The papers are in postscript files, compressed with gzip, or in pdf.

ICM-98 PLENARY LECTURE

Mathematical Problems in Geophysical Wave Propagation, George C. Papanicolaou (66K). Proceedings of the International Congress of Mathematicians, in `Documanta Mathematica', Extra Volume ICM 98 I, pp. 241-265, Berlin 1998. In pdf. (196K).

IMAGING AND TIME REVERSAL

Super-Resolution in Time-Reversal Acoustics, P. Blomgren, G. Papanicolaou and H. Zhao (6030K). Journal of the Acoustical Society of America, Vol 111, (2002), pp. 230-248. In pdf. (8719K).

Time reversal through a solid-liquid interface and super-resolution, Chrysoula Tsogka and G. Papanicolaou (1128K). To appear in Inverse Problems, 2002. In pdf. (1324K).

Imaging and time reversal in random media, Liliana Borcea, Chrysoula Tsogka, G. Papanicolaou and James Berryman (4872K). Inverse Problems, 18 (2002), pp. 1247--1279. In pdf. (6377K).

Statistically stable ultrasonic imaging in random media, James Berryman, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka, (4926K). Journal of the Acoustical Society of America, 112 (2002), pp. 1509--1522. In pdf. (3700K).

Statistical stability in time reversal, George Papanicolaou, Leonid Ryzhik and Knut Solna, (122K). Submitted for publication, 2002. In pdf. (1083K).

Self-averaging in time reversal for the parabolic wave equation, Guillaume Bal, George Papanicolaou and Leonid Ryzhik, (125K). To appear in Stochastics and Dynamics, 2002. In pdf. (960K).

Depolarization and blurring of optical images by biological tissues, Miguel Moscoso, Joseph B. Keller and G. Papanicolaou (131934K). Journal of the Optical Society of America A, 18, (2001), pp. 948-960. In pdf. (1024685K).

A Nonlinear Inversion Method for 3D-Electromagnetic Imaging Using Adjoint Fields, O. Dorn, H. Bertete-Aguirre, J. Berryman and G. Papanicolaou (4549K). Inverse Problems, 15, (1999), pp. 1523-1558. In pdf. (1953K).

Sensitivity analysis of a nonlinear inversion method for 3D electromagnetic imaging in anisotropic media, O. Dorn, H. Bertete-Aguirre, J. Berryman and G. Papanicolaou (2505K). Inverse Problems, 18, (2002), pp. 285-317. In pdf. (2739K).

Matching pursuit for imaging high contrast conductivity. Liliana Borcea, James Berryman and George Papanicolaou (294K). Inverse Problems, 15, (1999), pp. 811-849. In pdf. (658K).

High Contrast Impedance Tomography. Liliana Borcea, James Berryman and George Papanicolaou (193K). Inverse Problems, 12, (1996), pp. 835-856. In pdf. (449K).

WAVES IN RANDOM MEDIA

Frequency content of randomly scattered signals, M. Asch, W. Kohler, G. Papanicolaou M. Postel and B. White (745K). Siam Review, 33, (1991), pp. 519-626. In pdf. (1243K).

Reflection of Wavefronts by Randomly Layered Media, P. Lewicki and G. Papanicolaou (119K). Wave Motion, 20, (1994), pp. 245-260. In pdf. (275K).

Pulse stabilization in a strongly heterogeneous medium, P. Lewicki, R. Burridge and G. Papanicolaou (64K). Wave Motion, 20, (1994), pp. 177-195. In pdf. (209K).

A functional limit theorem for waves reflected by a random medium, G. Papanicolaou and S. Weinryb (82K). Applied Mathematics and Optimization, 30, (1994), pp. 307-334. In pdf. (234K).

Localization and Mode Conversion for Elastic Waves in Randomly Layered Media, W. Kohler, G. Papanicolaou and B. White (162K). Wave Motion, 23, (1996), pp. 1-22 and 181-201. In pdf. (423K).

Statistical Inversion from Reflections of Spherical Waves By A Randomly Layered Medium, M. Asch, W. Kohler, G. Papanicolaou M. Postel and B. White (178K). Waves in Random Media, 6, (1996), pp. 293-334. In pdf. (447K).

Transport Equations for Elastic and Other Waves in Random Media, Leonid V. Ryzhik, George C. Papanicolaou and Joseph B. Keller (143K). Wave Motion, 24, (1996), pp. 327-370. In pdf. (371K).

Stability of the P to S energy ratio in the diffusive regime, Leonid V. Ryzhik, George C. Papanicolaou and Joseph B. Keller (56K). Bulletin of the Seismological Society of America, 86, (1996), pp. 1107-1115. Erratum. Vol. 86, (1996), p. 1997. In pdf. (182K). Erratum in pdf.

Transport Equations for Waves in a Half Space, Leonid V. Ryzhik, Joseph B. Keller and George C. Papanicolaou (157K). Communications in Partial Differential Equations, 22, (1997), pp. 1869-1910. In pdf. (323K).

Forward and Markov Approximation: The Strong Intensity Fluctuations Regime Revisited, J.P. Fouque, G.C. Papanicolaou and Y. Samuelides (58K). Waves in Random Media, 8, (1998), pp. 303-314. In pdf. (197K).

Radiative Transport in a Periodic Structure, G. Bal, A. Fannjiang, G. Papanicolaou and L. Ryzhik (93K). Journal of Statistical Physics, 95, (1999), pp. 479-494. In pdf. (219K).

Transport theory for acoustic waves with reflection and transmission at interfaces, G. Bal, J.B. Keller, G. Papanicolaou and L. Ryzhik (164K). Wave Motion, 30, (1999), pp. 303-327. In pdf. (340K).

Reflection and transmission of acoustic waves by a locally-layered slab, W. Kohler, G. Papanicolaou and B. White (163K). In: Diffuse Waves in Complex Media, edited by Jean-Pierre Fouque, Math and Physical Sciences Series vol 531, (1999), Kluwer, The Netherlands, pp.347-382. In pdf. (345K).

Ray Theory for a Locally Layered Random Medium, K. Solna and G. Papanicolaou (252K). Waves in Random Media, vol 10, (2000), pp. 155-202. In pdf. (494K).

Probabilistic Theory of Transport Processes with Polarization, G. Bal, G. Papanicolaou and L. Ryzhik (99K). SIAM Journal on Applied Mathematics, vol 60, (2000), pp. 1639 - 1666. In pdf. (280K).

Wave transport along surfaces with random impedance, G. Bal, V. Freilikher, G. Papanicolaou and L. Ryzhik (113K). Physical Review B, vol 62(10), (2000), pp. 6228-6240. In pdf. (304K).

Radiative transport limit for the random Schroedinger equation, G. Bal, G. Papanicolaou and L. Ryzhik (104K). Nonlinearity, vol 15, (2002), pp. 513-529. In pdf. (797K).

CONVECTION-DIFFUSION

Reaction diffusion fronts in periodically layered media, G. Papanicolaou and X. Xin (90K). J. Stat. Phys., 63, (1991), pp. 915-932. In pdf. (192K).

Diffusion in Random Media, G. Papanicolaou (133K). In Surveys in Applied Mathematics, edited by J.B.Keller, D.McLaughlin and G. Papanicolaou, Plenum Press, (1995), pp. 205-255. In pdf. (359K).

Convection enhanced diffusion for periodic flows, A. Fannjiang and G. Papanicolaou (660K). SIAM Journal on Applied Mathematics, 54, (1994), pp. 333-408. In pdf. (1000K).

Diffusion In Turbulence, A. Fannjiang and G. Papanicolaou (159K). Probability Theory and Related Fields, 105, (1996), pp. 279-334. In pdf. (400K).

Convection enhanced diffusion for random flows, Albert Fannjiang and George Papanicolaou (415K). Journal of Statistical Physics, 88, (1997), pp. 1033-1076. In pdf. (998K).

Variational principles for propagation speeds in inhomogeneous media, S. Heinze, G. Papanicolaou and A. Stevens (101K). SIAM Journal on Applied Mathematics, 62, (2001), pp. 129-148. In pdf. (840K).

MOTION IN A RANDOM FLOW

Motion in a Gaussian, Incompressible Flow, Tomasz Komorowski and George Papanicolaou (113K). The Annales of Applied Probability, 7, (1997), pp. 229-264. In pdf. (316K).

Evolution of trajectory correlations in steady random flows, Albert Fannjiang, Leonid Ryzhik and George Papanicolaou (93K). In `Proceedings of Symposia in Applied Mathematics', Volume 54, R. Spigler and S. Venakides editors, American Mathematical Society, (1998), pp. 105-130. In pdf. (299K).

NONLINEAR WAVES

Beam Self-Focusing in the Presence of Small Normal Time Dispersion, G. Fibich, V. Malkin and G. Papanicolaou (78K). Physical Review A, 52(5), (1995), pp. 4218-4228. In pdf. (234K).

Self-Focusing in the Presence of Small Time Dispersion and Nonparaxiality, G. Fibich and G. Papanicolaou (33K). Optics Letters, 22, (1997), pp. 1379-1381. In pdf. (101K).

Self-focusing in the perturbed and unperturbed nonlinear Schroedinger equation in critical dimension, G. Fibich and G. Papanicolaou (264K). SIAM Journal on Applied Mathematics 60, (2000), pp. 183-240. In pdf. (537K).

High-order dispersion effects in self-focusing, G. Fibich, B. Ilan and G. Papanicolaou (289K). SIAM Journal on Applied Mathematics 62(2002), pp. 1437-1462. In pdf. (1700K).

A modulation method for self-focusing in the perturbed critical nonlinear Schroedinger equation, G. Fibich and G. Papanicolaou (45K). Physics Letters A, 239, (1998), pp. 167-173. In pdf. (157K).

High frequency behavior of the focusing nonlinear Schroedinger equation with random inhomogeneities, A. Fannjiang, Shi Jin and G. Papanicolaou (88K). Submitted to the SIAM Journal on Applied Mathematics. In pdf. (286K).

ANALYSIS OF HIGH CONTRAST MATERIALS

Network Approximation for Transport Properties of High Contrast Materials, L. Borcea and G. Papanicolaou (189K). SIAM Journal on Applied Mathematics, 58, (1998), pp. 501-539. In pdf. (458K).

Low frequency electromagnetic fields in high contrast media, L. Borcea and G. Papanicolaou (179K). In `Surveys on Solution Methods for Inverse Problems' edited by D. Colton, H.W. Engl, A.K. Louis, J.R. McLaughlin and W. Rundell, Springer-Verlag, (2000), pp. 195-233. In pdf. (426K).

COMPUTATIONAL METHODS IN HIGH CONTRAST MATERIALS

A hybrid numerical method for high contrast conductivity problems, L. Borcea and G. Papanicolaou (169K). Journal of Computational and Applied Mathematics, 87, (1997), pp. 61-77. In pdf. (428K).

MATHEMATICAL FINANCE

General Black-Scholes models accounting for increased market volatility from hedging strategies. K. Ronnie Sircar and George Papanicolaou (341K). Applied Mathematical Finance, 5, (1998), pp. 45-82. In pdf. (1066K).

Stochastic Volatility, Smile and Asymptotics. K. Ronnie Sircar and George Papanicolaou (194K). Applied Mathematical Finance, 6, (1999), pp. 107-145. In pdf. (429K).

Asymptotics of a Two-Scale Stochastic Volatility Model. Jean-Pierre Fouque, K. Ronnie Sircar and George Papanicolaou (38K). Equations aux derivees partielles et applications, Articles dedies a Jacques-Louis Lions, Gauthier-Villars, Paris, 1998, pp. 517-526. In pdf. (128K).

Mean Reverting Stochastic Volatility. Jean-Pierre Fouque, K. Ronnie Sircar and George Papanicolaou (321K). International Journal of Theoretical and Applied Finance, 3, (2000), pp. 101-142. In pdf. (614K).

Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment. Jean-Pierre Fouque, K. Ronnie Sircar and George Papanicolaou (116K). Asia-Pacific Financial Markets, 6, (1999), pp. 37-48. In pdf. (256K).

Stochastic Volatility Correction to Black-Scholes. Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar (102K). Risk, vol 13 No.2, February 2000, 89-92. In pdf. (258K).

Short time-scale in SP-500 volatility. Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (138K). To appear in the Journal of Computational Finance. In pdf. (329K).

From the Implied Volatility Skew to a Robust Correction to Black-Scholes American Option Prices. Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar (324K). International Journal of Theoretical and Applied Finance, 4, (2001), pp. 651-675. In pdf. (600K).

Stochastic Volatility Corrections for Interest Rate Derivatives. Peter Cotton, Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar (136K). Submitted for publication. In pdf. (333K).

Singular Perturbations in Option Pricing. Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (115K). Submitted for publication. In pdf. (779K).

Maturity cycles in implied volatility. Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (225K). Submitted for publication. In pdf. (1461K).

SIGNAL ANALYSIS

Adaptive Covariance Estimation of Locally Stationary Processes, Stephane Mallat, George C. Papanicolaou and Zhifeng Zhang (404K). Annales of Statistics, 26, (1998), pp. 1-47. In pdf. (457K).

Segmentation independent estimates of turbulence parameters, G. Papanicolaou, K. Solna and D. Washburn (894K). in `Airborne Laser Advanced Technology', Todd D. Steiner and Paul H. Merritt, Editors, Proceedings of SPIE, Vol. 3381, (1998), pp. 256-267. In pdf. (1790K).

Wavelet based estimation of local Kolmogorov turbulence, G. Papanicolaou and K. Solna (557K). In `Long-range Dependence Theory and Applications', edited by P. Doukhan, G. Oppenheim, and M. S. Taqqu, Birkhauser 2002, pp. 473-505. In pdf. (2144K).

OTHER AREAS

NOISY DYNAMICAL SYSTEMS

The invariant density of a chaotic dynamical system with small noise. Rachel Kuske and George Papanicolaou (989K). Physica D, 120, (1998), pp. 255-272. In pdf. (1186K).

Soliton perturbations and the random Kepler problem. F.Kh. Abdullaev, J. C. Bronski and G. Papanicolaou (107K). Physica D, 135, (2000), pp. 369-386. In pdf. (276K).

FLUID MECHANICS

Flow past periodic arrays of spheres at low Reynolds number. Hongwei Cheng and George Papanicolaou (104K). Journal of Fluid Mechanics, 335, (1997), pp. 189-212. In pdf. (287K).

Eddy viscosity of cellular flows. Alexei Novikov and George Papanicolaou (443K). Journal of Fluid Mechanics, 446, (2001), pp. 173-198. In pdf. (770K).

WAVELETS AND PDE'S

A wavelet based space-time adaptive numerical method for partial differential equations, E. Bacry, S. Mallat and G. Papanicolaou (166K). Mathematical Modeling and Numerical Analysis, 26, (1992), pp. 793-834. In pdf. (314K).