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Publications in Applied Mathematics

A Multi-Level Trend-Renewal Process for Modeling Systems With Recurrence Data

Technometrics
ModelingApplied MathematicsStatisticsProbabilitySimulation
2017English

Magic Points in Finance: Empirical Integration for Parametric Option Pricing

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2017English

Stepsize Restrictions for Boundedness and Monotonicity of Multistep Methods

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2011English

Probabilistic Upper Bounds for the Matrix Two-Norm

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2013English

Fault-Tolerant Flight Control Using One Aerodynamic Control Surface

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

A Fourth Order Hermitian Box-Scheme With Fast Solver for the Poisson Problem in a Square

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2011English

Planar Hamiltonian Systems at Resonance: The Ahmad–Lazer–Paul Condition

Nonlinear Differential Equations and Applications
Applied MathematicsAnalysis
2012English

Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2020English

Dynamically Scaled Immersion and Invariance Adaptive Control for Euler–Lagrange Mechanical Systems

Journal of Guidance, Control, and Dynamics
ControlSystems EngineeringElectronic EngineeringApplied MathematicsSpaceElectricalPlanetary ScienceAerospace Engineering
2017English

Fractional Logarithmic Inequalities and Blow-Up Results With Logarithmic Nonlinearity on Homogeneous Groups

Nonlinear Differential Equations and Applications
Applied MathematicsAnalysis
2019English

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