Proceedings of the Conference on Applied Mathematics and Scientific Computing

Proceedings of the Conference on Applied Mathematics and Scientific Computing

English

Description

This book brings together contributed papers presenting new results covering different areas of applied mathematics and scientific computing.

Firstly, four invited lectures give state-of-the-art presentations in the fields of numerical linear algebra, shape preserving approximation and singular perturbation theory.

Then an overview of numerical solutions to skew-Hamiltonian and Hamiltonian eigenvalue problems in system and control theory is given by Benner, Kressner and Mehrmann. The important issue of structure preserving algorithms and structured condition numbers is discussed.

Costantini and Sampoli review the basic ideas of the abstract schemes and show that they can be used to solve any problem concerning the construction of spline curves subject to local constraints.

Kvasov presents a novel approach in solving the problem of shape preserving spline interpolation. Formulating this problem as a differential multipoint boundary value problem for hyperbolic and biharmonic tension splines he considers its finite difference approximation.

Miller and Shishkin consider the Black-Scholes equation that, for some values of the parameters, may be a singularly perturbed problem. They construct a new numerical method, on an appropriately fitted piecewise-uniform mesh, which is parameter-uniformly convergent.

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Published 01 January 2005
Reads 7
EAN13 1402031971
Language English

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Contents
Pre ac
Part I
Invited lectures
S ew-Ham ton an an Ham ton an E va ue Pro ems: T eor , A or t m n A cat ons P B Kressne olker Mehrmann 1 Pr limin ri T e S ew-Ham ton an E genva ue Pro em 3 T e Ham ton an E enva ue Pro em A cat ons Concludin Remarks c now e gments
Re erences
enera Frame or t e onstruct on o onstra ne ur es Paolo Costantini, Maria Lucia Sampol 1 In r i n T e genera structure o A stract Sc eme onstruct on o constra ne cur e A new application: eometric interpolation 5 Concludin remarks
R f r n
MBVP for Tension Splines Bor s I. Kvasov 1 In r i 1–D DMBVP. Finite Difference A roximation 3 System Sp tt ng an Mes So ut on Extens on Computational Aspect 2–D DMBVP. Problem Formulation Finite–Difference A roximation of DMBVP Al orithm 8 SOR Iterative Metho Method of Fractional Step
6 6
4
64
7
8 69
7 7
1
v
R
APPLIED MATHEMATI
10 Grap ca Examp es cknowled ments
r n
AND
IENTIFI
MP
Robust numerical methods for the sin ularl perturbed Black-Scholes equation H Mille I hishkin 1 In r i 2 Pr l m f rm l i Numer ca so ut ons o s ngu ar pertur at on pro em 4 Upwind uniform mesh method 5 Upwind piecewise-uniform fitted mesh method Summary Ac now e gment
eference
Part II
Contributed lectures
On certa n propert es o spaces o oca y So o ev unct on ena Antoni´ Kr m Buraz 1 Intro uct on 2 Spaces of locall Sobolev function , , Dua ty o spaceΩnΩ Weak convergence and some imbedding Concluding remark
R f r n
TIN
95
8 99 101 10 1
10
0
116
n some properties of homogenised coefficients for stationary diffusion problem 121 ena Antoni´ Mar o Vr o ja 1 Intro uct on 12 T o- mens ona case T ree- mens ona cas 12 Some spec a case
Re erences
So v n Para o c S n u ar Pertur e Pro Splines Beroˇ o Maruˇ In r n o ocat on met o 3 Co ocat on met o or ara o c 4 Numer ca resu t
Re erences
ems
Co ocat on Us n
erent a e uat on
Tens on
129
1
139
ontents
On accurac propert es o one–s e a ona zat on a or t m an i n Bosne o Drmaˇ 1 In r i One–s e a ona zat on 3 Error anal si On the (i)relevance of the (non)orthogonality of onclusion
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Knot Insertion Al orithms for Wei hted Spline na Bosner 1 In r i n n Pr limin ri Weighted splines of order 4 3 We te sp nes o or er+ Conclusion
Re erences
ts app ca-
46 1
150
1 1
1 154 1 1
15
umer ca proce ures or t e eterm nat on o an un nown source parameter n arabolic e uation 16 Emine an Baran 1 In r i 61 Proce ure I (canon ca representat on) 1 2 3 Procedure II (TTF formulation 16 Numer ca Resu t an D scuss on 1 4
Re erences
Balanced central NT schemes for the shallow water e uations e i a rnjari´ c Sen Vu ovi´ u a Sopta 1 Central NT scheme Balanced central NT scheme for the shallow water e uations. 3 Numerical results onc us on remar s
R
r n
H en Mar ov Mo e s an Mu t p e A Pa tei Karag te o 1 Intro uct on Hidden Markov Model 3 Expectat on Max m zat on 4 Suboptimal Ali nment Results and Conclusion
Re erences
1
7
17 7 1
nments o Prote n Sequences 187 I ana Ni ´ Mari Tadi´ omago Vlah 1 188 189
192
195
7
2
Re erences
er-97
21
21
207
21
zat on o
Re erences
Tota east squares pro em or t e Hu ert unct on Dra Juki´ Rudol Scitovski ristian ab 1 In r i n The existence roblem and its solution 3 C o ce o n t a a rox mat on Numer ca exam e
25
2 4
45
APPLIED MATHEMATI
u
: sta
ne- mens ona ow o a com ress e v scous m cro o ar e so ut on Nermina Mu akovi´ 1 Statement of the roblem and the main result Some properties of the nonstationar solution 3 Proof of Theorem 1.1.
Re erences
Re erences
R f r n
eometric Interpolation of Data i erne Koza Em Za ar 1 In r i n The s stem of nonlinear equation 3 The roof of the theorem Numerical exam le
nar
Heat n o o we ot water c rcu at o M a Jura r o Prni´ 1 M m m Var at ona ro e 3 Numer ca a rox mat on
n the dimension of bivariate spline space 3 aˇ Ja ˇ Jernej Koza 1 Intro uct on T e a roac es to t e mens on ro 3 T e re uct on step T e re uct on poss t es cons ere
MP
IENTIFI
TIN
em
n stron cons stenc or one–step approx mat ons o stoc ast c or ential equations Horv Bo or 1 Intro uct on Stron Conver ence an Cons stenc
AND
7
2
2
2
4 24
ontents
R f r n
x
261
On parameter classes of solutions for system of quasilinear differential equations 2 3 A Omerspa B ˇ Vr o Intro uct o Th m in r l 26
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A ge ra c Proo o t e B–Sp ne Der vat ve Formu a en Rogin Intro uct on an pre m nar e T e er at e ormu a Acknowledgment
Re erences
Re at ve Pertur at ons, Ran Sta t an Zero Patterns o Matr ce San a Singe a Sin e 1 Intro uct on 2 Problem reduction for rank deficient matrice 3 Vanishin determinant stabilit 4 Zero patterns
R
r n
umer ca S mu at ons o Water Wave Propa at on an F oo ˇ ˇ uka Sopt Nelida Crn ari´-Z u o ´ Dan o Ho
1 2
R f r n
Intro uct on Wetting and drying mu at on
Der vat on o a mo e o ea spr n s osi Tambaˇ 1 Intro uct on 2 Geometry of straight multileaf springs 3D e ast c t pro em 4 T e pro em n epen ent oma 5 A riori estimate The first test function Th n f n i n T e mo e
R
r n
uantum s te perco at on on amena e rap
n vi´
erko S
2 2
7
27 7 281
8 8 8
ni
1
29 96 298
0
7
11
1
7
xi
Ivan Vese 1
Reference
APPLIED MATHEMATI
AND
IENTIFI
Introduction: The Quantum ercolation mode Results: Spectral properties of finite range hopping operators Proo s o t e t eorems Outlook: finitel supported and exponentiall deca in states
MP TIN
rder of Accuracy of Extended WENO Schemes enk Neli r Z Sop 1 Intro uct on 2 Extended WENO scheme 3 Application to one-dimensional shallow water equations App cat on to one- mens ona near acoust cs equat ons Application to one-dimensional Bur ers equations with source ter escr n at metr 6 Concluding remark
Reference
n
7 319 2 32
327
32
33 33
7
33
4