Large-Scale Scientific Computing

The papers in this volume were presented at ICLSSC 2001, the Third Inter- tionalConferenceonLarge-ScaleScienti?cComputing. ICLSSC2001washeldin Sozopol,Bulgaria,June6–10,2001. Theconferencewasorganizedandsponsored bytheCentralLaboratoryonParallelProcessingoftheBulgarianAcademyof Sciences,andtheDepartmentofNumericalAnalysisandStatisticsoftheUniv- sityofRouse,Bulgaria. SupportwasalsoreceivedfromtheCenterofExcellence “BIS21”(fundedbytheEuropeanCommission),SIAM(SocietyforIndustrial andAppliedMathematics)anditsActivityGrouponSupercomputing. Weare indebtedtoourcolleagueswhohelpedusintheorganizationofthisconference. Wethanktheorganizersofthespecialsessions:O. Axelsson,I. Dimov,A. Ebel, K. Georgiev, V. Getov, S. Heinrich, O. Iliev, A. Karaivanova, S. Margenov, P. Minev, M. Sch¨ afer, and Z. Zlatev. We also thank I. Lirkov for the help in puttingtogetherthisbook. Thepurposeoftheconferencewastobringtogetherscientistsworkingwith largecomputationalproblemsinindustry,andspecialistsinthe?eldofnume- calanalysis‘methodsande?cientexploitationofmodernhigh-speedcomputers. Someclassesofmethodsappearagainandagaininthenumericaltreatmentof problemsfromdi?erent?eldsofscienceandengineering. Theaimofthisconf- encewastoselectsomeofthesenumericalmethodsandplanfurtherexperiments onseveraltypesofparallelcomputers. Thekeylecturesreviewedthemostimp- tantnumericalalgorithmsandscienti?capplicationsonparallelcomputers. The invited speakers included university and practical engineers from industry, as wellasappliedmathematicians,numericalanalysts,andcomputerexperts. The generalthemeforICLSSC2001wasLarge-ScaleScienti?cComputing,focusing on: – Robustpreconditioningalgorithms, – MonteCarlomethods, – Advancedprogrammingenvironmentsforscienti?ccomputing, – Large-scalecomputationsinairpollutionmodeling, – Large-scalecomputationsformechanicalengineeringproblems,and – Numericalmethodsforincompressible?ow. The workshop itself attracted about 80 participants from around the world. Authors from over 15 countries submitted 52 papers, of which 7 were invited, and 45 were contributed. The Fourth International Conference (ICLSSC 2003) willtakeplacein2003. SvetozarMargenov October 2001 JerzyWa´ sniewski PlamenYalamov TableofContents I Invited Papers OptimizingTwo-LevelPreconditionings fortheConjugateGradientMethod. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 O. AxelssonandI. Kaporin OntheParallelizationoftheSparseGridApproachforDataMining. . . . . 22 J. GarckeandM. Griebel JavaCommunicationsforLarge-ScaleParallelComputing. . . . . . . . . . . . . . . 33 V. GetovandM. Philippsen ContinuousPathBrownianTrajectoriesforDi?usionMonteCarlo viaFirst-andLast-PassageDistributions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 J. A. Given,M. Mascagni,andCh. -O. Hwang MultilevelMonteCarloMethods. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 S. Heinrich IterativeAggregation/DisaggregationMethods forComputingSomeCharacteristicsofMarkovChains. . . . . . . . . . . . . . . . . 68 I. MarekandP. Mayer Time-IntegrationAlgorithmsfortheComputerTreatment oftheHorizontalAdvectioninAirPollutionModels. . . . . . . . . . . . . . . . . . . . 81 Z. Zlatev II Robust Preconditioning Algorithms MIC(0)PreconditioningofRotatedTrilinearFEMEllipticSystems. . . . . . 95 I. GeorgievandS. Margenov SobolevSpacePreconditioningforMixedNonlinear EllipticBoundaryValueProblems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 J. Kar´atsonandI. Farag´o OnaSchurComplementApproachforSolvingTwo-Level FiniteElementSystems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 M. NeytchevaandO. Axelsson VIII III Monte Carlo Methods On-LineStateEstimationofManeuveringObjects bySequentialMonteCarloAlgorithm. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 D. Angelova,E. Semerdjiev,Tz. Semerdjiev,andP. Konstantinova OntheDyadicDiaphonyoftheSobol’Sequences. . . . . . . . . . . . . . . . . . . . . . 133 E. I. Atanassov AnImprovedMonteCarloAlgorithmforElasticElectronBackscattering fromSurfaces. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141 I. T. Dimov,E. I. Atanassov,andM. K. Durchova StatisticalAlgorithmsforSimulationofElectronQuantumKinetics inSemiconductors–PartI. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 T. V. GurovandP. A. Whitlock AQuasi-MonteCarloMethodforIntegration withImprovedConvergence. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158 A. Karaivanova,I. Dimov,andS. Ivanovska SolvingSystemsofLinearAlgebraicEquations UsingQuasirandomNumbers. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .