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