IPNet Digest Volume 3, Number 09 September 30, 1996 Today's Editor: Patricia K. Lamm Michigan State University Today's Topics: Oops: Empty IPNet Digest Announcement: Information on Nonacademic Mathematics Careers Announcement: New Book on Subspace Identification Table of Contents: Advances in Computational Mathematics Table of Contents: SIAM J. Control and Optimization Table of Contents: SIAM J. Mathematical Analysis Table of Contents: SIAM J. Scientific Computing Table of Contents: SIAM J. Applied Mathematics Table of Contents: SIAM J. Optimization Table of Contents: Mathematics of Control, Signals, and Systems Table of Contents: Linear Algebra and Its Applications Table of Contents: Computational and Applied Mathematics Table of Contents: Numerical Algorithms Submissions for IPNet Digest: Mail to ipnet-digest@math.msu.edu Information about IPNet: Mail to ipnet-request@math.msu.edu http://www.mth.msu.edu/ipnet ------------------------------ From: IPNet Subject: Oops: Empty IPNet Digest Date: Mon, 30 Sep 96 Due to some changes in the computer system here, the software used to send out yesterday's IPNet Digest malfunctioned. Thus the entire mailing list received an empty mailing. This is the mailing that you should have received on 30 September, 1996. Sorry for any confusion. -IPNet ------------------------------ From: montgomery@siam.org Subject: Information on Nonacademic Mathematics Careers Date: Fri, 20 Sep 96 The AMS-SIAM Mathematical Sciences Career Information Web site opened in November at http://www.siam.org (then click on "career information"). Each month the site profiles the careers of mathematicians working in nonacademic positions in industry, business, or government in an effort to demonstrates the range of career opportunities available to mathematicians. These featured mathematicians then participate in an ongoing bulletin board in which they are available to answer open forum questions from users pertaining to preparation for or employment in the nonacademic sector. The Web site also contains descriptions of industry applications and links to sites with resource information for students entering the job market. The professional profiles link to companies employing mathematicians, many of which post information about job opportunities on their Web sites. There are also links to on-line job listing services that advertise positions in the sciences and engineering. Beginning in November 1996, the Web site will allow graduate students in the mathematical sciences interested in finding out more about nonacademic careers to sign up to participate in a mentoring program that will match them with a mathematician working in the nonacademic sector. Mentors can answer questions about the work environment in industry and about the process of applying for jobs outside academia. If you would like to participate in this project as a mentor or be considered as a featured mathematician, contact Linda C. Thiel, Project Director, at thiel@siam.org. Featured on the bulletin board in October are Mary Brewster, a senior research scientist with Battelle Pacific Northwest National Laboratory who does probabilistic modeling for waste tank safety analysis and develops numerical wavelet methods for problems in computational chemistry; Stewart Gleason, a consulting actuary with Ernst & Young who is building a model that will be used to price medical malpractice business for doctor groups; Jeff Kidder, a senior software engineer with Intel Corporation who is leading a project that is implementing and optimizing speech compression algorithms for use in a video conferencing system; and Craig Benham, acting chair of the Department of Biomathematical Sciences at Mount Sinai School of Medicine who works on problems related to DNA structure. SIAM 3600 University City Science Center Philadelphia, PA 19104 215-382-9800 fax 215-386-7999 siam@siam.org http://www.siam.org ------------------------------ From: Bart De Moor Date: Sun, 15 Sep 1996 Contributed by: Bart De Moor We are happy to announce the publication of a new book, of which we enclose the abstract, the table of contents (1 level deep) and an order form. Title: Subspace Identification for Linear System Theory, Implementation, Applications Authors: Peter Van Overschee (Katholieke Universiteit Leuven) Bart De Moor (Katholieke Universiteit Leuven) Publisher: Kluwer Academic Publishers, PO Box 17, 3300 AA Dordrecht, The Netherlands 254 pp. Hardbound/ISBN: 0 7923 9717 7 Contains floppy disk with Matlab files for subspace identification Price: USD: 105, NLG: 195, GBP: 74.75 Publication date: May 1996 More information: services@wkap.nl peter.vanoverschee@esat.kul.ac.be bart.demoor@esat.kul.ac.be http://www.esat.kuleuven.ac.be/~vanovers/bookann.html Abstract: This book focuses on the theory, implementation and applications of subspace identification algorithms for linear time-invariant finite-dimensional dynamical systems. These algorithms allow for a fast, straightforward and accurate determination of linear multivariable models from measured input-output data. The theory of subspace identification algorithms is presented in detail. Several chapters are devoted to deterministic, stochastic and combined deterministic-stochastic subspace identification algorithms. For each case, the geometric properties are stated in a main 'subspace' Theorem. Relations between existing algorithms and literature are explored, as are the interconnections between different subspace algorithms. The subspace identification theory is linked to the theory of frequency weighted model reduction, which leads to new implementations and insights. The implementation of subspace identification algorithms is discussed in terms of the robust and computationally efficient RQ and singular value decompositions, which are well-established algorithms from numerical linear algebra. The algorithms are implemented in combination with a whole set of classical identification algorithms, processing and validation tools in Xmath's ISID, a commercially available graphical user interface toolbox. The basic subspace algorithms in the book are also implemented in a set of Matlab files accompanying the book. One application of ISID to an industrial glass tube manufacturing process is presented in detail, illustrating the power and user-friendliness of the subspace identification algorithms and of their implementation in ISID. The identified model allows for an optimal control of the process, leading to a significant enhancement of the production quality. The applicability of subspace identification algorithms in industry is further illustrated with the application of the Matlab files to ten practical problems. Since all necessary data and Matlab files are included, the reader can easily step through these applications, and thus get more insight in the algorithms. Table of Contents: 0. Preface 1. Introduction, motivation and geometric tools 1.1. Models of systems and system identification 1.2. A new generation of system identification algorithms 1.3. Overview 1.4. Geometric tools 1.5. Conclusions 2. Deterministic identification 2.1. Deterministic systems 2.2. Geometric properties of deterministic systems 2.3. Relation to other algorithms 2.4. Computing the system matrices 2.5. Conclusions 3. Stochastic identification 3.1. Stochastic systems 3.2. Geometric properties of stochastic systems 3.3. Relation to other algorithms 3.4. Computing the system matrices 3.5. Conclusions 4. Combined deterministic-stochastic identification 4.1. Combined systems 4.2. Geometric properties of combined systems 4.3. Relation to other algorithms 4.4. Computing the system matrices 4.5. Connections to previous chapters 4.6. Conclusions 5. State space bases and model reduction 5.1. Introduction 5.2. Notation 5.3. Frequency weighted balancing 5.4. Subspace identification and frequency weighted balancing 5.5. Consequences for reduced order identification 5.6. Example 5.7. Conclusions 6. Implementation and applications 6.1. Numerical implementation 6.2. Interactive system identification 6.3. An application of ISID 6.4. Practical examples in Matlab 6.5. Conclusions 7. Conclusions and open problems Appendix A: Proofs Appendix B: Matlab functions Appendix C: Notation References Index [Please consult the above Web page for more information about ordering. -Ed.] ------------------------------ From: Jesse de Does Subject: Advances in Computational Mathematics content list Date: Mon, 2 Sep 1996 Advances in Computational Mathematics Volume 5, No II, 1996 Table of Contents Hybrid misclassification minimization C. Chen and O.L. Mangasarian Chebyshev approximation by discrete superposition. Application to neural networks M. Nees Networks and closed balls J.L. Noakes Hyperbolic sigma-pi neural network operators for compactly supported continuous functions B. Lenze Some remarks on greedy algorithms R.A. DeVore and V.N. Temlyakov Nonlinearity creates linear independence Y. Ito Solvable models of layered neural networks based on their differential structure S. Watanabe Limitations of the approximation capabilities of neural networks with one hidden layer C.K. Chui, X. Li and H.N. Mhaskar Critical points for least-squares problems involving certain analytic functions, with applications to sigmoidal nets E.D. Sontag Linear unlearning for cross-validation L.K. Hansen and J. Larsen More information on this journal: http://www.baltzer.nl/adcom/ Sincerely, Baltzer Science Publishers mailer@ns.baltzer.nl ------------------------------ From: thomas@siam.org Subject: SICON 34-6 table of contents Date: Thu, 05 Sep 96 SIAM Journal on Control and Optimization Nov. 1996 Vol. 34, No. 6 Table of Contents Infinite-Dimensional Hamilton-Jacobi Equations and Dirichlet Boundary Control Problems of Parabolic Type Piermarco Cannarsa and Maria Elisabetta Tessitore Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion Rolando Cavazos-Cadena Causal Feedback Optimal Control for Volterra Integral Equations A. J. Pritchard and Y. You On the Use of Consistent Approximations for the Optimal Design of Beams C. Kirjner Neto and E. Polak Classification of Generic Singularities for the Planar Time-Optimal Synthesis B. Piccoli Bifurcation Problems for Some Parametric Nonlinear Programs in Banach Spaces Aubrey B. Poore Stability Radii of Systems with Stochastic Uncertainty and Their Optimization by Output Feedback D. Hinrichsen and A. J. Pritchard Linearization of Discrete-Time Systems E. Aranda-Bricaire, U. Kotta, and C. H. Moog Numerical Stabilization of Bilinear Control Systems Lars Grune Convergence of the BFGS Method for LC1 Convex Constrained Optimization Xiaojun Chen Existence Results for Noncoercive Variational Problems Graziano Crasta and Annalisa Malusa Relaxation of Constrained Control Problems E. N. Barron and R. Jensen Solvability and Right-Inversion of Implicit Nonlinear Discrete-Time Systems T. Fliegner, U. Kotta, and H. Nijmeijer A Target Recognition Problem: Sequential Analysis and Optimal Control Mark H. A. Davis and Mohammad Farid Heavy Traffic Convergence of a Controlled, Multiclass Queueing System L. F. Martins, S. E. Shreve, and H. M. Soner On the Lavrentiev Phenomenon for Optimal Control Problems with Second-Order Dynamics Chih-Wen Cheng and Victor J. Mizel ------------------------------ From: spiegelman@siam.org Subject: SIMA 27-6 (11/96) TOC Date: Fri, 06 Sep 96 SIAM Journal on Mathematical Analysis Nov. 1996, Vol. 27, No. 6 Table of Contents On a Representation Formula for B. Temple Systems Sylvie Benzoni-Gavage Convergence of the Homogenization Process for a Double-Porosity Model of Immiscible Two-Phase Flow Alain Bourgeat, Stephen Luckhaus, and Andro Mikelic Traveling Waves as Limits of Solutions on Bounded Domains Giorgio Fusco, Jack K. Hale, and Jianping Xun Asymptotic Behavior of Two Interreacting Chemicals in a Chromatography Reactor Daniel N. Ostrov On the Solution of Time-Harmonic Scattering Problems for Maxwell's Equation Christophe Hazard and Marc Lenoir Spectral Analysis of a Multistratified Acoustic Strip Part II: Asymptotic Behavior of Solutions for a Simple Stratification Elisabeth Croc and Yves Dermenjian Semilinear Elliptic Equations in R^N with Almost Periodic or Unbounded Forcing Term Gilles Fournier, Andrzej Szulkin, and Michel Willem What Is the Subdifferential of the Closed Convex Hull of a Function? J. Benoist and J.-B. Hiriart-Urruty Inversion de certains operateurs elliptiques, coefficients variables Philippe Tchamitchian On Quasi-Periodic Perturbations of Elliptic Equilibrium Points Angel Jorba and Carles Sim¢ Periodic Monotone Systems with an Invariant Function Jiang Ji-Fa Nonstationary Subdivision Schemes and Multiresolution Analysis Albert Cohen and Nira Dyn A Nonlinear Operator Related to Scaling Functions and Wavelets Ying Huang Intertwining Multiresolution Analyses and the Construction of Piecewise-Polynomial Wavelets George C. Donovan, Jeffrey S. Geronimo, and Douglas P. Hardin ------------------------------ From: tschoban@siam.org Subject: SISC 17-6 Table of Contents Date: Mon, 09 Sep 96 SIAM Journal on Scientific Computing Nov. 1996, Volume 17, Number 6 Table of Contents Computing Hopf Bifurcations II: Three Examples from Neurophysiology John Guckenheimer and Mark Myers Evolution of Convex Plane Curves Describing Anisotropic Motions of Phase Interfaces Karol Mikula and Jozef Kacur Oscillation Absorption Finite Element Methods for Convection-Diffusion Problems W. Layton and B. Polman Quasi-Laguerre Iteration in Solving Symmetric Tridiagonal Eigenvalue Problems Qiang Du, Ming Jin, T.Y. Li, and Z. Zeng Preconditioned Iterative Methods for Unsteady Non-Newtonian Flow Between Eccentrically Rotating Cylinders D. Rh. Gwynllyw and T. N. Phillips A Hierarchical Domain Decomposition Preconditioner for h-p Finite Element Approximation on Locally Refined Meshes Mark Ainsworth Statistical Equilibrium Computations of Coherent Structures in Turbulent Shear Layers Bruce Turkington and Nathaniel Whitaker Space-Time Finite Element Methods for Surface Diffusion with Applications to the Theory of the Stability of Cylinders Bernard D. Coleman, Richard S. Falk, and Maher Moakher A Fast Multigrid Algorithm for Isotropic Transport Problems II: With Absorption T. Manteuffel, S. McCormick, J. Morel, and G. Yang Jacobian-Weighted Elliptic Grid Generation Patrick M. Knupp Composite Step Product Methods for Solving Nonsymmetric Linear Systems Tony F. Chan and Tedd Szeto ------------------------------ From: thomas@siam.org Subject: SIAP 56-6 table of contents Date: Mon, 09 Sep 96 SIAM Journal on Applied Mathematics Dec. 1996, Volume 56, Number 6 Table of Contents A Front Dynamics Approach to Curvature-Dependent Flow D. W. Schwendeman The Conservation Law \partial_{y}u+\partial_{x}\sqrt{1-u^2}=0 and Deformations of Fibre-Reinforced Materials Rustum Choksi Band-Gap Structure of Spectra of Periodic Dielectric and Acoustic Media. II. Two-Dimensional Photonic Crystals A. Figotin and P. Kuchment Stability of Cellular States of the Kuramoto-Sivashinsky Equation John N. Elgin and Xuesong Wu Numerical Solution of Transport Equations for Bacterial Chemotaxis: Effect of Discretization of Directional Motion Benjamin J. Brosilow, Roseanne M. Ford, Sten Sarman, and Peter T. Cummings The Effect of a Thin Coating on the Scattering of a Time-Harmonic Wave for the Helmholtz Equation A. Bendali and K. Lemrabet A General Fractal Distribution Function for Rough Surface Profiles Denis Blackmore and Jack G. Zhou The Melnikov Theory for Subharmonics and Their Bifurcations in Forced Oscillations Kazuyuki Yagasaki Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations R. Z. Khasminskii and G. Yin On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components R. Z. Khasminskii and G. Yin ------------------------------ From: poulson@siam.org Subject: SIOPT 6-4 Table of Contents Date: Wed, 25 Sep 96 SIAM Journal on Optimization Nov. 1996, Volume 6, Number 4 Table of Contents Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method James Renegar An Interior Point Method for Bordered Block Diagonal Linear Programs Michael D. Grigoriadis and Leonid G. Khachiyan Solving LP Problems via Weighted Centers Aiping Liao and Michael J. Todd Parallel Decomposition: Results for Staircase Linear Programs Robert Entriken On the Superlinear Convergence of an O(n3L) Interior-Point Algorithm for the Monotone LCP Kevin A. McShane Algorithms for the Generalized Linear Complementarity Problem with a Vertical Block Z-Matrix S. R. Mohan and S. K. Neogy Semidefinite Programming: A Path-Following Algorithm for a Linear-Quadratic Functional Leonid Faybusovich Analysis of a Symmetric Rank-One Trust Region Method Richard H. Byrd, Humaid Fayez Khalfan, and Robert B. Schnabel A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables Thomas F. Coleman and Yuying Li Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region A. R. Conn, Nick Gould, A. Sartenaer, and Ph. L. Toint Characterizations of Strong Regularity for Variational Inequalities Over Polyhedral Convex Sets A. L. Dontchev and R. T. Rockafellar A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization Masao Fukushima and Liqun Qi Generalized Hessian Properties of Regularized Nonsmooth Functions R. A. Poliquin and R. T. Rockafellar Rates of Convergence in Stochastic Programs with Complete Integer Recourse Rudiger Schultz Optimality of Nested Partitions and Its Application to Cluster Analysis E. Boros and F. K. Hwang ------------------------------ From: Secretary Support - Magrijn Subject: Table of contents journal MCSS Date: Wed, 11 Sep 1996 MCSS Volume 8, Number 4 and MCSS Volume 9, Number 1. Table of Contents Feedback classification of nonlinear control systems on 3-manifolds, W. Respondek and M. Zhitomirskii A frequency response function for linear, time-varying systems, J.A. Ball, I. Gohberg, and M.A. Kaashoek The time-varying gap and coprime factor perturbations, A. Feintuch Orthogonal decomposition of 2D nonhomogeneous discrete random fields, J.M. Francos, B. Porat, and A.Z. Meiri Stability of discrete time linear systems with Markovian jumping parameters, E.K. Boukas and H. Yang Volume 9, Number 1 Stabilization in spite of matched unmodelled dynamics and an equivalent definition of input-to-state stability, L. Praly and Yuan Wang Homogeneous Liapunov functions and necessary conditions for stability, R. Sepulchre and D. Aeyels Resonance, stabilizing feedback controls, and regularity of viscosity solutions of Hamilton-Jacobi-Bellman equations, H. Hermes Exact Observability and exponential stability of infinite dimensional bilinear systems, Cheng-Zhong Xu PAPERS ACCEPTED FOR PUBLICATION BUT NOT YET PUBLISHED IN MCSS Least squares integration of one-dimensional codistributions with application to approximate feedback linearization, A. Banaszuk, S. Swiech, and J. Hauser A sampled normal form for feedback linearization, J.P. Bardot, S. Monaco, and D. Normand-Cyrot Pole assignment for uncertain systems in a specified disk by output feedback, G. Garcia and J. Bernussou Semi-definite Lyapunov functions: Stability and stablization, A. Iggidr, B. Kataline, and R. Outbin The effect of small time-delays on the closed-loop stability of boundary control systems, H. Logemann, R. Rebarber Flow regularity and optimality conditions with control in Lp, A. Margheri On control of two-scale stochastic systems with linear dynamics in the fast variables, W.J. Runggaldier and Y.M. Kabanov INFORMATION Information on MCSS including tables of contents is available at its home pages: http://www.cwi.nl/cwi/departments/BS3/mcss.html http://www.math.rutgers.edu/~sontag/mcss.html Papers must be submitted to: J.H. van Schuppen (Co-Editor MCSS) CWI P.O.Box 94079 1090 Gb Amsterdam The Netherlands Bradley Dickinson, Eduardo Sontag, Jan van Schuppen (Editors) Contributed by Jan H. van Schuppen (J.H.van.Schuppen@cwi.nl) ------------------------------ From: Richard Brualdi Subject: LAA Contents Vol 246 Date: Sat, 21 Sep 1996 Linear Algebra and Its Applications Vol. 246, Nos. 1-3, 1996 Table of Contents On the Solution of Matrix Inequalities in the Kalman-Yakubovich Theorem via Hidden Parameters of Positive Rational Functions D. Z. Arov, N. V. Bondarchuk Some Inequalities for the Hadamard Product of Matrices M. Fiedler, T. L. Markham The Eigenvalue Distribution of Oscillatory and Strictly Sign- Regular Matrices S. P. Eveson An Extension of a Theorem of Fulkerson and Gross R. Chandrasekaran, S. N. Kabadi, S. Lakshminarayanan Linear Matrix Equations from an Inverse Problem of Vibration Theory D. Hua, P. Lancaster A Secular Equation for the Eigenvalues of a Diagonal Matrix Perturbation J. Anderson Completion of Operator Partial Matrices to Projections J. Hou A Proof of the Branching Number Bound for Normal Manifolds S. Scholtes On the Powers of Matrices in Bottleneck/Fuzzy Algebra K. Cechlarova Stabilizing Solution to the Reverse Discrete-Time Riccati Equation: A Matrix Pencil Based Approach C. Oara Euclid Algorithm, Orthogonal Polynomials and Generalized Routh-Hurwitz Algorithm Y. V. Genin The Generalized Inverse of a Sum with Radical Element: Applications D. Huylebrouck The Faces of the Unit Balls of c-Norms and c-Spectral Norms E. M. de Sa Two-Sided Equivalence on the Special Linear Group S. Chang, C. Lee On The Numerical Range of Tridiagonal Operators M. Chien On the Variation of the Spectrum of a Normal Matrix J. Sun On the Structural Eigenvalues of Block Random Matrices F. Juhasz Further Results on the Convergence Behaviour of CG and Ritz Values G. L. Sleijpen, A. van der Sluis The Determinantal Conjecture and Hadamard Type Inequalities S. W. Drury Pc-Matrices and the Linear Complementarity Problem M. Cao, M. C. Ferris On Trace Forms of Higher Degree M. O'Ryan, D. B. Shapiro Linear Preserves of Controllability and/or Observability O. Fung Doubly Stochastic Matrices and Dicycle Covers and Packings in Eulerian Digraphs A. Borobia, Z. Nutov, M. Penn ------------------------------ From: demoura@brie.iprj.uerj.br (Carlos A. de Moura) Subject: Re: Comp Appl Math: contents V.15 n.2 (1996) Date: Fri, 27 Sep 1996 Matematica Aplicada e Computacional Computational and Applied Mathematics Edited by Birkhauser-Boston and SBMAC- Brazilian Soc for Computational and Applied Mathematics Volume 15 (1996), #2 "Special Issue on Wavelets - Theory and Applications" Table of Contents Foreword Gomes, SM and Moura, CA de Matching Pursuit: Adaptive Representations of Images and Sounds Bergeaud, F and Mallat, S Extended Cosine Bases and Applications to Audio Coding Malvar, HS Some Remarks on Orthogonal and Bi-Orthogonal Wavelets Lemarie-Rieusset, PG A Pseudo-Wavelet Scheme for the Two-Dimensional Navier-Stokes Equation Charton, P and Perrier, V Condition Numbers for Wavelets and Filter Banks Strang, G ------------------------------ From: Baltzer Science Subject: Numerical Algorithms content list Date: Tue, 17 Sep 1996 Numerical Algorithms April, 1996 Volume 12 Table of Contents Model reduction of state space systems via an implicitly restarted Lanczos method E.J. Grimme, D.C. Sorensen and P. van Dooren A rational Lanczos algorithm for model reduction K. Gallivan, E. Grimme and P. van Dooren Compoment error analysis for FFTs with applications to fast Helmholtz solvers M. Arioli, H. Munthe-Kaas and L. Valdettaro On the method of finding frequencies with large amplitudes K. Pan An adaptive block Lanczos algorithm Q. Ye Constructive methods in convex C2 interpolation using quartic splines B. Mulansky and J.W. Schmidt An adaptive Richardson iteration method for indefinite linear systems D. Calvetti and L. Reichel Rational B-splines with prescribed poles A. Gresbrand On parallel asynchronous high-order solutions of parabolic PDE's D. Amitai, A. Averbuch, M. Israeli and S. Itzikowitz On the validity of a front-oriented approach to partitioning large sparse graphs with a connectivity constraint P. Ciarlet, Jr and F. Lamour Smoothing scattered data with a monotone Powell-Sabin spline surface K. Willemans and P. Dierckx A linear system solver based on a modified Krylov subspace method for breakdown recovery C.H. Tong and Q. Ye Book reviews More information on this journal: http://www.baltzer.nl/numa/ Sincerely, Baltzer Science Publishers mailer@ns.baltzer.nl ------- end -------