minority candidates are especially urged to apply for any of the
above positions. The University of Iowa welcomes the employment of highly
qualified professional couples on its faculty and staff, permits the
appointment of faculty couples within the same department, and permits the
sharing of a single appointment by a faculty couple.

Applications will be received until January 31, 1991, or until the positions
are filled. To apply send a complete vita and have three letters of
recommendation sent to:

Professor W.A. Kirk, Chair
Department of Mathematics
University of Iowa
Iowa City, Iowa 52242

The University of Iowa is an Equal Opportunity/Affirmative Action Employer.


From: David E. Keyes <>
Date: Thu, 8 Nov 90 08:50:18 EST
Subject: Report from Eight Parallel Circus

Eighty-two attendees with diverse interests in computer science and
scientific computing gathered at the University of Toronto on October 26
and 27, 1990 for the Eighth Parallel Circus. Thirty-two talks were
presented in two very full days spanning topics from languages to
hardware, from lattice dynamics to the dynamics of financial markets.
In the democratic tradition of the circus, a single podium was
alternated between graduate students giving their first public talks and
directors of multimillion dollar research centers. Several works in
progress appeared to receive some new direction in the brief group
discussions following each talk.

Since its inauguration at Yale in 1986, the Parallel Circus has been
repeated nearly semi-annually at mid-semester, fall and spring.
Initially a northeast U.S. meeting, the circus swung west to Stanford
in March, 1990, and has now gone international. The Eighth Circus was
graciously hosted by Izzy Nelken, Christina Christara, and Ken Jackson
of the Toronto CS Department, who arranged excellent on-campus
facilities (including guest logins), a Chinese banquet, and a
wine-and-cheese to prolong discussions into the conference evenings.
Gene Golub of Stanford served in his traditional role as program
moderator. Thanks to financial support from the Information Technology
Research Center (ITRC) and the University of Toronto, the circus was
free to speakers and listeners alike.

The University of Toronto contributed the largest delegation of 23
participants, followed by Syracuse University with seven, and the
University of Illinois with four. Apart from lone representatives from
Denmark and Norway, the participants were evenly divided between the
U.S. and Canada. The Friday-Saturday meeting is primarily a gathering
of academics, though five researchers from government laboratories and
six from private industry (including two from supercomputer vendors)
also participated.

As the availability of parallel hardware increases, so does the
proportion of talks reporting results from implementations. Half of the
talks at the Eighth Circus were backed by experience on various parallel
machines, the Intel hypercubes (iPSC/2 and 860) and the Connection
Machine-2 being most prevalent, with the Alliant, the Ncube, AMT DAP,
the Sequent, and the Transputer also featured.

Five of the talks fell under the linear algebra heading: up- and
downdates of Cholesky factorizations were considered by Chris Bischoff
(Argonne), multiple updates of orthogonal factorizations by Eleanor Chu
(U. of Waterloo), conjugate gradients and block-tridiagonal systems
on the CEDAR system by Ahmed Sameh (U. of Illinois), singular- and
eigenvalue decompositions by David Schimmel (Georgia Tech.), and
triangular systems on systolic arrays by Xiaoyuan Tu (McMaster).

Topics in ordinary differential equations included multirate s-stage
p-parallel q-processor methods presented by Ken Jackson (U. of Toronto),
partitioned systems of ODEs by Stig Skelboe (U. of Illinois), retarded
ODEs by Per Thomsen (Danmarks Teknishe Hojskole), and multiple shooting
by Stephen Wright (Argonne).

Partial differential equations received attention in eight talks.
Parallel multilevel methods were presented by Xian-Zhong Guo (U. of
Maryland), Michael Holst (U. of Illinois), and Ray Tuminaro
(Sandia-Albuquerque). Bernard Bialecki and Graeme Fairweather (both of
the University of Kentucky) discussed, respectively, ADI and direct
decomposition methods exploiting known eigendecompositions in the
solution of spline collocation systems. Another spline collocation
developer, Christina Christara (U. of Toronto) and finite difference
user David Keyes (on leave at ICASE from Yale) each presented
iterative domain decomposition methods, and Dennis Fox (U. of Western
Ontario) discussed parallelization analyses of various finite element

Optimization was the subject of talks by Virginia Torczon (Rice), who
has developed multi-directional search algorithms for unconstrained
nonlinear problems unsuited for quasi-Newton methods, and by Izzy Nelken
(U. of Toronto), who examined a parallelizable normal equation approach
for nonsquare linear systems.

Three representatives of the financial market modeling community
proclaimed the urgently felt need of their industry for parallel
processing, to produce on an hourly basis prognostications now being
done typically only weekly on supercomputers. Ron Dembo (U. of
Toronto) presented a parabolic system of PDEs currently used by over
100,000 financial instrument traders worldwide to estimate risk.
Stavros Zenios (Wharton) presented stochastic optimization work for
mortgage securities on the CM-2. Mustafa Pinar (Wharton) described an
adaptive penalty function method for regularizing multicommodity
modeling problems.

Rounding out the applications part of the program, lattice dynamics,
the N-body problem, and SIMD Monte Carlo were considered by Paul
Coddington (Syracuse), Chris Kuszman (Maspar), and Virendra Bhavsar
(U. of New Brunswick), respectively.

Bridging the gap between applications and environments, topics in
the theory of parallel computation were considered by Tao Yang (Rutgers),
who spoke on the clustering and granularity of directed acyclic task
graphs, and by Andrew Rau-Chaplin (Carleton), who proposed monotone
graphs -- more general than trees, less general than planar graphs --
as efficient parallel data structures for fine-grained hypercubes.

Five of the sessions concentrated on the ``how'' of parallel computing
rather than the ``what''. Bob Bernecky (Snake Island Research) and
Anne Elster (Cornell) led spirited advocacies of APL and C, respectively,
while Ed Segall (Rutgers) championed LINDA, and Bob van de Geijn (U. of
Texas-Austin) sought feedback on a draft version of the BLACS (Basic
Linear Algebra Communication Subroutines) primitives he is developing
during his leave at the University of Tennessee with Jack Dongarra. In
another free-wheeling discussion, emeritus professor of CS Kelly
Gotlieb and physicist George Luste of the hosting University of Toronto
solicited collective advice on parallel hardware acquisition.

Sequels to some of these talks and many others are expected at the Ninth
Parallel Circus, tentatively scheduled for March 22 and 23, 1991 at U.C.
Santa Barbara. (This immediately precedes the SIAM Conference on
Parallel Processing in Houston.) Host Omer Egecioglu of UCSB's CS
Department will announce the meeting over the NAnet as details become


From: Greg Astfalk <>
Date: Thu, 8 Nov 90 11:03:36 -0500
Subject: Call for Articles for SIAM News

Call for articles for SIAM News

SIAM News, the bi-monthly newsletter of SIAM, is running a regular
column entitled "Applications on Advance Architecture Computers." The
column will describe real-world applications that are solved on some
form of advanced architecture machine. The hardware is not limited to
just supercomputers but rather to any machine(s) that is more exotic than
the SISD class. The only criteria for an article is that the
application involve some mathematical formulation and its solution was
achieved on an 'advanced architecture' computer.

Real-world applications are preferable to an implementation of a
numerical algorithm. LU decomposition is a very important algorithm
but an application such as modeling of the human heart is preferred.
However, we are not excluding articles on algorithms alone.

The article(s) themselves should be 4-5 pages with perhaps one or two
figures. The article should be of a level that will appeal to the
broad backgrounds of the 9000 subscribers to SIAM News. As a rough
guide, something more technical than a Scientific American article but
not as technical as a SIAM Review article is appropriate.

If you have an application and would like to see it in the column we
would certainly like to accomodate you. Any articles and
communications can be addressed to me, the column editor,

Greg Astfalk Phone: 301-345-2400
Convex Computer Corp. FAX: 301-474-5795
7501 Greenway Center Dr. Email:
Greenbelt, MD 20770-3514


From: Eugenio Onate <>
Date: 9 Nov 90 13:15 +0100
Subject: Two Meetings in Barcelona

Barcelona, 21-25 September 1992
Exhibition of Parallel Computing and Transputer Related Hardware


- Universidad Politecnica de Cataluna. Dpt. d`Arquitectura de Computadors.
- Centro Internacional de Metodos Numericos en Ingenieria.
- Science and Engineering Research Council, U.K.
- Dpt. of Trade and Industry, U.K.


The conference aims to cater for "a state of the art" coverage of current
parallel computing theory and practice in different fields of science and
technology. Practical applications of transputers and other parallel
computing hardware like Shared Memory Vector Multiprocessor Computers,
Distributed Memory Multiprocessor Computers and Array Processor Computers
will feature prominently.

Papers will cover the following topics: CAD/CAM, Computational Mechanics
and Engineering, Continuous and Discrete Simulation, Educational Software,
Graphics, Hardware emulation, Image Processing, Industrial Inspection,
Instrumentation, Molecular and Particle Modelling, Music Synthesis,
Networking, Operating Systems, Programming Tools, Real Time Control, Signal

Barcelona, 6-10 April 1992


- E. Onate, Universitat Politecnica de Cataluna, Spain.
- D.R.J. Owen, University College of Swansea, U.K.
- E. Hinton, University College of Swansea, U.K.


The first two conferences in this series were held in Barcelona in April, 1987
and September, 1989 and the present conference pursues the same objective of
bringing together leading researchers and practitioners in the field of
computational plasticity. This will provide a forum for discussion of the
current state of solution procedures for plasticity problems and their
integration in computer aided analysis and design.

The conference will address both the theoretical bases for the solution of
plasticity problems and the numerical algorithms necessary for efficient and
robust computer implementation. The ever increasing rate of development of new
engineering materials required to meet advanced technological needs poses
fresh challenges in the field of constitutive modelling. The complex behaviour
of such materials now demands a closer interaction between numerical analysis
and material scientists in order to produce thermodynamically consistent
models which provide a response in keeping with fundamental micromechanical
principes and experimental observartions.

For further information on either of these two meetings, please contact

Prof. Eugenio Onate
COMPLAS III Secretariat
Centro Internacional de Metodos Numericos en Ingenieria
Modulo C1, Campus Norte UPC
Gran Capitan, s/n. 08034 Barcelona, Spain.
Ph.: 34-3-401 6487 / 2057016
Fax: 34-3-401 6517


From: Andreas Griewank <>
Date: Fri, 9 Nov 90 16:14:00 CST
Subject: Automatic Differentiation of Algorithms

Theory, Implementation, and Applications
1991, January 6.-8.
Breckenridge, Colorado

Funding Agencies: Air Force Office of Scientific Research (AFOSR)
Army Research Office (ARO)

Organizers: Andreas Griewank, Argonne National Laboratory
George Corliss, Marquette University

Thirty half hour presentations will cover all aspects of automatic
differentiation, a chain rule based technique for obtaining numerical
values of first and higher derivatives. The approach can be applied
to any function that is defined as a composition of of arithmetic
operations and elementary functions, usually in form of a computer
program for its evaluation. Several speakers will present and
demonstrate software packages that accept evaluation programs in
FORTRAN and C as input and generate extended object code for the
simultaneous evaluation of various derivatives together with the
original scalar or vector function. Since the underlying chain rule
may be applied in several ways, one can distinguish between different
modes of automatic differentiation (in particular forward and reverse),
which differ radically in terms of their temporal and spatial
requirements. More than half of the talks focus on applications,
e.g.: optics, nuclear engineering, weather modeling, satellite
simulations, economical modeling, forest growth studies, and chemical
process simulation.

There is room for a limited number of additional attendees.
Students and junior faculty may apply for financial support.
For a tentative schedule and technical details please contact
A.Griewank (, G.Corliss (
or Trini Flores of the SIAM conference department (215-382-9800).


Date: Wed, 7 Nov 90 11:02 EDT
Subject: SIAM Journal on Control and Optimization

SIAM Journal on Control and Optimization
Vol 29, No. 2, March 1991

Viablity Problems for Nonautonomous Differential Inclusions
Peter Tallos

Continuous-Time Stochastic Adaptive Control
M. Gevers, G. C. Goodwin, and V. Wertz

A Characterization of All Solutions to the Four Block General Distance Problem

K. Glover, D. J. N. Limebeer, J. C. Doyle, E. M. Kasenally, and M. G. Safonov

Duality Relationships for Entropy-Like Minimization Problems
J. M. Borwein and A. S. Lewis

1-Determinancy of Feasible Sets
Toshihiro Matsumoto, Susumu Shindoh, and Ryuichi Hirarayashi

Asymptotic Locations of Eigenfrequencies of Euler-Bernoulli Beam with
Structural and Viscous Damping Coefficients
Hankun Wang and Goong Chen

Exponential Decay of the Energy of a One-Dimensional Nonhomogeneous Medium
Jong Uhn Kim

On a Convex Parameter Space Method for Linear Control Design of Uncertain
J. C. Geromel, P. L. D. Peres, and J. Bernussou

On the Convergence of the Proximal Point Algorithm for Convex Minimization
Osman Guler

Realization of Acausal Weighting Patterns with Boundary-Value Descriptor
Ramine Nikoukhah, Bernard C. Levy, and Alan S. Wilsky

The Dynamic Programming Equation for the Time-Optimal Control Problem in
Infinite Dimensions
Viorel Barbu

Existence of Control Lyapunov Functions and Appplications to State Feedback
Stabilizability of
Nonlinear Systems
J. Tsinias

Second-Order Hamilton-Jacobi Equations in Infinite Dimensions
Piermarco Cannarsa and Guiseppe Da Prato

Calmness and Exact Penalization
J. V. Burke

Erratum: Controllability of Nonlinear Discrete-Time Systems: A Lie-Algebraic
Bronislaw Jakubczyk and Eduardo D. Sontag


Date: Wed, 7 Nov 90 11:47 EDT
Subject: SIAM Journal on Mathematical Analysis

SIAM Journal on Mathematical Analysis
March, 1991 Volume 22, Number 2

An Existence Theorem for Model Equations Resulting from Kinetic Theories of
Polymer Solutions
Michael Renardy

The Effect of Temperature Dependent Viscosity on Shear Flow of
Incompressible Fluids
M. Bertsch, L. A. Peletier, and S. M. Verduyn Lunel

The Nonconvex Multi-Dimensional Riemann Problem for Hamilton-Jacobi
Martino Bardi and Stanley Osher

The Analysis of a Model for Wave Motion in a Liquid Semiconductor: Boundary
Interaction and Variable Conductivity
William V. Smith

Qualitative Theory of the Cauchy Problem for a One-Step Reaction Model on
Bounded Domains
Joel D. Avrin

Stability Analysis for the Slow Travelling Pulse of the Fitzhugh-Naguma
Gilberto Flores

On the Bifurcation of Radially Symmetric Steady-State Solutions Arising in
Population Genetics
K. J. Brown and A. Tertikas

On the Representation of Stokes Flows
Werner Kratz

Isolated Singularities of p-Harmonic Functions in the Plane
Juan J. Manfredi

Approximation of Solutions of Singular Second Order Boundary Value Problems
A. M. Fink, Juan A. Gatica, Gaston E. Hernandez, and Paul Waltman

Some Singular Nonlinear Boundary Value Problems
John V. Baxley

Inversion of Discontinuities for the Schrodinger Equation in Three Dimensions
Lassi Paivarinta and Errki Somersalo

Two-Dimensional Stationary Phase Approximation: Stationary Point at a Corner
J. P. McClure and R. Wong

On the Asymptotic Behavior of the Coefficients of Asymptotic Power Series
and its Relevance to Stokes Phenomena
G. K. Immink

Invertibility of Shifted Box Spline Interpolation Operators
C. K. Chui, J. Stockler, and J. D. Ward

A Simple Wilson Orthonomal Basis with Exponential Decay
Ingrid Daubechies, Stephane Jaffard, and Jean-Lin Journe


Date: Wed, 7 Nov 90 11:47 EDT
Subject: SIAM Journal on Numerical Analysis

SIAM Journal on Numerical Analysis
FEBRUARY 1991 Volume 28, Number 1

Convergence of a Particle Method for the Relativistic Vlasov-Maxwell System
Robert Glassey and Jack Schaeffer

Numerical Passage from Kinetic to Fluid Equations
F. Coron and B. Perthame

Adaptive finite element methods for parabolic problems
I: A linear model problem.
Kenneth Eriksson and Claes Johnson

A Finite-Difference Scheme for the Navier-Stokes Equations of
One-Dimensional, Isentropic, Compressible Flow
Roger Zarnowski and David Hoff

A Pseudospectral Finite-Element Method for Solving
Two-Dimensional Vorticity Equations
Guo Ben-Yu and Ma He-Ping

A Note on the Convergence of the Discontinuous Galerkin
Method for a Scalar Hyperbolic Equation
Todd E. Peterson

Solution of Steady-State, Two-Dimensional Conservation Laws
by Mathematical Programming
John E. Lavery

A Weighted Least Squares Method for the Backward-Forward Heat Equation
A. K. Aziz and J.-L. Liu

Physically Motivated Domain Decomposition for singularly Perturbed Equations
Jeffrey S. Scroggs

On the Schwarz Alternating Method with More than Two
Subdomains for Nonlinear Monotone Problems
Lori Badea

Approximation Methods for the Consistent Initialization of
Differential-Algebraic Equations
B. Leimkuhler, L. R. Petzold, and C. W. Gear

Bounds and Estimates for Condition Numbers of Integral Equations
Peter Linz

Accelerated Projection and Iterated Projection Methods with
Applications to Nonlinear Integral Equations
David R. Dellwo and Morton B. Friedman

On the Global Convergence of Trust Region Algorithms using
Inexact Gradient Information
Richard G. Carter

A Global Convergence Theory for the Celis-Dennis-Tapia Trust
Region Algorithm for Constrained Optimization
Mahmoud El-Alem


End of NA Digest