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Publications in Applied Mathematics

Option Pricing for Stochastic Volatility Models: Vol-Of-Vol Expansion

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2014English

Multifactor Approximation of Rough Volatility Models

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2019English

An Example of High Order Residual Distribution Scheme Using Non-Lagrange Elements

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2010English

The Stokes Complex for Virtual Elements With Application to Navier–Stokes Flows

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2019English

Statistical Methods for Degradation Data With Dynamic Covariates Information and an Application to Outdoor Weathering Data

Technometrics
ModelingApplied MathematicsStatisticsProbabilitySimulation
2015English

Experimental Validation of Pseudospectral-Based Optimal Trajectory Planning for Free-Floating Robots

Journal of Guidance, Control, and Dynamics
ControlSystems EngineeringElectronic EngineeringApplied MathematicsSpaceElectricalPlanetary ScienceAerospace Engineering
2019English

Asymptotic-Preserving Exponential Methods for the Quantum Boltzmann Equation With High-Order Accuracy

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2014English

Eigenfunctions for Singular Fully Nonlinear Equations in Unbounded Domains

Nonlinear Differential Equations and Applications
Applied MathematicsAnalysis
2010English

Safe Positively Invariant Sets for Spacecraft Obstacle Avoidance

Journal of Guidance, Control, and Dynamics
ControlSystems EngineeringElectronic EngineeringApplied MathematicsSpaceElectricalPlanetary ScienceAerospace Engineering
2015English

Self-Similar Solutions for a Class of Non-Divergence Form Equations

Nonlinear Differential Equations and Applications
Applied MathematicsAnalysis
2012English

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