## NA Digest Saturday, August 10, 2002 Volume 02 : Issue 32

Today's Editor:
Cleve Moler
The MathWorks, Inc.
moler@mathworks.com

### Submissions for NA Digest:

Mail to na.digest@na-net.ornl.gov.

Information via e-mail about NA-NET: Mail to na.help@na-net.ornl.gov.

-------------------------------------------------------

From: Nick Trefethen <lnt@comlab.ox.ac.uk>
Date: Thu, 8 Aug 2002 15:26:54 GMT
Subject: Seeking Online Approximation Literature

Dear NA Digest friends,

I have a PhD student, Zachary Battles, a Rhodes Scholar from
Pennsylvania, who is blind. Battles reads mathematics by looking at
TeX or LaTeX source with his electronic Braille machine.

Our research work requires him to learn classic univariate polynomial
approximation theory -- things like Jackson & Bernstein theorems,
interpolation in Chebyshev and related points, Lebesgue constants, that
kind of material. I have a dozen excellent books on my shelf on these
subjects, but nothing in electronic form.

Can you point us to an electronic source that Battles may learn this
material from? Maybe you've written a book or some detailed course notes
yourself that we don't know about. Of course, he would be happy to give
assurances that any files he gets access to will not be transmitted
further. Please respond to both me and battles@comlab.ox.ac.uk.
(If you have pertinent information about excellent sources in other
areas of numerical analysis and introduction functional analysis, we'd
be interested to hear of that too.) Many thanks,

Nick Trefethen

------------------------------

From: Dietrich Braess <braess@num.ruhr-uni-bochum.de>
Date: Thu, 8 Aug 2002 09:11:38 +0100 (NFT)
Subject: Quick Proof of the Kantorovitch Inequality

Quick Proof of the Kantorovitch inequality

The Kantorovitch inequality

(xAx) (xA^-1x) 1
-------------- < or= - (k^1/2 + k^-1/2)^2
(xx)^2 4

(k=condition number of A)
is of interest when the convergence rates of the gradient
method and the method of conjugate gradients are compared.

I am looking for the reference to the quickest proof.
I found only proofs that contain several steps or refer to
a spectral decomposition and use the geometric-arithmetic
mean inequality for SEVERAL numbers.
Courant's maximum principle for quadratic forms and Young's
inequality (for two! numbers), however, are enough.

PROOF.
Let t be the geometric mean of the maximal and the minimal
eigenvalue. Then the spectrum of
t^-1 A + t A^-1
is bounded by k^1/2 + k^-1/2. Hence, by Courant we have for
any vector x,
t^-1 (xAx) + t (xA^-1)x < or= (k^1/2 +k^-1/2) (xx).
The left hand side is an arithmetic mean. We want to estimate
the geometric mean. Young's inequality yields the
Kantorovitch inequality.

Does this simple argument exist in the literature?
If "yes", I would be grateful for a hint since I need the
reference for a citation in my FE book.

------------------------------

From: Nils Wagner <nwagner@mecha.uni-stuttgart.de>
Date: Fri, 09 Aug 2002 16:28:03 +0200
Subject: Spectral Problem

Is it possible to say something about the eigenvalue distribution
of the following parameter-dependent matrix

A = [[0,1,0],
[-\omega^2,0,-\eta \omega^2],
[0,1,-\mu]]

where \eta, \mu and \omega are positive real numbers.
Since all elements of A are real, there are at least
two possibilities

1. one real eigenvalue and a complex conjugate pair
2. three real eigenvalues

Are there further restrictions concerning the spectrum of A ?

Nils Wagner

------------------------------

From: Ren-Cang Li <rcli@cs.uky.edu>
Date: Wed, 7 Aug 2002 14:41:44 -0400
Subject: Benchmarking Elementary Functions

Dear NA-NETer,

I am seeking applications or code pieces that heavily involve
the evaluations of elementary functions (exp, log, trig., sqrt,
x^y, etc.) to do a performance benchmark of available elementary
math libraries (libm) from today's computer vendors. If you know
or have any, please email me at rcli@cs.uky.edu. You help is
greatly appreciated and will be acknowledged.

best, Ren-Cang Li
http://www.ms.uky.edu/~rcli

------------------------------

From: Umit Catalyurek <umit@cs.umd.edu>
Date: Mon, 5 Aug 2002 12:56:23 -0400 (EDT)
Subject: PaToH, Partitioning Tools for Hypergraphs

PaToH is a multilevel hypergraph partitioning tool originally developed at
http://www.cs.umd.edu/~umit/software.htm. PaToH has been developed to
show the appropriateness of various computational hypergraph models
(proposed by the authors of PaToH) for 1D and 2D decomposition of sparse
matrices for parallel sparse matrix-vector multiplication, and
sparse matrix ordering. PaToH was the fastest hypergraph partitioner when
it has been developed, and to best of our knowledge it is still the
fastest partitioner.

------------------------------

From: Erkki M S Heikkola <emsh@mit.jyu.fi>
Date: Tue, 6 Aug 2002 17:31:12 +0300 (EETDST)
Subject: Conference in Jyvaskyla on Numerical Simulation of Wave Propagation

WAVES 2003
Sixth International Conference on Mathematical
and Numerical Aspects of Wave Propagation
June 30 - July 4, 2003

The Call for Papers is available at
http://www.mit.jyu.fi/waves2003/

Organized by
- INRIA

This conference will provide, as have the preceding conferences
in this series, a forum where mathematicians, scientists, and
engineers from academia and industry can exchange research ideas
concerning theoretical developments and specific applications
in the domain of wave propagation. In addition to the nine principal
lectures, there will be sessions for contributed papers and poster
presentations. This conference is held biennially. Reviewed manuscripts
distributed at the conference.

Important dates:

- Today: Send in the reply form available on the web page
http://www.mit.jyu.fi/waves2003
- October 15,2002: Deadline for submission of five-page
contributed papers. Papers must be sent by email in postscript
or pdf files to symposia@inria.fr
LaTeX macros available on the web page.
- December 15,2002: Decision of acceptance
- January 30,2003: Final announcement and
dealine for the camera-ready copies of accepted papers
- April 15, 2003: early registration
- May 31, 2003: hotel registration

or contact Erkki Heikkola, emsh@mit.jyu.fi

------------------------------

From: Malte Braack <malte.braack@iwr.uni-heidelberg.de>
Date: Mon, 05 Aug 2002 11:02:37 +0200
Subject: Workshop in Heidelberg on Multidimensional Reactive Flows

Second Announcement COMREF 2002
Workshop on
Computational Methods for
Multidimensional Reactive Flows

Heidelberg, December 2-4, 2002
Organizers: M. Braack, O. Deutschmann, R. Rannacher, J. Warnatz

The aim of this workshop is to bring together scientists with
interest in computational aspects of reactive-flow simulations.
The main focus will be on efficient and reliable numerical
methods in two and three space dimensions:

Discretization
Multilevel methods, splitting techniques
Turbulent flows
Optimization

This 3-days workshop provides a platform for discussion and comparison
of algorithms.

There will be some invited lectures of 50 minutes and contributed talks
of 20 minutes. These will be selected on the basis of submitted abstracts
(max. 300 words). Submission deadline: September 13, 2002

Further information: http://gaia.iwr.uni-heidelberg.de/~comref02/
comref02@hermes.iwr.uni-heidelberg.de

------------------------------

From: Stanislav Uryasev <uryasev@ufl.edu>
Date: Tue, 6 Aug 2002 11:18:57 -0400
Subject: Workshop in Gainesville on Risk Management and Financial Engineering

Workshop
INTEGRATED RISK-RETURN MANAGEMENT:
NEW APPROACH TO MANAGEMENT OF BANK PORTFOLIO

A joint workshop of Risk Management and Financial Engineering Lab,
University of Florida, USA and Risk Traning, Bruckmuehl, Germany

November 4-5, 2002, University of Florida, Gainesville, Florida, USA
Workshop WEB site: http://www.ise.ufl.edu/rmfe/events/ws2002/

TOPICS
- New Risk Measures (VaR, CVaR, CDaR) for the Bank Portfolio
- Bank-wide Integrated Risk Measurement and Capital Allocation
- Integration of Risk- and Return Management
- Risk-Return Portfolio Optimization of the Bank Portfolio
- Integration of Regulatory and Internal Risk Management

BY ATTENDING THIS WORKSHOP YOU WILL GAIN
- An understanding of innovative concepts of integrated risk-return
management
- An experience in new risk measures, including, Conditional
Value-at-Risk (CVaR) and Conditional Drawdown-at-Risk (CDaR)
- The knowledge of new methods of risk measurement and capital
allocation that are appropriate for banks and other financial
institutions
- The ability to develop the conceptual framework and a consistent
key ratio system for an integrated risk-return management of a portfolio
- Insight into algorithms for finding risk-return optimum portfolios
accounting for loss risk limitations from internal and regulatory
points of view

WORKSHOP REFEREES
Dr. Ursula A. Theiler, Risk Training, CEO, is a professional training
consultant who has conducted numerous trainings of financial institutions
and companies related to bank and risk management. Dr. Ursula A. Theiler
holds a Doctorate Degree of the Banking Business Department of the
Ludwig-Maximilians-University of Munich, Germany. For additional
information,
see personal site http://www.ursula-theiler.de and Risk Training site
http://www.risk-training.org/.

Prof. Stanislav Uryasev at the University of Florida, is the director of
the Risk Management and Financial Engineering (RMFE) Lab. His research
is focused on the development of efficient computer modeling and
optimization techniques and their applications in finance, including:
risk management, portfolio optimization and optimal trading strategies.
He holds a Ph.D. degree in applied mathematics from Glushkov Institute
of Cybernetics, Ukraine. He has published three books (monograph and
two edited volumes) and more than seventy research papers. For additional
information, see personal site http://www.ise.ufl.edu/uryasev and
site of the RMFE Lab., http://www.ise.ufl.edu/rmfe.

CONTACT
Pavlo Krokhmal at the University of Florida
Phone: (352) 2223082
Fax: (352) 3923537
E-Mail: krokhmal@ufl.edu

------------------------------

From: C. L. Smyth <cls34@leicester.ac.uk>
Date: Fri, 9 Aug 2002 14:46:24 +0100
Subject: Lecturer Position at University of Leicester

UNIVERSITY OF LEICESTER
Department of Mathematics and Computer Science
Lecturer A/B in Applied Mathematics
Available from 1 September 2002 for 1 year
=A320,470 to =A332,537 pa (March 2002 rates)

Ref: A5517

Opportunity to join a dynamic UK Applied Maths group. Target areas:
applied PDE, numerical solution of PDE, and numerical linear algebra.
Possibilities for involvement with the Centre for Mathematical Modelling.

Application forms and further particulars are available from the
Personnel Office, University of Leicester, University Road, Leicester
LE1 7RH, UK. Tel: 0116 252 5114. Fax: 0116 252 5140. Email:
jobs@le.ac.uk or via www.le.ac.uk/personnel/jobs.

Closing date: 19 August 2002

------------------------------

From: Guntram Berti <berti@ccrl-nece.de>
Date: Thu, 8 Aug 2002 15:40:29 +0200
Subject: Research Position at NEC Research Laboratories, Germany

NEC Europe Ltd., a subsidiary of NEC Corporation, a
world leader in the Computer and Communications market,
has an opening for an R&D position in its C&C Research
Laboratory, located near Bonn, Germany (http://www.ccrl-nece.de).

The primary mission of this laboratory is to carry out
research and development in all areas of High Performance
Computing (HPC). The lab pursues research issues related
to the efficient programming of HPC systems and is
extensively involved in HPC applications (such as finite
element modelling, fluid mechanics, climate modelling)
and HPC support technology (such as parallel linear
algebra libraries). Currently we are seeking an outstanding
individual to strengthen our position in the area of Finite
Element modelling for Bio-mechanics.

We are looking for a highly motivated candidate who will
contribute to our ongoing research and development
activities in bio-numerics. These activities include two
European projects led by the laboratory: SimBio
(http://www.simbio.de); the very new project GEMSS,
which will combine bio-numeric applications as
simulation services in a Grid computing environment.

Candidates are sought with expertise in one or both
of the following areas:

* Finite Element modelling for structural mechanics
and/or soft tissues
* Development of numerical software for computational
biomechanics or biomedical engineering

We offer a creative scientific and international environment
which will allow you to develop your skills, and a competitive
English) with full CV and career details to:

NEC Europe Ltd., C&C Research Laboratories
Ms. Dagmar Hoffmann
Rathausallee 10
D-53757 Sankt Augustin, Germany
E-mail: hoffmann@ccrl-nece.de

------------------------------

End of NA Digest

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