George Papanicolaou – författare

Inverse problems in wave propagation concern extraction of information about distant structural features from the measurements of scattered waves. Tasks of this nature arise in geophysics, ocean acoustics, civil and environmental engineering, ultrasonic nondestructive testing, biomedical ultrasonics, radar, astrophysics, and other areas of science and technology. The papers in this volume represent most of these scientific and technical topics, together with fundamental mathematical investigations of the relation between waves and scatterers.

This is both promo text and back cover copy. This volume combines the discussions of two workshops: one devoted to wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation, and another devoted to waves in random and other complex media. The majority of the chapters deal with the effects of inhomogeneities of wave propagation both theoretically and computationally. They include topics such as waves in random media, coherent effects in scattering for random systems with discrete spectrum, interaction of microwaves with sea ice, scattering in magnetic field, surface waves, seismogram envelopes, backscattering, polarization mode dispersions, and spatio-temporal distribution of seismic power. Several chapters describe numerical methods, such as fast algorithms for solving electromagnetic scattering problems, and the panel clustering methods in 3-d BEM.

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.

Waves generated by opportunistic or ambient noise sources and recorded by passive sensor arrays can be used to image the medium through which they travel. Spectacular results have been obtained in seismic interferometry, which open up new perspectives in acoustics, electromagnetics, and optics. The authors present, for the first time in book form, a self-contained and unified account of correlation-based and ambient noise imaging. In order to facilitate understanding of the core material, they also address a number of related topics in conventional sensor array imaging, wave propagation in random media, and high-frequency asymptotics for wave propagation. Taking a multidisciplinary approach, the book uses mathematical tools from probability, partial differential equations and asymptotic analysis, combined with the physics of wave propagation and modelling of imaging modalities. Suitable for applied mathematicians and geophysicists, it is also accessible to graduate students in applied mathematics, physics, and engineering.

Waves generated by opportunistic or ambient noise sources and recorded by passive sensor arrays can be used to image the medium through which they travel. Spectacular results have been obtained in seismic interferometry, which open up new perspectives in acoustics, electromagnetics, and optics. The authors present, for the first time in book form, a self-contained and unified account of correlation-based and ambient noise imaging. In order to facilitate understanding of the core material, they also address a number of related topics in conventional sensor array imaging, wave propagation in random media, and high-frequency asymptotics for wave propagation. Taking a multidisciplinary approach, the book uses mathematical tools from probability, partial differential equations and asymptotic analysis, combined with the physics of wave propagation and modelling of imaging modalities. Suitable for applied mathematicians and geophysicists, it is also accessible to graduate students in applied mathematics, physics, and engineering.

Waves generated by opportunistic or ambient noise sources and recorded by passive sensor arrays can be used to image the medium through which they travel. Spectacular results have been obtained in seismic interferometry, which open up new perspectives in acoustics, electromagnetics, and optics. The authors present, for the first time in book form, a self-contained and unified account of correlation-based and ambient noise imaging. In order to facilitate understanding of the core material, they also address a number of related topics in conventional sensor array imaging, wave propagation in random media, and high-frequency asymptotics for wave propagation. Taking a multidisciplinary approach, the book uses mathematical tools from probability, partial differential equations and asymptotic analysis, combined with the physics of wave propagation and modelling of imaging modalities. Suitable for applied mathematicians and geophysicists, it is also accessible to graduate students in applied mathematics, physics, and engineering.

ThisvolumecelebratestheeightiethbirthdayofJosephB. Keller. The authors who contributed to this volume belong to what can be called the “Keller school of applied mathematics. ” They are former students, postdoctoral fellows and visiting scientists who have collaborated with Joe (some of them still do) during his long career. They all look at Joe as their ultimate (role) model. JoeKeller’sdistinguishedcareerhasbeendividedbetweentheCourant Institute of Mathematical Sciences at New York University, where he received all his degrees (his PhD adviser being the great R. Courant himself) and served as a professor for 30 years, and Stanford University, where he has been since 1978. The appended photos highlight some scenes from the old days. Those who know Joe Keller’s work have been always amazed by its diversity and breadth. It is considered a well-known truth that there is not a single important area in applied mathematics or physics which Keller did not contribute to. This can be appreciated, for example, by glancing through his list of publication included in this volume. App- priately, the papers in this book, written with Joe’s inspiration, cover a variety of application areas; together they span the broad subject of mathematical modeling. The models discussed in the book describe the behavior of various systems such as those related to ?nance, waves, - croorganisms, shocks, DNA, ?ames, contact, optics, ?uids, bubbles and jets. Joe’s activity includes many more areas, which unfortunately are not represented here.

This IMA Volume in Mathematics and its Applications WAVE PROPAGATION IN COMPLEX MEDIA is based on the proceedings of two workshops: • Wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation and • Waves in random and other complex media. Both workshops were integral parts of the 1994-1995 IMA program on "Waves and Scattering." We would like to thank Gregory Beylkin, Robert Burridge, Ingrid Daubechies, Leonid Pastur, and George Papanicolaou for their excellent work as organizers of these meetings. We also take this opportunity to thank the National Science Foun­ dation (NSF), the Army Research Office (ARO, and the Office of Naval Research (ONR), whose financial support made these workshops possible. A vner Friedman Robert Gulliver v PREFACE During the last few years the numerical techniques for the solution of elliptic problems, in potential theory for example, have been drastically improved. Several so-called fast methods have been developed which re­ duce the required computing time many orders of magnitude over that of classical algorithms. The new methods include multigrid, fast Fourier transforms, multi pole methods and wavelet techniques. Wavelets have re­ cently been developed into a very useful tool in signal processing, the solu­ tion of integral equation, etc. Wavelet techniques should be quite useful in many wave propagation problems, especially in inhomogeneous and nonlin­ ear media where special features of the solution such as singularities might be tracked efficiently.

Inverse problems in wave propagation concern extraction of information about distant structural features from the measurements of scattered waves. Tasks of this nature arise in geophysics, ocean acoustics, civil and environmental engineering, ultrasonic nondestructive testing, biomedical ultrasonics, radar, astrophysics, and other areas of science and technology. The papers in this volume represent most of these scientific and technical topics, together with fundamental mathematical investigations of the relation between waves and scatterers.

This IMA Volume in Mathematics and its Applications WAVE PROPAGATION IN COMPLEX MEDIA is based on the proceedings of two workshops: • Wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation and • Waves in random and other complex media. Both workshops were integral parts of the 1994-1995 IMA program on "Waves and Scattering." We would like to thank Gregory Beylkin, Robert Burridge, Ingrid Daubechies, Leonid Pastur, and George Papanicolaou for their excellent work as organizers of these meetings. We also take this opportunity to thank the National Science Foun­ dation (NSF), the Army Research Office (ARO, and the Office of Naval Research (ONR), whose financial support made these workshops possible. A vner Friedman Robert Gulliver v PREFACE During the last few years the numerical techniques for the solution of elliptic problems, in potential theory for example, have been drastically improved. Several so-called fast methods have been developed which re­ duce the required computing time many orders of magnitude over that of classical algorithms. The new methods include multigrid, fast Fourier transforms, multi pole methods and wavelet techniques. Wavelets have re­ cently been developed into a very useful tool in signal processing, the solu­ tion of integral equation, etc. Wavelet techniques should be quite useful in many wave propagation problems, especially in inhomogeneous and nonlin­ ear media where special features of the solution such as singularities might be tracked efficiently.

Inverse problems in wave propagation concern extraction of information about distant structural features from the measurements of scattered waves. Tasks of this nature arise in geophysics, ocean acoustics, civil and environmental engineering, ultrasonic nondestructive testing, biomedical ultrasonics, radar, astrophysics, and other areas of science and technology. The papers in this volume represent most of these scientific and technical topics, together with fundamental mathematical investigations of the relation between waves and scatterers.

This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especi ally thank George Papani col aOIJ for organi zi ng a workshop which produced fruitful interactions between mathematicians and scientists from both academia and industry. George R. Sell Hans I~ei nherger PREFACE During September 1985 a workshop on random media was held at the Institute for Mathematics and its Applications at the University of Minnesota. This was part of the program for the year on Probability and Stochastic Processes at IMA. The main objective of the workshop was to bring together researchers who work in a broad area including applications and mathematical methodology. The papers in this volume give an idea of what went on and they also represent a cross section of problems and methods that are currently of interest.

This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especi ally thank George Papani col aOIJ for organi zi ng a workshop which produced fruitful interactions between mathematicians and scientists from both academia and industry. George R. Sell Hans I~ei nherger PREFACE During September 1985 a workshop on random media was held at the Institute for Mathematics and its Applications at the University of Minnesota. This was part of the program for the year on Probability and Stochastic Processes at IMA. The main objective of the workshop was to bring together researchers who work in a broad area including applications and mathematical methodology. The papers in this volume give an idea of what went on and they also represent a cross section of problems and methods that are currently of interest.

This IMA Volume in Mathematics and its Applications HYDRODYNAMIC BEHAVIOR AND INTERACTING PARTICLE SYSTEMS is in part the proceedings of a workshop which was an integral part of the 1985-86 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank the Program Organizer, George Papanicolaou for orga­ nizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinberger PREFACE A workshop on the hydrodynamic behavior of interacting particle systems was held at the Institute for Mathematics and its Applications at the University of Minnesota during the week of March 17, 1986. Fifteen papers presented at the workshop are collected in this volume. They contain research in several different directions that are currently being pursued. The paper of Chaikin, Dozier and Lindsay is concerned with experimental results on suspensions in regimes where modern mathematical methods could be useful. The paper of Fritz gives an introduction to these methods as does the paper of Spohn. Analytical methods currently used by in the physics and chemistry literature are presented in the paper of Freed, Wang and Douglas. The paper of Caflisch deals with time dependent effects in sedimentation.

This IMA Volume in Mathematics and its Applications HYDRODYNAMIC BEHAVIOR AND INTERACTING PARTICLE SYSTEMS is in part the proceedings of a workshop which was an integral part of the 1985-86 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank the Program Organizer, George Papanicolaou for orga­ nizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinberger PREFACE A workshop on the hydrodynamic behavior of interacting particle systems was held at the Institute for Mathematics and its Applications at the University of Minnesota during the week of March 17, 1986. Fifteen papers presented at the workshop are collected in this volume. They contain research in several different directions that are currently being pursued. The paper of Chaikin, Dozier and Lindsay is concerned with experimental results on suspensions in regimes where modern mathematical methods could be useful. The paper of Fritz gives an introduction to these methods as does the paper of Spohn. Analytical methods currently used by in the physics and chemistry literature are presented in the paper of Freed, Wang and Douglas. The paper of Caflisch deals with time dependent effects in sedimentation.

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

ThisvolumecelebratestheeightiethbirthdayofJosephB. Keller. The authors who contributed to this volume belong to what can be called the “Keller school of applied mathematics. ” They are former students, postdoctoral fellows and visiting scientists who have collaborated with Joe (some of them still do) during his long career. They all look at Joe as their ultimate (role) model. JoeKeller’sdistinguishedcareerhasbeendividedbetweentheCourant Institute of Mathematical Sciences at New York University, where he received all his degrees (his PhD adviser being the great R. Courant himself) and served as a professor for 30 years, and Stanford University, where he has been since 1978. The appended photos highlight some scenes from the old days. Those who know Joe Keller’s work have been always amazed by its diversity and breadth. It is considered a well-known truth that there is not a single important area in applied mathematics or physics which Keller did not contribute to. This can be appreciated, for example, by glancing through his list of publication included in this volume. App- priately, the papers in this book, written with Joe’s inspiration, cover a variety of application areas; together they span the broad subject of mathematical modeling. The models discussed in the book describe the behavior of various systems such as those related to ?nance, waves, - croorganisms, shocks, DNA, ?ames, contact, optics, ?uids, bubbles and jets. Joe’s activity includes many more areas, which unfortunately are not represented here.