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

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