Fax: (650)725-4066
A CV in postscript is
here.
In pdf
here.
A list of publications in postscript is
here.
In pdf
here.
The Mathematical Geophysics Summer School at Stanford
This is an NSF funded program in applied mathematics.
For more information look here.
The MS Program in Financial Mathematics
The web page for the MS-FM Program is
here.
Applied Mathematics in the Mathematics Department
A brief description of our activities is
here.
The quarterly schedule of the Applied Mathematics Seminar is
here.
The Mathematics Department web page is
here.
The Scientific Computing and Computational Mathematics Program (SCCM)
web page is
here.
In the past I have been interested in waves
and diffusion in inhomogeneous or random media and in the mathematical
analysis of multi-scale phenomena that arise
in their study. Applications come from
electromagnetic wave propagation in the atmosphere,
underwater sound, waves in the lithosphere, diffusion
in porous media, etc. I have studied both linear and
nonlinear waves and diffusion,
in both direct and inverse problems.
I am now working on assessing multi-pathing effects
in communication systems, especially when time reversal
arrays are used.
Another recent interest is financial mathematics, the use
of asymptotics for stochastic equations in analyzing complex
models of financial markets and in data analysis.
SpecLab
The documentation of the software package SpecLab,
by G. Papanicolaou, C. Rino and K. Solna, is
here . This software package is designed
to simulate and analyze data with local power law spectra. It was
completed under a Phase I Strategic Technology Transfer (STTR) project.
The documentation in pdf is
here .
Stochastic Volatility
The book:
Derivatives in Financial Markets with Stochastic Volatility
by Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar was
published by Cambridge
University Press in June 2000.
It is also available from
here , from
here
and from
here .
