Numerical Analysis and Its Applications: 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers (Lecture Notes in Computer Science (10187))

This book constitutes thoroughly revised selected papers of the 6th International Conference on Numerical Analysis and Its Applications, NAA 2016, held in Lozenetz, Bulgaria, in June 2016. The 90 revised papers presented were carefully reviewed and selected from 98 submissions. The conference offers a wide range of the following topics: Numerical Modeling; Numerical Stochastics; Numerical Approx-imation and Computational Geometry; Numerical Linear Algebra and Numer-ical Solution of Transcendental Equations; Numerical Methods for Differential Equations; High Performance Scientific Computing; and also special topics such as Novel methods in computational finance based on the FP7 Marie Curie Action,Project Multi-ITN STRIKE - Novel Methods in Compu-tational Finance, Grant Agreement Number 304617; Advanced numerical and applied studies of fractional differential equations. Front Matter....Pages I-XIV Front Matter....Pages 1-1 Behavior of Weak Solutions to the Boundary Value Problems for Second Order Elliptic Quasi-Linear Equation with Constant and Variable Nonlinearity Exponent in a Neighborhood of a Conical Boundary Point....Pages 3-14 CVA Computing by PDE Models....Pages 15-24 Chaotic Dynamics of Structural Members Under Regular Periodic and White Noise Excitations....Pages 25-32 Convergence Order of a Finite Volume Scheme for the Time-Fractional Diffusion Equation....Pages 33-45 A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation....Pages 46-57 Convergence of Alternant Theta-Method with Applications....Pages 58-69 A Numerical Study on the Compressibility of Subblocks of Schur Complement Matrices Obtained from Discretized Helmholtz Equations....Pages 70-81 Convergence Outside the Initial Layer for a Numerical Method for the Time-Fractional Heat Equation....Pages 82-94 Multi-preconditioned Domain Decomposition Methods in the Krylov Subspaces....Pages 95-106 Use of Asymptotics for New Dynamic Adapted Mesh Construction for Periodic Solutions with an Interior Layer of Reaction-Diffusion-Advection Equations....Pages 107-118 A Mathematical Model and a Numerical Algorithm for an Asteroid-Comet Body in the Earth’s Atmosphere....Pages 119-131 On Stochastic Representation of Blow-Ups for Distributed Parameter Systems....Pages 132-140 A Singularly Perturbed Boundary Value Problems with Fractional Powers of Elliptic Operators....Pages 141-152 Front Matter....Pages 153-153 Simulation of Surface Heating Process with Laser....Pages 155-163 A Higher Order Difference Scheme for the Time Fractional Diffusion Equation with the Steklov Nonlocal Boundary Value Problem of the Second Kind....Pages 164-171 Local Discontinuous Galerkin Methods for Reaction-Diffusion Systems on Unstructured Triangular Meshes....Pages 172-179 A Method for Linearization of a Beam Problem....Pages 180-186 Numerical Modeling of Fluid Flow in Liver Lobule Using Double Porosity Model....Pages 187-194 Numerical Modelling of Ion Transport in 5-HT3 Serotonin Receptor Using Molecular Dynamics....Pages 195-202 Induced Dimension Reduction Method to Solve the Quadratic Eigenvalue Problem....Pages 203-211 Front Matter....Pages 153-153 Algorithms for Numerical Simulation of Non-stationary Neutron Diffusion Problems....Pages 212-219 Regularization Methods of the Continuation Problem for the Parabolic Equation....Pages 220-226 Computer Simulation of Plasma Dynamics in Open Plasma Trap....Pages 227-234 Note on a New High Order Piecewise Linear Finite Element Approximation for the Wave Equation in One Dimensional Space....Pages 235-242 Short Rate as a Sum of Two CKLS-Type Processes....Pages 243-251 Improving the Convergence of Differential Evolution....Pages 252-260 The Service-Oriented Multiagent Approach to High-Performance Scientific Computing....Pages 261-268 Innovative Integrators for Computing the Optimal State in LQR Problems....Pages 269-276 Existence and Stability of Contrast Structures in Multidimensional Singularly Perturbed Reaction-Diffusion-Advection Problems....Pages 277-285 A Comparison of Numerical Techniques for the FEM for the Stokes Problem for Incompressible Flow....Pages 286-293 Numerical Modeling of Coupled Problems of External Aerothermodynamics and Internal Heat-and-Mass Transfer in High-Speed Vehicle Composite Constructions....Pages 294-301 Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals....Pages 302-310 Non-singular Model for Evaporating Sessile Droplets....Pages 311-316 Combinatorial Modeling Approach to Find Rational Ways of Energy Development with Regard to Energy Security Requirements....Pages 317-324 A Conservative Semi-Lagrangian Method for the Advection Problem....Pages 325-333 Fast Meshless Techniques Based on the Regularized Method of Fundamental Solutions....Pages 334-341 Parallel Computations for Solving 3D Helmholtz Problem by Using Direct Solver with Low-Rank Approximation and HSS Technique....Pages 342-349 ADI Schemes for 2D Subdiffusion Equation....Pages 350-358 Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates....Pages 359-366 Front Matter....Pages 367-374 Convergence of a Factorized Finite Difference Scheme for a Parabolic Transmission Problem....Pages 153-153 Compound Log-Series Distribution with Negative Multinomial Summands....Pages 375-382 Inverse Problems of Determination of the Right-Hand Side Term in the Degenerate Higher-Order Parabolic Equation on a Plane....Pages 383-390 Numerical Methods of Solution of the Dirichlet Boundary Value Problem for the Fractional Allers’ Equation....Pages 391-397 Slot Machine Base Game Evolutionary RTP Optimization....Pages 398-405 Numerical Analysis of Reinforced Concrete Deep Beams....Pages 406-413 Numerical Solution of Thermoporoelasticity Problems....Pages 414-421 Computation of Delta Greek for Non-linear Models in Mathematical Finance....Pages 422-429 Research of Optimum Strategy for Semi-Markov Queueing Models at Control of CBSMAP-Flow. Algorithmization....Pages 430-438 On Some Piecewise Quadratic Spline Functions....Pages 439-447 Moving Limit Cycles Model of an Economic System....Pages 448-455 The Use of Contrast Structures Theory for the Mathematical Modelling of the Wind Field in Spatially Heterogeneous Vegetation Cover....Pages 456-463 An Approximate Solution of Optimization Problems for Elliptic Interface Problems with Variable Coefficients and Imperfect Contact....Pages 464-472 An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES....Pages 473-481 Front Dynamics in an Activator-Inhibitor System of Equations....Pages 482-491 American Options in an Illiquid Market: Nonlinear Complementary Method....Pages 492-499 Inverse Problem for Paleo-Temperature Reconstruction Based on the Tree-Ring Width and Glacier-Borehole Data....Pages 500-507 Collision of Solitons for a Non-homogenous Version of the KdV Equation: Asymptotics and Numerical Simulation....Pages 508-516 On Construction of Combined Shock-Capturing Finite-Difference Schemes of High Accuracy....Pages 517-524 Numerical Methods for a Class of Fractional Advection-Diffusion Models with Functional Delay....Pages 525-532 Front Matter....Pages 533-541 Calculation of Kinetic Coefficients for Real Gases on Example of Nitrogen....Pages 153-153 New Grid Approach for Solution of Boundary Problems for Convection-Diffusion Equations....Pages 542-549 Finite-Difference Method for Solution of Advection Equation by Unstable Schemes....Pages 550-558 Algorithm of Competing Processes for the Richardson Iteration Method with the Chebyshev Parameters....Pages 559-567 Unstable Flow Modes of the Non-isothermal Liquid Film....Pages 568-575 Discrete Modeling of Oscillatory Processes in a Blocky Medium....Pages 576-582 An Overlapping Domain Decomposition Method for the Helmholtz Exterior Problem....Pages 583-590 A Semi-Lagrangian Numerical Method for the Three-Dimensional Advection Problem with an Isoparametric Transformation of Subdomains....Pages 591-598 Some Quadrature-Based Versions of the Generalized Newton Method for Solving Unconstrained Optimization Problems....Pages 599-607 One Parallel Method for Solving the Multidimensional Transfer Equation with Aftereffect....Pages 608-616 Numerical Simulation of Heat Transfer of the Pile Foundations with Permafrost....Pages 617-624 The Inverse Problem of the Simultaneous Determination of the Right-Hand Side and the Lowest Coefficients in Parabolic Equations....Pages 625-632 The GPU Solvers for High-Frequency Induction Logging....Pages 633-639 Mathematical Modeling of Fan-Structure Shear Ruptures Generated in Hard Rocks....Pages 640-647 On the Numerical Analysis of Fan-Shaped Waves....Pages 648-656 High Performance Computations for Study the Stability of a Numerical Procedure for Crossbar Switch Node....Pages 657-664 Solving a Singularly Perturbed Elliptic Problem by a Multigrid Algorithm with Richardson Extrapolation....Pages 665-673 Conservative Finite-Difference Scheme for Computer Simulation of Field Optical Bistability....Pages 674-681 Numerical Modeling of Micropolar Thin Elastic Plates....Pages 682-689 Iterative Solution of the Retrospective Inverse Problem for a Parabolic Equation Using the Conjugate Gradient Method....Pages 690-697 Front Matter....Pages 698-705 Discrete Approximations for Multidimensional Singular Integral Operators ....Pages 153-153 A Generalized Multiscale Finite Element Method for Thermoelasticity Problems....Pages 706-712 Asymptotic-Numerical Method for the Location and Dynamics of Internal Layers in Singular Perturbed Parabolic Problems....Pages 713-720 Influence of Snow Cover on the Seismic Waves Propagation....Pages 721-729 Hybrid Model of Particle Acceleration on a Shock Wave Front....Pages 730-736 Solution of the Stochastic Differential Equations Equivalent to the Non-stationary Parker Transport Equation by the Strong Order Numerical Methods....Pages 737-743 Numerical Method for Solving an Inverse Boundary Problem with Unknown Initial Conditions for Parabolic PDE Using Discrete Regularization....Pages 744-751 Two-Dimensional Interpolation of Functions with Large Gradients in Boundary Layers....Pages 752-759 A Volunteer-Computing-Based Grid Architecture Incorporating Idle Resources of Computational Clusters....Pages 760-768 Effects of the Neuron Permutation Problem on Training Artificial Neural Networks with Genetic Algorithms....Pages 769-776 Back Matter....Pages 777-782 ....Pages 783-785 This book constitutes thoroughly revised selected papers of the 5th International Conference on Numerical Analysis and Its Applications, NAA 2012, held in Lozenetz, Bulgaria, in June 2012. The 65 revised papers presented were carefully reviewed and selected from various submissions. The papers cover a broad area of topics of interest such as numerical approximation and computational geometry; numerical linear algebra and numerical solution of transcendental equation; numerical methods for differential equations; numerical stochastics, numerical modeling; and high performance scientific computing.