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...