Front MatterSource: SIAM Review, Vol. 43, No. 1 (Mar., 2001), pp. i-viiiPublished by: Society for Industrial and Applied MathematicsStable URL: http://www.jstor.org/stable/3649679 .

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The SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS (SIAM) sponsors a broad publications program to advance the application of mathematics to science and industry, promotes basic research leading to the development of new mathematical techniques useful to science and industry, and provides aforum for the exchange of information and ideas among mathematicians, engineers, and scientists.

SIAM Journal on Applied

Mathematics

Contains research articles that treat scientific problems using methods that are of mathematical interest. Appropriate subject areas include the physical, engineering, financial, and life sciences. Examples are problems in fluid mechanics, including reaction-diffusion problems, sedimentation, combustion, and transport theory; solid mechanics; elasticity; electromagnetic theory and optics; mathematical biology, includ- ing population dynamics, biomechanics, and physiology; linear and nonlinear wave propagation, including scattering theory and wave propagation in random media; inverse problems; nonlinear dynamics; stochastic processes, including queueing theory and finance; signal processing; and image processing. Mathematical techniques include asymptotic methods, bifurcation theory, dynamical systems theory, and probabilistic and statistical methods. Gregory A. Kriegsmann, Editor-in-Chief Published bimonthly. Subscription: domestic $410.00, overseas $480.00.

SIAM Journal on Computing

Contains research articles on the mathematical and formal aspects of computer science and nonnumerical computing. Topics include analysis and design of algorithms, data structures, computational complexity, computational algebra, computational aspects of combinatorics and graph theory, computational geometry, computational robotics, the mathematical aspects of programming languages, artificial intelligence, computational learning, databases, information retrieval, cryptography, networks, distributed comput- ing, parallel algorithms, and computer architecture. Mihalis Yannakakis, Editor-in-Chief Published bimonthly. Subscription: domestic $415.00, overseas $475.00.

SIAM Journal on Control and

Optimization

Contains research articles on the mathematics and applications of control theory and on those parts of optimization theory concerned with the dynamics of deterministic or stochastic systems in continuous or discrete time or otherwise dealing with differential equations, dynamics, infinite-dimensional spaces, or fundamental issues in variational analysis and geometry. Steven I. Marcus, Editor-in-Chief Published bimonthly. Sub- scription: domestic $495.00, overseas $555.00.

SIAM Journal on Discrete

Mathematics

Contains research articles on a broad range of topics from pure and applied mathematics including combinatorics and graph theory, discrete optimization and operations research, theoretical computer science, and coding and communication theory. David B. Shmoys, Editor-in-Chief Published quarterly. Subscription: domestic $338.00, overseas $385.00.

SIAM Journal on Mathematical

Analysis

Features research articles of the highest quality employing innovative analytical techniques to treat problems in the natural sciences. Every paper should have content that is primarily analytical and that employs mathematical methods in such areas as partial differential equations, the calculus of variations, functional analysis, approximation theory, harmonic or wavelet analysis, or dynamical systems. Secondly, every paper should relate to a model for natural phenomena in such areas as fluid mechanics, materials science, quantum mechanics, biomathematics, mathematical physics, or to the compu- tational analysis of such phenomena. Walter A. Strauss, Editor-in-Chief. Published bimonthly. Subscription: domestic $550.00, overseas $630.00.

SIAM Journal on Matrix Analysis

and Applications

Contains research articles in matrix analysis and its applications and papers of interest to the numerical linear algebra community. Applications include such areas as signal processing, systems and control theory, statistics, Markov chains, and mathematical biology. Also contains papers that are of a theoretical nature but have a possible impact on applications. Paul Van Dooren, Editor-in-Chief Published quarterly. Subscription: domestic $385.00, overseas $435.00.

CONTINUED ON INSIDE BACK COVER

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Volume 43 Number I

2001 Editorial Board Editor-in-Chief: Margaret H. Wright, Bell Laboratories

SURVEY AND REVIEW Section Editor: Lloyd N. Trefethen, Oxford University Editorial Board: Peter Borwein George Papanicolaou J. A. Sethian

Simon A. Levin Daniel N. Rockmore Steven H. Strogatz

PROBLEMS AND TECHNIQUES Section Editor: Joseph E. Flaherty, Rensselaer Polytechnic Institute Editorial Board: Francine Berman Matthias Heinkenschloss Hilary Ockendon Stephen A. Vavasis

Leslie F. Greengard Mark H. Holmes John N. Shadid

EDUCATION Section Editor: Robert B. Schnabel, University of Colorado, Boulder Editorial Board: Ellis Cumberbatch Elizabeth R. Jessup G.W. Stewart Gilbert Strang

Michael T. Heath John G. Lewis Kris Stewart Lee L. Zia

BOOK REVIEWS Section Editor: Robert E. O'Malley, Jr., University of Washington Editorial Board: L. Pamela Cook Mark Kot

Arieh Iserles Jet Wimp

Journals Publisher: Mary Rose Muccie. Managing Editor: Kelly Thomas. Publications Manager: Samuel M. Young. Production Editor: Louis R. Primus. Editorial Assistant: Allein M. Sampieri. Production Coordinator: Lisa M. Juergensen. Composition Specialists: Scott D. Collins, Andrew F. Thornton. Publications Assistant: Heather A. Donovan.

SIAM REVIEW (ISSN 0036-1445) is published quarterly in March, June, September, and December by the Society for Industrial and Applied Mathematics, 3600 University City Science Center, Philadelphia, Pennsylvania 19104-2688. Periodicals postage paid at Philadelphia, Pennsylvania and additional mailing offices. POSTMASTER: Send address changes to SIAM Review, 3600 University City Science Center, Philadelphia, Pennsylvania 19104-2688.

Subscriptions: Annual subscription rate: $243.00 (domestic), $288.00 (overseas). Contact Customer Service for information about electronic journal pricing. Subscriptions are available on a calendar-year basis only. Send orders to Customer Service, SIAM, 3600 University City Science Center, Philadelphia, Pennsylvania 19104-2688 or contact service@siam.org. All back volumes are available; prices will be provided on request. Manuscript Submissions: See Guidelines for SIAM Review Authors on page v of this journal. Advertising: Accepted for all publications. Inquiries should be directed to the Marketing Manager, SIAM, 3600 University City Science Center, Philadelphia, Pennsylvania 19104-2688 or contact marketing @ siam.org. General Information: siam@siam.org or sirev @ siam.org. Trademarks: Throughout this issue, trademarked names are used in the discussion of problem solving in applied mathematics. We have not included a trademark symbol with every occurrence. These names are used in an editorial context only and no infringement of trademark is intended.

Authorization to photocopy items for internal and personal use, or the internal use of specific clients, is granted by the Society for Industrial and Applied Mathematics for libraries and other users registered with the Copyright Clearance Center (CCC) Transactional Reporting Service provided that the base fee of $2.00 per copy plus $0.15 per page is paid directly to CCC, 222 Rosewood Drive, Danvers, Massachusetts 01923.

Techsetters, Inc., Cherry Hill, New Jersey, compositor. Cadmus Journal Services, Inc., Easton, Maryland, printer. Printed on acid- free paper. Printed in the USA.

Copyright ?2001 by the Society for Industrial and Applied Mathematics, Philadelphia, Pennsylvania.

SLiBJL is a registered trademark.

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Corporate Members of the Society The Aerospace Corporation AT&T Laboratories-Research Bell Laboratories, Lucent Technologies The Boeing Company Eastman Kodak Company Exxon Research and Engineering Company General Motors Corporation IBM Corporation ICASE IDA Center for Communications Research-Princeton IDA Center for Communications Research-La Jolla Institute for Defense Analyses, Center for Computing Sciences Mathematical Sciences Research Institute

Microsoft Corporation MSC.Software Corporation National Security Agency NEC Research Institute Oak Ridge National Laboratory

managed by the Lockheed Martin Energy Research Corporation for the Department of Energy

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GUIDELINES FOR SIAM REVIEW AUTHORS*

SIAM Review (SIREV) consists of five sections: Survey and Review, Problems and Techniques, SIGEST, Education, and Book and Software Reviews. Each section has its own editorial board; the SIREV editor-in-chief and section editorial boards work together to achieve the desired impact of the entire journal. Specific details on submissions and peer review for each section are given below.

These guidelines will be expanded and refined as implementation of the new sections proceeds. Please check this space and the SIAM World Wide Web server (http://www.siam.org) regularly for the most up-to-date information.

Section I: Survey and Review

Editorial Board. Lloyd N. Trefethen, Section Editor; Peter Borwein, Simon A. Levin, George Papanicolaou, Daniel N. Rockmore, J. A. Sethian, Steven H. Strogatz, Members of the Editorial Board.

Content. The first section, Survey and Review, features one or two papers, typically between 30 and 80 pages in length, that give a deliberately integrative view of a major topic in applied and/or computational mathematics. This section is designed to provide readers with a comprehensive and up-to-date perspective on a subject of broad interest to SIAM members.

Submissions and Peer Review. There are two mechanisms for submitting papers to Section 1. Authors may submit proposals for papers that meet the guidelines of the section. In addition, papers will be invited by the editorial board.

Questions about the content of Section I and proposals for papers should be sent to Lloyd N. Trefethen, Section Editor, Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford OX 1 3QD, United Kingdom (LNT@comlab.ox.ac.uk, fax: +44 (0)1865 273839).

Papers in Section 1 are reviewed in detail by the section editor and a member of the section editorial board, with a review by the SIREV editor-in-chief. This rigorous peer review is intended to ensure the highest standards of accuracy, completeness, exposition, and clarity. Author inquiries into the status of Section 1 papers may be sent to the SIAM office (sirev @ siam.org) or to the section editor (LNT@comlab.ox.ac.uk).

Section 2: Problems and Techniques

Editorial Board. Joseph E. Flaherty, Section Editor; Francine Berman, Leslie F. Greengard, Matthias Heinkenschloss, Mark H. Holmes, Hilary Ockendon, John N. Shadid, Stephen A. Vavasis, Members of the Editorial Board.

Content. The second section, Problems and Techniques, contains focused, specialized papers. There is no hard-and-fast rule for the content of this section except that suggested by its name: informing SIREV readers about interesting problems, techniques, and tools. Appropriate topics are, for example, new mathematical techniques, the latest computational tools, or important applications and interdisciplinary problems. Papers on problems or applications should also describe mathematical formulation, solution methods, and/or open questions. We expect papers in Section 2 to range in length from 7 to 15 pages, but longer papers may also be suitable. Each issue of SIREV contains two or three Problems and Techniques papers.

Submissions and Peer Review. Submissions to Problems and Techniques are organized as for SIAM's specialized journals.

Five single-sided copies of the manuscript, in English, should be sent to: Editor, SIAM Publications, Box 7541, Philadelphia, PA 19101. Such action is representation by the author that the manuscript has not been published or submitted simultaneously for publication elsewhere. If the paper appeared in a preliminary form in a conference proceedings, this must be clearly indicated in both your cover letter and

*Instructions for authors for SIAM's nine research journals may be found at http://www.siam.org/ journals/instruct.htm or on page iv of any SIAM research journal.

v

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vi GUIDELINES FOR SIAM REVIEW AUTHORS

a footnote on the title page. If your paper contains materials (for example, tables or figures) from another published source, the previously published material must be accompanied by written permission from the author and publisher. A cover letter must indicate that the paper is being submitted to the Problems and Techniques section of SIAM Review. Complete addresses (including e-mail addresses and fax and phone numbers) should be provided for all authors, and the author to whom correspondence should be sent should be indicated. To assist referees, two copies of unpublished references should also be submitted with an indication of whether they have been accepted for publication. If the SIAM office does not acknowledge receipt of your submission within eight weeks, please contact SIAM at (215) 382-9800 or journals@siam.org to verify its receipt. All submissions to Section 2 undergo traditional peer review, in which a member of the editorial board solicits reports from at least two referees who are experts in the particular area. Author inquiries into the status of Section 2 papers should be sent to the SIAM office (sirev@siam.org).

Section 3: SIGEST

Content. SIGEST, the third section, contains digested versions of selected papers from SIAM's nine research journals. This section provides a rare opportunity for readers from all segments of the SIAM community to keep up with important research from outside their areas of specialization. The digested papers in SIGEST are chosen on the basis of exceptional quality and potential significance to the entire SIAM community; authors of these papers will achieve a wider readership than could be reached by a specialized research journal alone.

Submission and Peer Review. Papers for the SIGEST section are chosen from papers submitted to and accepted by SIAM's specialized research journals. Editors of these journals may nominate potential SIGEST papers to their editors-in-chief. The SIREV editor-in-chief, in consultation with the editors-in- chief of the other SIAM journals and the SIREV section editors, selects SIGEST papers from among those nominated. SIGEST papers are condensed or revised as necessary to make them accessible to the SIAM community at large. Section 4: Education

Editorial Board. Robert B. Schnabel, Section Editor; Ellis Cumberbatch, Michael T. Heath, Elizabeth R. Jessup, John G. Lewis, G.W. Stewart, Kris Stewart, Gilbert Strang, Lee L. Zia, Members of the Editorial Board.

Orientation of Articles. In the large majority of cases, articles should be written to students, not to faculty. In addition, articles should

* usually be a module, typically a one- to three-class session, largely self-contained, supplementary topic to a course in applied mathematics or scientific computing (a possible exception is a module about a tool-for example, a software package-that can be used throughout much of a course);

* be written more in the style of a textbook section than a journal research article.

In a minority of cases, articles may be written to faculty. Such articles should

Sdiscuss a technique, topic, or tool that faculty may use broadly in a course or set of courses;

Sbe written more as a teaching guide than as a journal research article, and in a style that directly or indirectly can also be used by students.

Content. Articles should be written on a topic that is of sufficient interest that it might reasonably be expected to be incorporated by a good number of faculty into their courses in applied mathematics or scientific computation and algorithms, yet is not standard fare in textbooks. Articles should provide descriptions, illustrations, and insights regarding established or recent knowledge, as opposed to new research results. The topic may be in any, or a combination, of the following areas:

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GUIDELINES FOR SIAM REVIEW AUTHORS vii

* supplemental topics in applied mathematics or scientific computation that are of broad interest but are more recent, specialized, or multidisciplinary than topics covered in standard textbooks;

* applications of applied mathematics or scientific computation, including both descriptions of the application area and the mathematical and/or computational techniques that are applied to it;

* applied mathematics or scientific computation history, including informal biographies of prominent contributors or descriptions of the development and/or use of applied mathematics or scientific computing in certain eras or events;

* software tools that can be used in applied mathematics or scientific computation courses, concen- trating on descriptions and illustrations of their use.

Style of Articles. The following characteristics are encouraged: * An informal, colloquial style should be used whenever appropriate. * Motivation and context for the topic should be well provided. * Papers should not be primarily theorem/proof oriented, although theorems and proofs are welcome

where appropriate. * Use of graphics (including color), computer images, and other visual elements is strongly encour-

aged, as are URLs to web sites that provide further references, visual support, and multimedia supplements.

Examples should be heavily used in most articles.

* Abstracts may not necessarily be appropriate, but a summary at the beginning of the paper may be given.

* The most common article length should be 10-15 pages, but shorter articles that fit these guidelines are welcome, and longer articles may be considered if appropriate.

Submission and Peer Review. Submissions to Education are organized as for SIAM's specialized journals. Details for submission are given under Problems and Techniques above. All submissions undergo traditional peer review, in which a member of the editorial board solicits reports from at least two referees who are experts in the particular area. Author inquiries into the status of Section 4 papers may be sent to the SIAM office (sirev@siam.org). Section 5: Book and Software Reviews

Editorial Board. Robert E. O'Malley, Jr., Section Editor; L. Pamela Cook, Arieh Iserles, Mark Kot, Jet Wimp, Members of the Editorial Board.

Content. Book reviews, always a mainstay of SIREV, continue as Section 5, which also includes software reviews.

Submissions and Peer Review. The book and software review editor coordinates the reviews with individual reviewers.

Parts of a Paper

Submissions to Sections 1 and 2 should contain the following elements: title, author names and affiliations, abstract, AMS subject classifications, key words, text, and references.

AMS subject classifications are listed in the Annual Index of Mathematical Reviews and can be accessed or searched electronically through the American Mathematical Society's World Wide Web server (http://www.ams.org/index/mathweb/msc2000/indexl. html).

The format for papers in Section 4, Education, is described earlier in these Guidelines.

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viii GUIDELINES FOR SIAM REVIEW AUTHORS

TeX Files

SIREV is produced from author-supplied TeX files whenever possible, and authors of accepted papers will be contacted for their files. (SIAM cannot accept electronic files for papers produced on any other typesetting or word processing system.) More detailed information on SIAM's TeX-typesetting procedures is sent to authors upon receipt of manuscript submissions and can be obtained from SIAM's World Wide Web server (http://www.siam.org/journals/texguide.htm).

Accessing SIAM's Macros. Although the design of SIREV differs from the other SIAM journals, authors should still prepare papers using our standard journal macros. Macro packages and documentation are available in LaTeX (preferred), Plain TeX, and AMSTeX and can be obtained from SIAM's World Wide Web server (http://www.siam.org/tex/tex.htm) or via anonymous ftp (ftp.siam.org; the macros are in directory/pub/macros) or e-mail (tex @ siam.org). Illustrations

All illustrations must be of professional quality with no handwritten elements. Illustrations must be numbered consecutively and cited in the text. If your article is accepted for publication, SIAM will accept either electronic (PostScript, TeX) figure files or camera-ready artwork for typesetting. Hand-drawn artwork will not be accepted. SIAM will not redraw figures.' PostScript figures must use lines that are 1 point or larger; thinner lines may break up or disappear when printed. When choosing line width and character size, keep in mind that illustrations may be reduced.

Color Illustrations. SIREV welcomes the inclusion of color art when the use of color enhances the content of the figure. If at all possible, SIAM prefers to receive color PostScript files for color art. Also, in order to produce the print edition of the journal, SIAM requires that color Postscript files be prepared in CMYK (cyan, magenta, yellow, black) mode, not in RGB (red, green, blue) mode. Files prepared in RGB mode may be returned to the author for conversion to CMYK.

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