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. . . . . . . . . . . . . . . . . . . . . .

Inhalt
Invited Papers.- Optimizing Two-Level Preconditionings for the Conjugate Gradient Method.- On the Parallelization of the Sparse Grid Approach for Data Mining.- Java Communications for Large-Scale Parallel Computing.- Continuous Path Brownian Trajectories for Diffusion Monte Carlo via First- and Last-Passage Distributions.- Multilevel Monte Carlo Methods.- Iterative Aggregation/Disaggregation Methods for Computing Some Characteristics of Markov Chains.- Time-Integration Algorithms for the Computer Treatment of the Horizontal Advection in Air Pollution Models.- Robust Preconditioning Algorithms.- MIC(0) Preconditioning of Rotated Trilinear FEM Elliptic Systems.- Sobolev Space Preconditioning for Mixed Nonlinear Elliptic Boundary Value Problems.- On a Schur Complement Approach for Solving Two-Level Finite Element Systems.- Monte Carlo Methods.- On-Line State Estimation of Maneuvering Objects by Sequential Monte Carlo Algorithm.- On the Dyadic Diaphony of the Sobol' Sequences.- An Improved Monte Carlo Algorithm for Elastic Electron Backscattering from Surfaces.- Statistical Algorithms for Simulation of Electron Quantum Kinetics in Semiconductors - Part I.- A Quasi-Monte Carlo Method for Integration with Improved Convergence.- Solving Systems of Linear Algebraic Equations Using Quasirandom Numbers.- Monte Carlo Analysis of the Small-Signal Response of Charge Carriers.- Statistical Algorithms for Simulation of Electron Quantum Kinetics in Semiconductors - Part II.- Advanced Programming Environments for Scientific Computations.- IC2D: Interactive Control and Debugging of Distribution.- JaMake: A Java Compiler Environment.- Program Development Environment for OpenMP Programs on ccNUMA Architectures.- Global Computing Systems.- Java for Large-Scale Scientific Computations?.-Java for Scientific Computation: Prospects and Problems.- Large-Scale Computations in Air Pollution Modelling.- Object-Oriented Framework for Large Scale air Pollution Modeling.- Evaluation and Reliability of Meso-Scale Air Pollution Simulations.- The Mathemathical Background of Operator Splitting and the Effect of Non-Commutativity.- Fine-Grid Resolution in Danish Eulerian Model and an Implementation on SGI Origin 2000 Computer.- Modelling Framework for Atmospheric Mercury over the Mediterranean Region: Model Development and Applications.- Iterative Load Balancing Schemes for Air Pollution Models.- Computational Aspects of Air Quality Modelling in Urban Regions Using an Optimal Resolution Approach (AURORA).- Parallel Implementation of a Large-Scale 3-D Air Pollution Model.- Long-Term Estimates of Sulfur Deposition in the Region of Southeastern Europe.- Computationally Efficient Atmospheric Chemical Kinetic Modeling by Means of High Dimensional Model Representation (HDMR).- Large-Scale Computations for Mechanical Engineering Problems.- Computer Simulation of the Air Flow and the Distribution of Combustion Generated Pollutants around Buildings.- On Multigrid Methods for the Compressible Navier-Stokes Equations.- Structural Optimization of Biomorphic Microcellular Ceramics by Homogenization Approach.- Multigrid - Adaptive Local Refinement Solver for Incompressible Flows.- Handling Systems from Non-linear Theory of Elasticity.- Numerical Modelling of the Flow in Magnetic Liquid Seals.- Dynamic Mesh Schemes for Fluid-Structure Interaction.- Numerical Methods fpr Incompressible Flow.- Boundary Integral Method for 3D Simulation of Foam Dynamics.- A Lagrange Multipliers/Fictitious Domain Approach for Particulate Flow.- Primal vs. Dual Variable Approach for Mixed-Hybrid FiniteElement Approximation of the Potential Fluid Flow Problem in Porous Media.- Wave Evolution of Heated Falling Films. Numerical Analysis Using Finite-Difference Method.- Picard-Uzawa Schemes: Errors, Convergence and Stopping Criterion.- Contributed Papers.- Finite Element Method for Plates with Dynamic Loads.- MPI Parallel Implementation of a Fast Separable Solver.- A Comparison of Subspac…