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Druck auf Anfrage Neuware - Printed after ordering - 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 Seq.
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