Seventh IMACS International Symposium on
Iterative Methods in Scientific Computing

May 5-8, 2005
The University of Toronto
Toronto, Ontario, Canada

Please see our new page hosted by the Fields Institute. We just post the most updated program here for convenience.

Program

Notes:
Thursday, 5 May 2005
8:15-9:00 Registration and coffee
9:00-9:10 Opening remarks (BA 1130)
9:10-10:00 Tim Kelley, North Carolina State University
Continuation Algorithms for Parameter Dependent Compact Fixed Point Problems (BA 1130, Chair: Terlaky)
10:00-10:20 Coffee Break
10:20-11:10 Ilse Ipsen, North Carolina State University
Analysis and Computation of Google's PageRank (BA 1130, Chair: Christara)
11:10-12:00 Parallel sessions (2 talks):
DE1 (BA 1130, Chair: Enright),
CORE1 (BA 1200, Chair: Gutknecht),
DDM1 (BA 1210, Chair: Chartier)
12:00- 1:40 Break
1:40- 2:30 Andy Wathen, Oxford University
Fast Solvers for Incompressible Flow (BA 1130, Chair: Wan)
2:30- 2:50 Presentation of awards to winners of student paper competition (BA 1130)
2:50- 3:20 Coffee Break

3:20- 5:00

Parallel sessions (4 talks):
M1 (BA 1130, Chair: Hochstenbach),
M2 (BA 1200, Chair: MacLachlan),
APPL1 (BA 1210, Chair: Rickard)
5:30- 7:30 Reception (The Faculty Club)
Friday, 6 May 2005
8:30-9:10 Coffee
9:10-10:00 Tony Chan, Mathematics Department UCLA
Duality-Based Iterative Methods for Total Variation Minimization (BA 1130, Chair: Christara)
10:00-10:20 Coffee Break
10:20-11:10 Tom Coleman, Computer Science Cornell University
Minimizing VaR, CVaR and Hedging Issues for a Portfolio of Derivatives (BA 1130, Chair: Forsyth)
11:10-12:00 Parallel sessions (2 talks):
OPT1 (BA 1130, Chair: Anand),
APPL2 (BA 1200, Chair: De Sterck),
P1 (BA 1230, Chair: Christara)
12:00- 1:40 Break
1:40- 2:30 Andrew Conn, IBM
Derivative Free Optimization -- Some New Results (BA 1130, Chair: Terlaky)
2:30- 2:40 Break
2:40- 3:30 Parallel sessions (2 talks):
OPT2 (BA 1130, Chair: Melnik),
DDM2 (BA 1200, Chair: Qaddouri),
P2 (BA 1230, Chair: C. Oosterlee)
3:30- 3:50 Coffee Break
3:50- 5:30 Parallel sessions (4 talks):
M3 (BA 1130, Chair: De Sterck),
M4 (BA 1200, Chair: Aruliah),
CORE2 (BA 1230, Chair: Szyld)
Saturday, 7 May 2005
8:30-9:10 Coffee
9:10-10:00 Paul Fischer, Argonne National Laboratory
Spectral Element Multigrid for the Incompressible Navier Stokes Equations (BA 1130, Chair: Christara)
10:00-10:20 Coffee Break
10:20-11:10 Kees Oosterlee, Delft University of Technology, Delft Institute of Applied Mathematics (DIAM)
A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems (BA 1130, Chair: Forsyth)
11:10-12:00 Parallel sessions (2 talks):
M6 (BA 1130, Chair: Friedland),
PARAL (BA 1200, Chair: Wan),
P3 (BA 1160, Chair: Terlaky)
12:00- 1:40 Break
1:40- 2:55 Parallel sessions (3 talks):
M5 (BA 1130, Chair: Aruliah),
M7 (BA 1200, Chair: Thomas),
P4 (BA 1160, Chair: Ng)
2:55- 3:15 Coffee Break
3:15- 4:55 Parallel sessions (4 talks):
DE2 (BA 1130, Chair: Kincaid),
APPL3 (BA 1200, Chair: Greif),
P5 (BA 1160, Chair Forsyth)


Parallel sessions in detail

Thursday, 5 May 2005, 11:10-12:00: Differential equations (DE1)

Jingrui Zhang (email: jingrui@cs.toronto.edu)
Department of Computer Science, University of Toronto
Co-authors: Christina Christara
A high-performance method for the biharmonic Dirichlet problem

Samir Hamdi (email: samir.hamdi@utoronto.ca)
1145 Hunt Club Road, Suite 500, Ottawa, Canada, K1V OY3
Co-authors: W. H. Enright J. J. Gottlieb, and W. E. Schiesser
Interpolation of numerical solutions of PDEs at off mesh points using iterative collocation


Thursday, 5 May 2005, 11:10-12:00: Core iterative methods (CORE1)

Martin H. Gutknecht (email: mhg@math.ethz.ch)
ETH Zurich
A general framework for recursions for Krylov space solvers

Miloud Sadkane (email: sadkane@univ-brest.fr)
University of Brest, France
Co-authors: Mickael Robbé
Use of near breakdowns in block Arnoldi method to solve Sylvester equations


Thursday, 5 May 2005, 11:10-12:00: Domain decomposition methods (DDM1)

Zhongze Li (email: lzz@lsec.cc.ac.cn)
Institute of Computational Mathematics, Chinese Academy of Sciences, P.R. China
Overlapping level for the restricted version of the overlapping Schur complement preconditioner

Franck Assous (email: franckassous@netscape.net)
Research Institute, College of Judea and Samaria, Ariel & Dpt of Math. and Stat., Bar-Ilan Univer. Ramat-Gan - Israel
Co-authors: Jacques Segre, Eric Sonnendrucker
A domain decomposition method to parallelize a constrained 3D Maxwell solver



Thursday, 5 May 2005, 3:20- 5:00: Minisymposium: Progress in Eigenvalue Methods (M1)
Co-organizers: Michiel Hochstenbach and Tucker Carrington

Michiel Hochstenbach (email: michiel.hochstenbach@case.edu)
Department of Mathematics
Case Western Reserve University
Jacobi-Davidson techniques for the Hamiltonian eigenvalue problem

Tucker Carrington (email: Tucker.Carrington@umontreal.ca)
Department of Chemistry
Université de Montréal
New ideas for computing complex eigenvalues of an asymmetric matrix applied to metastable states

Peter Arbenz (email: arbenz@inf.ethz.ch)
Institute of Computational Science
ETH Zurich, Switzerland
On the Computation of Optical Lasing Modes of Axisymmetric VCSEL Devices

Andreas Stathopoulos (email: andreas@cs.wm.edu)
Department of Computer Science
College of William and Mary
Locking issues for finding a large number of eigenvalues of symmetric matrices


Thursday, 5 May 2005, 3:20- 5:00: Minisymposium: Recent Advances in Multilevel Methods I (M2)
Organizer: Scott MacLachlan

Scott MacLachlan (email: Scott.MacLachlan@colorado.edu)
Department of Applied Mathematics
University of Colorado at Boulder
Adaptive Algebraic Multigrid

Tim Chartier (email: tichartier@davidson.edu)
Department of Mathematics
Davidson College
Co-authors: Edmond Chow
Self-adaptative Multigrid via Subcycling

James Brannick (email: brannick@newton.colorado.edu)
Department of Applied Mathematics
University of Colorado at Boulder
Co-authors: Marian Brezina, Scott MacLachlan, Tom Manteuffel, Steve McCormick, John Ruge
Adaptive Algebraic Multigrid in Quantum Chromodynamics

Luke Olson (email: lolson@dam.brown.edu)
Division of Applied Mathematics
Brown University
Algebraic Multigrid (AMG) Preconditioning for Higher-Order Finite Elements


Thursday, 5 May 2005, 3:20- 5:00: Applications (APPL1)

Iman Tavassoly (email: iman_tavassoly@hotmail.com)
Bioinformatics and Biomathematics Unit, SRC,
Mazandaran University of Medical Sciences, Sary, IRAN
Co-authors: Omid Tavassoly, Mohammad soltany
Screening of the patients with arrhythmia based on fractal dimension of heart rate variability by an artificial neural network

Shih-Ching Lo (email: sclo@nchc.org.tw)
National Center for High-Performance Computing
Spectral-Viscosity Method for Dynamic Traffic Flow Simulation

Yotka Rickard (email: yotka@ece.mcmaster.ca)
McMaster University
An Efficient Wavelet-Based Solution of Electromagnetic Field Problems

Sukhwinder Kaur Bhullar (email: sbhullar_2000@hotmail.com)
Centre for Advanced Studies in Mathematics, Panjab University, Chandigarh, India.
Generalized Thermo-elastic Problem of a Plate



Friday, 6 May 2005, 11:10-12:00: Optimization (OPT1)

Christopher Kumar Anand (email: anandc@mcmaster.ca)
McMaster University
Co-authors: Andrew Thomas Curtis
Energy-Minimizing Pulse Design for Magnetic Resonance Imaging Using Interior Point Methods, Remez Exchange, Surrogate Models, and Symbolic Computation in Lie Groups

Roderick Melnik (email: rmelnik@wlu.ca)
Wilfrid Laurier University
Co-authors: Linxiang Wang, Mads Clausen Institute, University of Southern Denmark
Simulation of Phase Combinations in SMA Patches with Hybrid Optimization Methods


Friday, 6 May 2005, 11:10-12:00: Applications (APPL2)

Shih-Ching Lo (email: sclo@nchc.org.tw)
National Center for High-Performance Computing
Co-authors: Yiming Li
Decoupled and Iterative Method for Numerical solution of
Three-Dimensional Density-Gradient Model in Semiconductor Devices Simulation

Ariel Almendral (email: a.almendral@ewi.tudelft.nl)
Delft Technical University, Delft, The Netherlands
Co-authors: Cornelis W. Oosterlee
High order evaluation of European and American options in Levy markets
of finite activity


Friday, 6 May 2005, 11:10-12:00: Student papers (P1)

Sue Dollar (email: sue.dollar@comlab.ox.ac.uk)
Oxford University
Extending constraint preconditioners for saddle point problems

Rainer Fischer and Thomas Huckle (email: rainer.fischer@mytum.de)
Technical University of Munich
Multigrid Preconditioning for Anisotropic BTTB Systems



Friday, 6 May 2005, 2:40- 3:30: Optimization (OPT2)

Ming-yan Wang (email: mywangworld@yahoo.com)
Institute of Computational Mathematics and ScientificEngineering Computing
Trust region GMRES methods for systems of nonlinear equations

Germain Tanoh (email: gtanoh@dim.uchile.cl)
Centro de Modelamiento Matematico, Universidad de Chile
A modified Newton interior point method for nonlinear programming


Friday, 6 May 2005, 2:40- 3:30: Domain decomposition methods (DDM2)

Daniel B Szyld (email: szyld@math.temple.edu)
Temple University
Co-authors: Marcus Sarkis, IMPA, Rio de Janeiro, and Worcester Polytechnic Inst.
Dynamically Adapted Inexact Additive Schwarz Preconditioner

Abdessamad Qaddouri (email: Abdessamad.qaddouri@ec.gc.ca)
Recherche en prévision numérique, Meteorological Service of Canada
Co-authors: Jean Côté, Martin Gander and Lahcen Laayouni
Optimized Schwarz methods with an overset grid system for the Shallow-Water Equations


Friday, 6 May 2005, 2:40- 3:30: Student papers (P2)

Judith Hartman (email: hartmanj@in.tum.de) and Andreas Krahnke (email: akrahnke@hotmail.com)
TU München
Cache Efficient Data Structures and Algorithms for d-Dimensional Problems

Lars Hoemke (email: hoemke@am.uni-duesseldorf.de)
Research Center Juelich
A multigrid method for anisotropic PDE's in Elastic Image Registration



Friday, 6 May 2005, 3:50- 5:30: Minisymposium: Recent Advances in Multilevel Methods II (M3)
Organizer: Hans De Sterck

Hans De Sterck (email: hdesterck@uwaterloo.ca)
Department of Applied Mathematics, University of Waterloo (Canada)
Reducing Complexity in Algebraic Multigrid

Ulrike Yang (email: umyang@llnl.gov)
Center for Applied Scientific Computing
Lawrence Livermore National Laboratory (USA)
On parallel algebraic multigrid preconditioners for systems of PDEs

Jonathan Hu (email: jhu@ca.sandia.gov)
Department of Computational Mathematics and Algorithms
Sandia National Laboratories (USA)
Scalability of Algebraic Multigrid for Maxwell's Equations

Eldad Haber (email: haber@mathcs.emory.edu)
Department of Mathematics and Computer Science
Emory University (USA)
A Multilevel Method for Image Registration


Friday, 6 May 2005, 3:50- 5:30: Minisymposium: Preconditioning linear and nonlinear iterations I (M4)
Organizer: Dhavide Aruliah

Dhavide Aruliah (email: dhavide.aruliah@uoit.ca)
University of Ontario Institute of Technology (Canada)
An analysis of partitioned nonlinear systems

Homer Walker (email: walker@wpi.edu)
Worcester Polytechnic Institute (USA)
Preconditioned Newton-Krylov iterations for large-scale continuation

Andy Wathen (email: wathen@comlab.ox.ac.uk)
Oxford University (Britain)
Constraint Preconditioning for saddle-point systems


Friday, 6 May 2005, 3:50- 5:30: Core iterative methods (CORE2)

Michael L. Parks (email: mlparks@sandia.gov)
Sandia National Laboratories
Co-authors: Eric de Sturler (University of Illinois at Urbana Champaign)
Analysis of Krylov Subspace Recycling for Sequences of Linear Systems

Daniel B Szyld (email: szyld@math.temple.edu)
Department of Mathematics, Temple University, Philadelphia
Co-authors: Valeria Simocini, Dept. Matematica, Univerista di Bologna, and IMATI-CNR, Pavia, Italy
Convergence of Krylov subspace methods when using non-orthogonal bases

Roummel Marcia (email: marcia@math.wisc.edu)
Department of Biochemistry, University of Wisconsin-Madison
A Lanczos method for solving symmetric indefinite systems



Saturday, 7 May 2005, 11:10-12:00: Minisymposium: Combinatorial and Computational Aspects of the Monomer-Dimer Problem (M6)
Organizers: Shmuel Friedland and Uri N. Peled

Shmuel Friedland (email: friedlan@uic.edu)
Co-author: Uri N. Peled (email: uripeled@uic.edu)
Department of Mathematics, Statistics, and Computer Science,
University of Illinois at Chicago, Chicago, Illinois 60607-7045, USA
Combinatorial and Computational Aspects of the Monomer-Dimer Problem

Elliot Krop (email: ekrop1@math.uic.edu)
Co-author: Shmuel Friedland (email: friedlan@uic.edu)
Department of Mathematics, Statistics, and Computer Science,
University of Illinois at Chicago, Chicago, Illinois 60607-7045, USA
Lower Bounds for Partial Matching in Regular Bipartite Graphs with Application to the Monomer-Dimer Problem


Saturday, 7 May 2005, 11:10-12:00: High-performance computation (PARAL)

Michael Bader (email: bader@in.tum.de)
Institut für Informatik, TU München, Boltzmannstr. 3, 85748 Garching, Germany
Co-authors: Christoph Zenger
Peano Curves and Cache Oblivious Multiplication of Full and Sparse Matrices

Hae-Won Choi (email: haewon@mie.utoronto.ca)
Department of Mechanical Engineering, University of Toronto
Co-authors: Marius Paraschivoiu (Concordia University)
A-Posteriori Finite Element Bound Method devised by an Adaptive Refinement, the Direct Equilibration and a Parallel Computing Strategies for the Multi-physical, Multi-scale and Multi-Dimensional Partial Differential Equations


Saturday, 7 May 2005, 11:10-12:00: Student papers (P3)

Georg Stadler (email: ge.stadler@uni-graz.at)
University of Graz
Path-following and augmented Lagrangian methods for contact problems in linear elasticity

Mohamed Hamdouni (email: mohamed.hamdouni@polymtl.ca), Guy Desaulniers, Odile Marcotte, François Soumis, Marianne van Putten
Département de Mathématiques et génie Industriel, École polytechnique & GERAD
Dispatching buses in a depot using block patterns



Saturday, 7 May 2005, 1:40- 2:55: Minisymposium: Preconditioning linear and nonlinear iterations II (M5)
Organizer: Dhavide Aruliah

Sue Dollar (email: hsd@comlab.ox.ac.uk)
Oxford University (Britain)
Approximate factorisation constraint preconditioners

Chen Greif (email: greif@cs.ubc.ca)
University of British Columbia (Canada)
Co-authors: Dominik Schoetzau
A block diagonal preconditioner for saddle point linear systems arising from mixed finite element formulation of time-harmonic Maxwell's equations

Eldad Haber (email: haber@mathcs.emory.edu)
Department of Mathematics and Computer Science, Emory University (USA)
All-at-once inversion of time domain electromagnetic data


Saturday, 7 May 2005, 1:40- 2:55: Minisyposium: Multigrid and Optimized Schwarz Preconditioners
for High-Order Finite-Elements (M7)

Organizer: Stephen Thomas (email: thomas@ucar.edu)

Amik St-Cyr (email: amik@ucar.edu)
National Center for Atmospheric Research
1850 Table Mesa Drive, Boulder, Colorado, 80305
Co-authors: Martin J. Gander (University of Geneva, Switzerland) and Stephen J. Thomas (National Center for Atmospheric Research)
Optimized Multiplicative, Additive and Restricted Additive Schwarz Preconditioning

Marinos N. Vouvakis (email:vouvakis.1@osu.edu) The Ohio State University
Co-authors: Seung-Cheol Lee and Jin-Fa Lee
A Non-Overlapping Schwarz Method with Higher-Order Transmission Conditions for Time-Harmonic Maxwell Problems

Khosro Shahbazi (email: shahbazi@mie.utoronto.ca) Mechanical Engineering, University of Toronto
Co-authors: Paul Fischer and C. Ross Ethier
A Higher-Order Discontinuous Galerkin Discretization of the Unsteady Stokes Problem


Saturday, 7 May 2005, 1:40- 2:55: Student papers (P4)

Alfredo Buttari, Victor Eijkhout, Julien Langou and Salvatore Filippone
Tor Vergata University and University of Tennessee
(email: buttari@cs.utk.edu)
Performance Optimization and Modeling of Blocked Sparse Kernels

Zizhong Chen (email: zchen@cs.utk.edu)
G. Bosilca, Z. Chen, J. Dongarra and J. Langou
University of Tennessee
Recovery Patterns for Iterative Methods in a Parallel Unstable Environment

Stefan Emet and Tapio Westerlund (email: semet@abo.fi)
Abo Akademi University
Optimization of a Dynamic Separation Problem Using MINLP Techniques



Saturday, 7 May 2005, 3:15- 4:55: Differential equations (DE2)

K. Ivaz (email: Ivaz@tabrizu.ac.ir)
Department of Mathematics, Shabestar Islamic Azad University, Shabestar, Tabriz, Iran
Iteration Method for Integro-Differential Equations

Rajesh K. Bawa (email: rajesh_k_bawa@yahoo.com)
Department of computer science, Punjabi University, Patiala, INDIA
Computational Method for Solving Two Point Boundary Value Problems Using Parametric Cubic Spline

Jaykov Foukzon (email: advancedguidance@list.ru)
Israel, Tel-Aviv,st.Rambam 7a2
Advanced Numerical-Analytical Methods for Path Integral Calculation and Its Application to Some Famous Problems of 3-D Turbulence Theory

Pallav Kumar Baruah (email: baruahpk@yahoo.com)
DMACS, Sri Sathya Sai Institute of HIgher Learning, INDIA
Numerical solution for a type of interface problems


Saturday, 7 May 2005, 3:15- 4:55: Applications (APPL3)

Jane E. Tougas (email: tougas@cs.dal.ca)
Dalhousie University
Co-authors: Henry Stern (Dalhousie University), Raymond J.Spiteri (University of Saskatchewan)
Two Uses for Updating the Partial Singular Value Decomposition in Latent Semantic Indexing

R. van Geemert (email: rene.vangeemert@framatome-anp.com)
Framatome ANP GmbH, Freyeslebenstrasse 1, 91058 Erlangen (Germany)
A preconditioned fast method for higher-order accurate quantification of perturbation effects in nuclear systems

Mohamed Hamdouni (email: mohamed.hamdouni@polymtl.ca)
Département de Mathématiques et génie Industriel, École polytechnique & GERAD
Co-authors: François Soumis, Guy Desaulniers
Dispatching Buses in a Depot Minimizing Mismatches


Saturday, 7 May 2005, 3:15- 4:55: Student papers (P5)

Mahdi Jalili-Kharaajoo (email: mahdijalili@ece.ut.ac.ir), Mohammadreza Sadri and Farzad Habibipour Roudsari
Azad University and Iran Telecommunication Research Center, Tehran, Iran
Parameter Tuning of Adaptive LQR-Repetitive controllers Based on Genetic Algorithm: Application to Uninterruptible Power Supply Systems

Chi Shen and Jun Zhang (email: cshen@crs.uky.edu)
Kentucky State University
Performance Study and Analysis of Parallel Multilevel Preconditioners

Iddit Shalem and Irad Yavneh (email: shalemi@cs.technion.ac.il)
Technion Israel Institute of Technology
Multilevel two-dimensional phase unwrapping