s of Invited speakers Invited Speaker Title Page Peter Benner Numerical Solution of Linear and Nonlinear Matrix Equations Arising in Stochastic and Bilinear Control Theory 3 François Desbouvries A tutorial on Bayesian Filtering 4 Gérard Meurant The localization of Arnoldi Ritz values for real normal matrices 5 Lothar Reichel Network analysis via partial spectral factorization and Gauss quadratu...

The increasing numbers of large scientific computer systems in use, together with the rapidly increasing scale of computations being attempted on such systems, means that numerical anomalies pose a growing threat to the soundness of these computations. This note presents a number of examples of common numerical anomalies that can arise, illustrated by some actual computer programs available on ...

In certain classes of dynamical systems invariant sets with a strange geometry appear. For example the iteration of two-dimensional quasi-periodically forced skew product, under certain conditions, gives us strange non-chaotic attractors. To obtain analytical approximation of these objects it seems more natural to use wavelets instead of the more usual Fourier approach. The aim of the talk is t...

Matlab is the most popular commercial package for numerical computations in mathematics, statistics, the sciences, engineering, and other fields. Octave, FreeMat, and Scilab are free numerical computational packages that have many of the same features as Matlab. They are available to download on the Linux, Windows, and Mac OS X operating systems. We investigate whether these packages are viable...

These notes present some extensions of a formal method introduced in an earlier paper. The formal method is designed as a tool for program verification of numerical computation and forms the basis of the software package VPC. Included in the extensions that are presented here are disjunctions and methods for detecting non-computable programs. A more comprehensive list of the construction rules ...

I present and analyze a quadratically convergent algorithm for computing the infinite product ∏∞ n=1(1 − txn) for arbitrary complex t and x satisfying |x| < 1, based on the identity ∞ ∏

We describe an algorithm for the numerical computation of the rank-one convex envelope of a function f : Mm×n → R. We prove its convergence and an error estimate in L∞.

Phenomenological equations describing the Seebeck, Hall, Nernst, Peltier, Ettingshausen, and Righi-Leduc effects are numerically solved for the temperature, electric current, and electrochemical potential distributions of semiconductors under magnetic field. The results are compared to experiments.

This paper addresses the problem of numerically evaluating P(X > Y ) (1) for independent continuous random variables X and Y . This calculation arises in the design of clinical trials and as such appears in the inner loop of simulations of these trials. An early example of this is given by Thompson (1933), with more recent examples by Giles et al (2003), and Berry (2003, 2004). It is worthwhile...