Knut Sølna

Multiscale Model. Simul., March, 2024

2023

Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments.

[BibT_eX]

[DOI]

Multiscale Model. Simul., March, 2023

Paraxial Wave Propagation in Random Media with Long-Range Correlations.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., February, 2023

Conditional score-based diffusion models for Bayesian inference in infinite dimensions.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2020

Optimal Hedging Under Fast-Varying Stochastic Volatility.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020

Implied Volatility Structure in Turbulent and Long-Memory Markets.

[BibT_eX]

[DOI]

Frontiers Appl. Math. Stat., 2020

2019

Sound Propagation in a Weakly Turbulent Flow in a Waveguide.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2019

Wave Propagation and Imaging in Moving Random Media.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2019

2018

Noninvasive Imaging Through Random Media.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2018

Three l<sub>1</sub> Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios.

[BibT_eX]

[DOI]

Xiaolong Long

Jack Xin

J. Sci. Comput., 2018

2017

Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects.

[BibT_eX]

[DOI]

SIAM J. Imaging Sci., 2017

Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2017

Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2017

2016

Pulse Propagation in Time Dependent Randomly Layered Media.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2016

2015

White-Noise Paraxial Approximation for a General Random Hyperbolic System.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2015

2014

Wave Backscattering by Point Scatterers in the Random Paraxial Regime.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2014

2013

Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements.

[BibT_eX]

[DOI]

Habib Ammari

SIAM J. Math. Anal., 2013

Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2013

2012

Multistatic Imaging of Extended Targets.

[BibT_eX]

[DOI]

SIAM J. Imaging Sci., 2012

Coupled Wideangle Wave Approximations.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2012

2011

Imaging Schemes for Perfectly Conducting Cracks.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2011

The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2011

2010

Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media.

[BibT_eX]

[DOI]

SIAM J. Imaging Sci., 2010

Wave Transmission through Random Layering with Pressure Release Boundary Conditions.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2010

Generalized Foldy-Lax formulation.

[BibT_eX]

[DOI]

Kai Huang

Hongkai Zhao

J. Comput. Phys., 2010

2009

Expectation-Maximization Algorithm with Local Adaptivity.

[BibT_eX]

[DOI]

SIAM J. Imaging Sci., 2009

Synthetic Aperture Imaging of Multiple Point Targets in Rician Fading Media.

[BibT_eX]

[DOI]

Albert Fannjiang

Pengchong Yan

SIAM J. Imaging Sci., 2009

Acoustic Waves in Long Range Random Media.

[BibT_eX]

[DOI]

Renaud Marty

SIAM J. Appl. Math., 2009

Estimating a Green's Function from "Field-Field" Correlations in a Random Medium.

[BibT_eX]

[DOI]

Maarten V. de Hoop

SIAM J. Appl. Math., 2009

Paraxial Coupling of Electromagnetic Waves in Random Media.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2009

Multiname and Multiscale Default Modeling.

[BibT_eX]

[DOI]

Jean-Pierre Fouque

Ronnie Sircar

Multiscale Model. Simul., 2009

A two-way paraxial system for simulation of wave backscattering by a random medium.

[BibT_eX]

[DOI]

J. Comput. Phys., 2009

2008

Effective Transport Equations and Enhanced Backscattering in Random Waveguides.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2008

Pulse Propagation in Random Media with Long-Range Correlation.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2008

2007

Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation.

[BibT_eX]

[DOI]

George Papanicolaou

Lenya Ryzhik

Multiscale Model. Simul., 2007

2006

Efficient numerical simulation for long range wave propagation.

[BibT_eX]

[DOI]

J. Comput. Phys., 2006

2005

Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence.

[BibT_eX]

[DOI]

Albert Fannjiang

Multiscale Model. Simul., 2005

2004

Statistical Stability in Time Reversal.

[BibT_eX]

[DOI]

George Papanicolaou

Leonid Ryzhik

SIAM J. Appl. Math., 2004

Maturity cycles in implied volatility.

[BibT_eX]

[DOI]

Finance Stochastics, 2004

2003

Acoustic Pulse Spreading in a Random Fractal.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2003

Singular Perturbations in Option Pricing.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2003

Time-Reversal Aperture Enhancement.

[BibT_eX]

[DOI]

Jean-Pierre Fouque

Multiscale Model. Simul., 2003

Multiscale Stochastic Volatility Asymptotics.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2003

2002

Can Mixing Materials Make Electromagnetic Signals Travel Faster?

[BibT_eX]

[DOI]

Graeme W. Milton

SIAM J. Appl. Math., 2002

2000

Computing the SVD of a General Matrix Product/Quotient.

[BibT_eX]

[DOI]

Gene H. Golub