Phone: (650)723-2081
A CV in PDF is
here.

A list of publications in PDF is
here.

A list of selected recent publications in PDF is
here.

The Mathematics Department web page is
here.

The Institute for Computational Mathematics and Engineering (ICME)
web page is
here.

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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, in imaging in particular.
I am now working on assessing multiple scattering effects
in imaging and communication systems, including time reversal
arrays, and the use of optimization methods in imaging.
Another on-going interest is financial mathematics, the use
of asymptotics for stochastic equations in analyzing complex
models of financial markets and in data analysis. I am also
interested in the modeling and analysis of systemic effects
in multi-agent systems and interacting markets, as well as
the properties of highly diversified portfolios.

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### by Josselin Garnier and George Papanicolaou,

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- A book on waves in random media

### by J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Solna, Springer, 2007.

### The Table of Contents is
here.
The book is also available from
here .

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## - A book on Stochastic Volatility

### by Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna

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## - Reprint of a book on Homogenization

### by Alain Bensoussan, Jack-Louis Lions and George Papanicolaou

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is a reprint of the 1978 edition published by the American Mathematical Society in 2011.

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The book is also available from here .