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The papers are in PDF or gziped postscript files.

CORRELATION-BASED IMAGING

Robust seismic velocity change estimation using ambient noise recordings. E. Daskalakis, C. Evangelidis, J. Garnier, N. Melis, G. Papanicolaou and C. Tsogka. Geophys. J. Int. (2016) doi: 10.1093 (22 pages).

Signal to noise ratio analysis in virtual source array imaging. J. Garnier, G. Papanicolaou, A. Semin and C. Tsogka. SIAM Journal of Imaging Sciences 8-1 (2015), pp. 248-279.

Role of scattering in virtual source imaging, Josselin Garnier and George Papanicolaou. SIAM Journal of Imaging Science 7 (2014), pp. 1210-1236.

Signal to Noise Ratio estimation in passive correlation-based imaging, Josselin Garnier, George Papanicolaou, Adrien Semin and Chrysoula Tsogka. SIAM J. Imaging Sci. 6-2 (2013), pp. 1092-1110.

Correlation based virtual source imaging in strongly scattering media, Josselin Garnier and George Papanicolaou. Inverse Problems, vol 28, (2012), 075002 (32pp).

Passive Sensor Imaging Using Cross Correlations of Noisy Signals in a Scattering Medium, Josselin Garnier and George Papanicolaou in pdf (1466K). SIAM J. Imaging Sci. Volume 2, Issue 2, pp. 396-437 (2009).

Resolution analysis for imaging with noise, Josselin Garnier and George Papanicolaou in pdf (1092K). Inverse Problems, 26 (2010) 074001 (22pp).

Resolution enhancement from scattering in passive sensor Imaging with Cross Correlations, Josselin Garnier and George Papanicolaou in pdf (1092K). Inverse Problems and Imaging, Volume 8, No. 3 (2014) pp. 645-683.

Correlation-based Radio Localization in an Indoor Environment, Thomas Callaghan, Nicolai Czink, Francesco Mani, Arogyaswami Paulraj and George Papanicolaou in pdf (167K). EURASIP Journal on Wireless Communications and Networking 2011, 2011:135 (21 October 2011)

Identification of Green's Functions Singularities by Cross Correlation of Noisy Signals, Claude Bardos, Josselin Garnier and George Papanicolaou in pdf (260K). Inverse Problems, vol 24 (2008), 015011 (26pp).

OPTIMIZATION-BASED IMAGING

Array Imaging of Localized Objects in Homogeneous and Heterogeneous Media, A. Chai, M. Moscoso and G. Papanicolaou. Inverse Problems, 32 (2016) doi:10.1088/0266-5611/32/10/104003 (32 pp).

Imaging strong localized scatterers with sparcity promoting optimization, A. Chai, M. Moscoso and G. Papanicolaou. SIAM Journal of Imaging Science 7 (2014), pp. 1358-1387.

Robust imaging of localized scatterers using the singular value decomposition and l_1 minimization, A. Chai, M. Moscoso and G. Papanicolaou. Inverse Problems 29 (2013) 025016 (28pp).

A differential equations approach to l_1-minimization with applications to array imaging, M. Moscoso, A. Novikov, G. Papanicolaou and L. Ryzhik. Inverse Problems, vol 28 (2012), 105001 (21pp).

INTENSITY-ONLY IMAGING

Multifrequency interferometric imaging with intensity-only measurements. M. Moscoso, A. Novikov, G. Papanicolaou and C. Tsogka. SIAM J. IMAGING SCIENCES, vol. 10 (2017), No. 3, pp. 1005–1032.

Coherent Imaging Without Phases. M. Moscoso, A. Novikov and G. Papanicolaou. SIAM Journal of Imaging Science, vol 9 (2016), pp. 1689-1707.

Illumination strategies for intensity-only imaging, M. Moscoso, A. Novikov and G. Papanicolaou. SIAM Journal on Imaging Science, vol 8 (2015), 1547-1573.

Array imaging using intensity-only measurements, A. Chai, M. Moscoso and G. Papanicolaou in pdf (240K). Inverse Problems, Volume 27 (2011) 015005, 16pp.

SYNTHETIC APERTURE IMAGING

Matched-filter and correlation-based imaging for fast moving objects using a sparse network of receivers. J. Fournier, J. Garnier, G. Papanicolaou, and C. Tsogka. Submitted for publication.

Resolution analysis of passive synthetic aperture imaging of fast moving objects. L.Borcea,J. Garnier, G. Papanicolaou, K. Solna and C. Tsogka. SIAM J. Imaging Sci. 10-2 (2017), pp. 665-710.

Synthetic aperture imaging of direction and frequency dependent reflectivities. L.Borcea, M. Moscoso, G. Papanicolaou and C. Tsogka. Siam Journal of Imaging Sciences, Volume 9 (2016), 52-81.

Passive synthetic aperture imaging. Josselin Garnier and George Papanicolaou. SIAM Journal of Imaging Science, Volume 8 (2015), 2683-2705.

Motion Estimation and Imaging of Complex Scenes with Synthetic Aperture Radar, Liliana Borcea, Thomas Callaghan and George Papanicolaou in pdf (7200K). Inverse Problems, vol 29 (2013) 054011 (29pp).

Synthetic Aperture Radar Imaging and Motion Estimation via Robust Principal Component Analysis, Liliana Borcea, Thomas Callaghan and George Papanicolaou. SIAM Journal on Imaging Science, vol 6 (2013) pp. 1445-1476.

Synthetic Aperture Radar Imaging with Motion Estimation and Autofocus, Liliana Borcea, Thomas Callaghan and George Papanicolaou in pdf (834K). Inverse Problems 28 (2012) 045006 (31pp).

COHERENT INTERFEROMETRIC IMAGING (CINT)

Enhanced Statistical Stability in Coherent Interferometric Imaging, L. Borcea, J. Garnier, G. Papanicolaou and C. Tsogka in pdf (872K). Inverse Problems 27 (2011) 085004 33pp.

Coherent Interferometric Imaging, Time Gating and Beamforming, L. Borcea, J. Garnier, G. Papanicolaou and C. Tsogka in pdf (348K). Inverse Problems 27 (2011) 065008 17pp.

Adaptive coherent interferometric imaging for sensor networks, Gregoire Derveaux and George Papanicolaou in pdf (4637K). Preprint.

Coherent Interferometric Imaging, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (1687K). Geophysics, vol 71 (2006), pp. S1165-S1175.

Coherent interferometry in finely layered random media, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (548K). SIAM Journal on Multiscale Modeling and Simulation, vol 5, (2006), pp. 62-83.

Interferometric array imaging in clutter, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (2224K). "Inverse Problems", vol 21, (2005), pp. 1419-1460.

Theory and applications of time reversal and interferometric imaging, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka (2650K). Inverse Problems, vol 19, (2003), pp. 5139-5164. In pdf. (600K).

IMAGING IN HEAVY CLUTTER AND DATA FILTERING METHODS

Time and direction of arrival detection and filtering for imaging in strongly scattering random media, L. Borcea, G. Papanicolaou & C. Tsogka Waves in Random and Complex Media, (2017) 27:4, 664-689, DOI: 10.1080/17455030.2017.1303220.

Detection and imaging in strongly backscattering randomly layered media, R. Alonzo, L. Borcea, G. Papanicolaou and C. Tsogka in pdf (1.2M). Inverse Problems, Volume 27 (2011) 025004, 43pp.

Adaptive time-frequency detection and filtering for imaging in heavy clutter, L. Borcea, G. Papanicolaou and C. Tsogka in pdf (3.9M). SIAM Journal on Imaging Science, Volume 4 (2011) pp. 827-849.

Filtering deterministic layer effects in imaging, Liliana Borcea, F. Gonzalez del Cueto, George Papanicolaou and Chrysoula Tsogka in pdf. SIAM Review, Volume 54 (2012) pp. 757-798.

Filtering deterministic layer effects in imaging, Liliana Borcea, F. Gonzalez del Cueto, George Papanicolaou and Chrysoula Tsogka in pdf (2458K). SIAM Journal of Multiscale Modeling and Simulation, vol 7 (2009), pp. 1267-1301.

Filtering random layering effects in imaging, Liliana Borcea, F. Gonzalez del Cueto, George Papanicolaou and Chrysoula Tsogka in pdf. SIAM Journal of Multiscale Modeling and Simulation, vol 8 (2010), pp. 751-781.

ARRAY IMAGING WITH OPTIMAL ILLUMINATION

Edge illumination and imaging of extended reflectors, Liliana Borcea, George Papanicolaou and Fernando Guevara Vasquez in pdf (1918K). SIAM Journal on Imaging Sciences, vol 1 (2008), pp. 75-114.

Optimal illumination and waveform design for imaging in random media, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (951K). Journal of the Acoustical Society of America, vol 122 (2007), pp. 3507-3518.

Optimal Waveform Design for Array Imaging, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (1650K). Inverse Problems, vol 23 (2007), pp. 1973-2021.

Adaptive interferometric imaging in clutter and optimal illumination, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka in pdf (2753K). Inverse Problems, vol 22 (2006), pp. 1405-1436.

IMAGING AND TIME REVERSAL

A universal filter for enhanced imaging with small arrays, Liliana Borcea, Thomas Callaghan, Josselin Garnier and George Papanicolaou in pdf (5023K). Inverse Problems, vol 26 (2010) 015006, 29pp.

Resolution and denoising in near-field imaging, Gregoire Derveaux, George Papanicolaou and Chrysoula Tsogka in pdf (1092K). Inverse Problems, vol 22 (2006), pp. 1437-1456.

Robustness of time-reversal focusing in changing random enviroments, Arnold Kim, Miguel Moscoso and George Papanicolaou in pdf (651K). Preprint.

Time reversal imaging for sensor networks with optimal compensation in time, Gregoire Derveaux, George Papanicolaou and Chrysoula Tsogka in pdf (1002K). J. Acoust. Soc. Am. vol 121 (2007), pp. 2071-2085.

Asymptotics for the space-time Wigner transform with applications to imaging, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka (2001K). In Stochastic Differential Equations: Theory and Applications. Volume in Honor of Professor Boris L. Rozovskii, P.H. Baxendale and S.V. Lototsky, Editors, Interdisciplinary Mathematical Sciences, vol 2, World Scientific, 2007, pp. 91-112.

Self-averaging from lateral diversity in the Ito-Schroedinger equation, George Papanicolaou, Leonid Ryzhik and Knut Solna, (260K). SIAM Journal on Multiscale Modeling and Simulation, vol 6, (2007), pp. 468-492.

Statistical stability in time reversal, George Papanicolaou, Leonid Ryzhik and Knut Solna, (122K). SIAM J. on Appl. Math., 64 (2004), pp. 1133-1155. In pdf. (1083K).

Resolution estimation for imaging and time reversal in scattering media, Liliana Borcea, G. Papanicolaou and Chrysoula Tsogka (2583K). In "Mathematical and Numerical Aspects of Wave Propagation WAVES 2003", G. Cohen, E. Heikkola, P. Joly and P. Neittaanmaeki Editors, Springer, 2003, pp. 631-636. In pdf. (575K).

A resolution study for imaging and time reversal in random media, Liliana Borcea, George Papanicolaou and Chrysoula Tsogka, (4298K). Contemporary Mathematics, Volume 333, G. Alessandrini and G. Uhlmann editors, AMS, 2003, pp. 63-77. In pdf. (619K).

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).

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 (1210K). Inverse Problems, 18 (2002), pp. 1639-1657. In pdf. (847K).

The parabolic wave approximation and time reversal, George Papanicolaou, Leonid Ryzhik and Knut Solna, (184K). Matematica Contemporanea, 23, (2002), pp. 139-160. In pdf. (176K).

Self-averaging in time reversal for the parabolic wave equation, Guillaume Bal, George Papanicolaou and Leonid Ryzhik, (125K). Stochastics and Dynamics, 2, (2002), pp. 507-531. In pdf. (960K).

INVERSE PROBLEMS AND IMAGING

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).

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).

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).

COMMUNICATIONS AND TIME REVERSAL

Spatial focusing and intersymbol interference in multiple input single output time reversal communication systems A. Kim, P. Kyritsi, P. Blomgren and G. Papanicolaou (758K). IEEE J. Ocean Engineering, 33, (2008), 341-355.

Experimental Investigation of Time Reversal Precoding for Space-Time Focusing in Wireless Communications. H. El-Sallabi, P. Kyritsi, A. Paulraj and G. Papanicolaou (115K). IEEE Transactions on Instrumentation and Measurement, Volume 59 (2010) pp. 1537-1543.

Time-Reversal: Spatio-temporal focusing and its dependence on channel correlation, P. Kyritsi and G. Papanicolaou (470K). Submitted to International Conference on Signal Processing and Communication Systems, 2007.

One-bit Time Reversal for WLAN Applications, P. Kyritsi and G. Papanicolaou (2345K). IEEE 16th International Symposium on Personal, Indoor and Mobile Radio Communications 2005 (PIMRC 2005) Vol. 1, pp. 532 - 536

Optimally Designed Time Reversal and Zero Forcing Schemes P. Kyritsi, G. Papanicolaou and C. Tsogka (339K). Proceedings WPMC 2005.

Predicted Time Reversal Performance in Wireless Communications Using Channel Measurements, S.M. Emami, J. Hansen, A.D. Kim, G. Papanicolaou, A.J. Paulraj, D. Cheung and C. Prettie (689K). Preprint 2004. In pdf. (839K).

Characterization of space-time focusing in time reversed random fields, C. Oestges, A.D. Kim, G. Papanicolaou, A.J. Paulraj(4897K). IEEE Trans. Antennas and Prop, vol. 53, (2005) 283-293.

MISO time reversal and delay spread compression for FWA channels at 5GHz, P. Kyritsi, G. Papanicolaou, P. Eggers and A. Opera (284K). Antennas and Wireless Propagation Letters, 3 (2004), 96-99.

Application of Time-Reversal with MMSE Equalizer to UWB Communications, T. Strohmer, M. Emami, J. Hansen, G. Papanicolaou and A. Paulraj (136K). Global Telecommunications Conference, 2004. GLOBECOM '04. IEEE ,Vol 5, 29 Nov.-3 Dec., 2004 Pages:3123 - 3127.

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.

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).

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).

Efficient numerical simulation for long range propagation, K. Huang, G. Papanicolaou, K. Solna, C. Tsogka and H. Zhao (795K). Journal of Computational Physics, Vol 215(2), (2006), pp. 448-464.

Pulse propagation and time reversal in random waveguides, J. Garnier and G. Papanicolaou (354K). SIAM Journal on Applied Mathematics, Vol 67(6), (2007), pp. 1718-1739.

Analysis of Pulse Propagation Through an One-Dimensional Random Medium Using Complex Martingales, J. Garnier and G. Papanicolaou (211K). Stochastics and Dynamics, Vol 8(1), (2008), pp. 127-138.

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).

Boundary layers for cellular flows at high Peclet numbers, Alexei Novikov, George Papanicolaou and Lenya Ryzhik (487K). Comm. Pure and Appl. Mathematics, Vol. LXIII, (2005), pp. 867-922. In pdf. (629K).

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). SIAM Journal on Applied Mathematics, vol 63, (2003), pp. 1328-1358. 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). Journal of Computational Finance, vol 6 No. 4, 2003, 1-23. 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). Mathematical Finance, 14 (2004), pp. 173-200. In pdf. (333K).

Singular Perturbations in Option Pricing. Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (115K). SIAM Journal on Applied Mathematics, 63, (2003), pp 1648-1681. In pdf. (779K).

Maturity cycles in implied volatility. Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (335K). Finance and Stochastics, 8, (2004), pp. 451-477. In pdf. (445K).

Multiscale Stochastic Volatility Asymptotics, Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna (267K). SIAM Journal on Multiscale Modeling and Simulation, 2, (2003), pp 22-42. In pdf. (238K).

Market Influence of Portfolio Optimizers. Suhas Nayak and George Papanicolaou (114K). Applied Mathematical Finance, 15, (2008), pp 21-40.

Stochastic Volatility Surface Estimation. Suhas Nayak and George Papanicolaou (391K). Submitted for publication.

Large deviations for a mean field model of systemic risk. Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. SIAM J. Finan. Math., 4(1), (2013), pp. 151–184.

Dirersification of fiancial networks may increase systemic risk. Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. Handbook on Systemic Risk, edited by J.-P. Fouque and J.A. Langsam, Cambridge University Press, 2013, pp. 432-443.

Consencus convergence with stochastic effects. Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. Vietnam J. Math. (2016) DOI 10.1007/s10013-016-0190-2.

Mean Field Model for Collective Motion Bistability. Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. Submitted for publication.

A risk analysis for a system stabilized by a central agent. Josselin Garnier, George Papanicolaou, Tzu-Wei Yang. To appear in "Risk and Decision Analysis".

Limit Order Trading With A Mean Reverting Reference Price. Saran Ahuja, George Papanicolaou, Weiluo Ren, and Tzu-Wei Yang. Submitted for publication.

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 `Theory and Applications of Long-range Dependence', edited by P. Doukhan, G. Oppenheim, and M. S. Taqqu, Birkhauser 2003, pp. 473-505. In pdf. (2144K).

OTHER AREAS

MULTISCALE COMPUTING AND HOMOGENIZATION

A Framework for Adaptive Multiscale Methods for Elliptic Problems. J. Nolen, G. Papanicolaou and O. Pironneau (821K). SIAM Journal on Multiscale Modeling and Simulation, 7, (2008), pp. 171-196.

UNCERTAINTY IN PARAMETER ESTIMATION IN PDE

Fine scale uncertainty in parameter estimation for elliptic equations. J. Nolen and G. Papanicolaou (577K). Inverse Problems, 25, (2009), 115021 (22pp).

Anomalous shock displacement probabilities for a perturbed scalar conservation law. J. Garnier, G. Papanicolaou and T.W. Yang. SIAM Journal on Multiscale Modeling and Simulation, vol 11, (2013), pp. 1000-1032.

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).