Knut Sølna

Orcid: 0000-0002-8508-8288

According to our database1, Knut Sølna authored at least 46 papers between 2000 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

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


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