2025
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems.
CoRR, May, 2025
2024
Three-Dimensional Random Wave Coupling Along a Boundary and an Associated Inverse Problem.
Multiscale Model. Simul., March, 2024
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems.
CoRR, 2024
2023
Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments.
Multiscale Model. Simul., March, 2023
Paraxial Wave Propagation in Random Media with Long-Range Correlations.
SIAM J. Appl. Math., February, 2023
Conditional score-based diffusion models for Bayesian inference in infinite dimensions.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023
2020
Optimal Hedging Under Fast-Varying Stochastic Volatility.
SIAM J. Financial Math., 2020
Implied Volatility Structure in Turbulent and Long-Memory Markets.
Frontiers Appl. Math. Stat., 2020
2019
Sound Propagation in a Weakly Turbulent Flow in a Waveguide.
SIAM J. Appl. Math., 2019
Wave Propagation and Imaging in Moving Random Media.
Multiscale Model. Simul., 2019
2018
Noninvasive Imaging Through Random Media.
SIAM J. Appl. Math., 2018
Three l<sub>1</sub> Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios.
J. Sci. Comput., 2018
2017
Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects.
SIAM J. Imaging Sci., 2017
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility.
SIAM J. Financial Math., 2017
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime.
SIAM J. Appl. Math., 2017
2016
Pulse Propagation in Time Dependent Randomly Layered Media.
Multiscale Model. Simul., 2016
2015
White-Noise Paraxial Approximation for a General Random Hyperbolic System.
Multiscale Model. Simul., 2015
2014
Wave Backscattering by Point Scatterers in the Random Paraxial Regime.
Multiscale Model. Simul., 2014
2013
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements.
SIAM J. Math. Anal., 2013
Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations.
SIAM J. Appl. Math., 2013
2012
Multistatic Imaging of Extended Targets.
SIAM J. Imaging Sci., 2012
Coupled Wideangle Wave Approximations.
Multiscale Model. Simul., 2012
2011
Imaging Schemes for Perfectly Conducting Cracks.
SIAM J. Appl. Math., 2011
The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates.
Multiscale Model. Simul., 2011
2010
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media.
SIAM J. Imaging Sci., 2010
Wave Transmission through Random Layering with Pressure Release Boundary Conditions.
Multiscale Model. Simul., 2010
Generalized Foldy-Lax formulation.
J. Comput. Phys., 2010
2009
Expectation-Maximization Algorithm with Local Adaptivity.
SIAM J. Imaging Sci., 2009
Synthetic Aperture Imaging of Multiple Point Targets in Rician Fading Media.
SIAM J. Imaging Sci., 2009
Acoustic Waves in Long Range Random Media.
SIAM J. Appl. Math., 2009
Estimating a Green's Function from "Field-Field" Correlations in a Random Medium.
SIAM J. Appl. Math., 2009
Paraxial Coupling of Electromagnetic Waves in Random Media.
Multiscale Model. Simul., 2009
Multiname and Multiscale Default Modeling.
Multiscale Model. Simul., 2009
A two-way paraxial system for simulation of wave backscattering by a random medium.
J. Comput. Phys., 2009
2008
Effective Transport Equations and Enhanced Backscattering in Random Waveguides.
SIAM J. Appl. Math., 2008
Pulse Propagation in Random Media with Long-Range Correlation.
Multiscale Model. Simul., 2008
2007
Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation.
Multiscale Model. Simul., 2007
2006
Efficient numerical simulation for long range wave propagation.
J. Comput. Phys., 2006
2005
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence.
Multiscale Model. Simul., 2005
2004
Statistical Stability in Time Reversal.
SIAM J. Appl. Math., 2004
Maturity cycles in implied volatility.
Finance Stochastics, 2004
2003
Acoustic Pulse Spreading in a Random Fractal.
SIAM J. Appl. Math., 2003
Singular Perturbations in Option Pricing.
SIAM J. Appl. Math., 2003
Time-Reversal Aperture Enhancement.
Multiscale Model. Simul., 2003
Multiscale Stochastic Volatility Asymptotics.
Multiscale Model. Simul., 2003
2002
Can Mixing Materials Make Electromagnetic Signals Travel Faster?
SIAM J. Appl. Math., 2002
2000
Computing the SVD of a General Matrix Product/Quotient.
SIAM J. Matrix Anal. Appl., 2000