Thisvolumeofthelecturenotesincomputerscienceseriescontainsthep- Ceedings Of The Second Conference On Numerical Analysis And Applications, Which Was Held At The University Of Rousse, Bulgaria, June 11-15,2000. The Conferencewasorganizedbythedepartmentofnumericalanalysisandstat- Ticsattheuniversityofroussewithsupportfromtheuniversityofsouthern Mississippi, Hattiesburg. The Conference Was Co-sponsored By Siam (society For Industrial And Applied Mathematics) And Ilas (international Linear - Gebra Society). The O?cial Sponsors Of The Conference Were Fujitsu America, Inc. ,hewlett-packardgmbh,andsunmicrosystems. Wewouldliketogiveour Sincerethankstoallsponsorsandco-sponsorsforthetimelysupport. The Second Conference Continued The Tradition Of The ?rst One (1996 In Rousse) As A Forum, Where Scientists From Leading Research Groups From The “east” And “west” Are Provided With The Opportunity To Meet And Exchange Ideasandestablishresearchcooperation.^ Morethan120scientistsfrom31co- Triesparticipatedintheconference. Awiderangeofproblemsconcerningrecentachievementsinnumericalan- Ysisanditsapplicationsinphysics,chemistry,engineering,andeconomicswere Discussed. An Extensiveexchangeofideasbetweenscientists Whodevelopand Studynumericalmethodsandresearcherswhousethemforsolvingreal-lifepr- Lemstookplaceduringtheconference. Weareindebtedtoourcolleagueswhohelpedusintheorganizationofthis Conference. Wethanktheorganizersofthemini-symposiaforattractingactive Andhighlyquali?edresearchers. October2000 Lubinvulkov Jerzywa´sniewski Plamenyalamov Table Of Contents Numerical Analysis And Its Applications Sensitivityanalysisoftheexpectedaccumulatedreward Usinguniformizationandirk3methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 H. Abdallah Andm. Hamza Spectralpropertiesofcirculantbandmatricesarisinginodemethods . . . 10 P. Amodio Aparameterrobustmethodforaproblemwith Asymmetryboundarylayer . . . . . . . . . . . . . . .^ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 A. R. Ansari,a. F. Hegartyandg. I. Shishkin Analgorithmbasedonorthogonalpolynomialvectors Fortoeplitzleastsquaresproblems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 M. Vanbarel, G. Heinig Andp. Kravanja Fromsensitivityanalysistorandomfloatingpointarithmetics– Applicationtosylvesterequations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 A. Barraud, S. Lesecqandn. Christov Constructionofseminumericalschemes: Applicationtothearti?cialsatelliteproblem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 R. Barrio Stabilityanalysisofparallelevaluationoffiniteseries Oforthogonalpolynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 R. Barrio Andp. Yalamov Onsolvinglarge-scaleweightedleastsquaresproblems. . . . . . . . . . . . . . . . . . 59 V.^ Baryamureeba Ahybridnewton-gmresmethodforsolvingnonlinearequations . . . . . . . 68 S. Bellavia, M. Macconi Andb. Morini Comparativeanalysisofmarchingalgorithms Forseparableellipticproblems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 G. Bencheva Inexactnewtonmethodsandmixednonlinearcomplementaryproblems . . 84 L. Bergamaschi And G. Zilli Skew-circulantpreconditionersforsystemsoflmf-basedodecodes . . . . 93 D. Bertaccini Andm. K. Ng Newfamiliesofsymplecticrunge–kutta–nystr¨omintegrationmethods . . 102 S. Blanes, F. Casas Andj. Ros Viii Table Ofcontents Convergenceoffinitedi?erencemethodforparabolicproblem Withvariableoperator. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110 D. Bojovi´ C Finitevolumedi?erenceschemefor Asti?ellipticreaction-di?usionproblemwithalineinterface . . . . . . . . . . 117 I. A. Braianov Nested-dissectionorderingsforsparseluwithpartialpivoting. . . . . . .^ . . . 125 I. Brainman Ands. Toledo Fractionalsteprunge–kuttamethodsfortheresolutionof Twodimensionaltimedependentcoe?cient Convection–di?usionproblems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 B. Bujanda Andj. C. Jorge Variablestepsizesinsymmetriclinearmultistepmethods. . . . . . . . . . . . . . . . 144 B. Cano Preliminaryremarksonmultigridmethodsforcirculantmatrices . . . . . . . . Sensitivity Analysis Of The Expected Accumulated Reward Using Uniformization And Irk3 Methods / H. Abdallah And M. Hamza -- Spectral Properties Of Circulant Band Matrices Arising In Ode Methods / P. Amodio -- A Parameter Robust Method For A Problem With A Symmetry Boundary Layer / A.r. Ansari, A.f. Hegarty And G.i. Shishkin -- An Algorithm Based On Orthogonal Polynomial Vectors For Toeplitz Least Squares Problems / M. Van Barel, G. Heinig And P. Kravanja -- From Sensitivity Analysis To Random Floating Point Arithmetics -- Application To Sylvester Equations / A. Barraud, S. Lesecq And N. Christov -- Construction Of Seminumerical Schemes: Application To The Artificial Satellite Problem / R. Barrio. Lubin Vulkov, Jerzy Waśniewski, Plamen Yalamov (eds.). Includes Bibliographical References And Index.