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Journal Articles
- 2024
[j44]Maarten V. de Hoop, Josselin Garnier, Knut Sølna
:
Three-Dimensional Random Wave Coupling Along a Boundary and an Associated Inverse Problem. Multiscale Model. Simul. 22(1): 39-65 (2024)- 2023
- [j43]Josselin Garnier, Knut Sølna:
Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments. Multiscale Model. Simul. 21(1): 80-118 (2023) - [j42]Liliana Borcea, Josselin Garnier, Knut Sølna:
Paraxial Wave Propagation in Random Media with Long-Range Correlations. SIAM J. Appl. Math. 83(1): 25-51 (2023) - 2020
- [j41]Josselin Garnier, Knut Sølna:
Implied Volatility Structure in Turbulent and Long-Memory Markets. Frontiers Appl. Math. Stat. 6: 10 (2020) - [j40]Josselin Garnier, Knut Sølna:
Optimal Hedging Under Fast-Varying Stochastic Volatility. SIAM J. Financial Math. 11(1): 274-325 (2020) - 2019
- [j39]Liliana Borcea, Josselin Garnier, Knut Solna:
Wave Propagation and Imaging in Moving Random Media. Multiscale Model. Simul. 17(1): 31-67 (2019) - [j38]Liliana Borcea, Josselin Garnier, Knut Sølna:
Sound Propagation in a Weakly Turbulent Flow in a Waveguide. SIAM J. Appl. Math. 79(6): 2663-2687 (2019) - 2018
- [j37]Xiaolong Long, Knut Solna, Jack Xin:
Three l1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios. J. Sci. Comput. 75(2): 1156-1186 (2018) - [j36]Josselin Garnier, Knut Sølna:
Noninvasive Imaging Through Random Media. SIAM J. Appl. Math. 78(6): 3296-3315 (2018) - 2017
- [j35]Josselin Garnier, Knut Sølna:
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime. SIAM J. Appl. Math. 77(2): 500-519 (2017) - [j34]Josselin Garnier, Knut Sølna:
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility. SIAM J. Financial Math. 8(1): 560-588 (2017) - [j33]Liliana Borcea, Josselin Garnier, George Papanicolaou, Knut Sølna, Chrysoula Tsogka:
Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects. SIAM J. Imaging Sci. 10(2): 665-710 (2017) - 2016
- [j32]Liliana Borcea, Knut Sølna:
Pulse Propagation in Time Dependent Randomly Layered Media. Multiscale Model. Simul. 14(1): 265-300 (2016) - 2015
- [j31]Josselin Garnier, Knut Sølna:
White-Noise Paraxial Approximation for a General Random Hyperbolic System. Multiscale Model. Simul. 13(3): 1022-1060 (2015) - 2014
- [j30]Josselin Garnier, Knut Sølna:
Wave Backscattering by Point Scatterers in the Random Paraxial Regime. Multiscale Model. Simul. 12(3): 1309-1334 (2014) - 2013
- [j29]Maarten V. de Hoop, Josselin Garnier, Sean F. Holman, Knut Sølna:
Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations. SIAM J. Appl. Math. 73(1): 493-522 (2013) - [j28]Habib Ammari, Josselin Garnier, Knut Sølna:
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements. SIAM J. Math. Anal. 45(3): 1704-1722 (2013) - 2012
- [j27]Josselin Garnier, Knut Sølna:
Coupled Wideangle Wave Approximations. Multiscale Model. Simul. 10(1): 217-244 (2012) - [j26]Habib Ammari, Josselin Garnier, Hyeonbae Kang, Mikyoung Lim, Knut Sølna:
Multistatic Imaging of Extended Targets. SIAM J. Imaging Sci. 5(2): 564-600 (2012) - 2011
- [j25]Habib Ammari, Josselin Garnier, Hyeonbae Kang, Hyundae Lee, Knut Sølna:
The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates. Multiscale Model. Simul. 9(2): 817-833 (2011) - [j24]Habib Ammari, Josselin Garnier, Hyeonbae Kang, Won-Kwang Park, Knut Sølna:
Imaging Schemes for Perfectly Conducting Cracks. SIAM J. Appl. Math. 71(1): 68-91 (2011) - 2010
- [j23]Kai Huang, Knut Sølna, Hongkai Zhao:
Generalized Foldy-Lax formulation. J. Comput. Phys. 229(12): 4544-4553 (2010) - [j22]Josselin Garnier, Knut Sølna:
Wave Transmission through Random Layering with Pressure Release Boundary Conditions. Multiscale Model. Simul. 8(3): 912-943 (2010) - [j21]Josselin Garnier, Knut Sølna:
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media. SIAM J. Imaging Sci. 3(4): 809-834 (2010) - 2009
- [j20]Josselin Garnier, Knut Sølna:
A two-way paraxial system for simulation of wave backscattering by a random medium. J. Comput. Phys. 228(9): 3307-3325 (2009) - [j19]Josselin Garnier, Knut Sølna:
Paraxial Coupling of Electromagnetic Waves in Random Media. Multiscale Model. Simul. 7(4): 1928-1955 (2009) - [j18]Jean-Pierre Fouque, Ronnie Sircar, Knut Sølna:
Multiname and Multiscale Default Modeling. Multiscale Model. Simul. 7(4): 1956-1978 (2009) - [j17]Maarten V. de Hoop, Knut Solna:
Estimating a Green's Function from "Field-Field" Correlations in a Random Medium. SIAM J. Appl. Math. 69(4): 909-932 (2009) - [j16]Renaud Marty, Knut Solna:
Acoustic Waves in Long Range Random Media. SIAM J. Appl. Math. 69(4): 1065-1083 (2009) - [j15]Albert Fannjiang, Knut Solna, Pengchong Yan:
Synthetic Aperture Imaging of Multiple Point Targets in Rician Fading Media. SIAM J. Imaging Sci. 2(2): 344-366 (2009) - [j14]Shingyu Leung, Gang Liang, Knut Solna, Hongkai Zhao:
Expectation-Maximization Algorithm with Local Adaptivity. SIAM J. Imaging Sci. 2(3): 834-857 (2009) - 2008
- [j13]Josselin Garnier, Knut Sølna:
Pulse Propagation in Random Media with Long-Range Correlation. Multiscale Model. Simul. 7(3): 1302-1324 (2008) - [j12]Josselin Garnier, Knut Sølna:
Effective Transport Equations and Enhanced Backscattering in Random Waveguides. SIAM J. Appl. Math. 68(6): 1574-1599 (2008) - 2007
- [j11]George Papanicolaou, Lenya Ryzhik, Knut Sølna:
Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation. Multiscale Model. Simul. 6(2): 468-492 (2007) - 2006
- [j10]Kai Huang, George Papanicolaou, Knut Sølna, Chrysoula Tsogka, Hongkai Zhao:
Efficient numerical simulation for long range wave propagation. J. Comput. Phys. 215(2): 448-464 (2006) - 2005
- [j9]Albert Fannjiang, Knut Sølna:
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence. Multiscale Model. Simul. 3(3): 522-558 (2005) - 2004
- [j8]Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Maturity cycles in implied volatility. Finance Stochastics 8(4): 451-477 (2004) - [j7]George Papanicolaou, Knut Solna, Leonid Ryzhik:
Statistical Stability in Time Reversal. SIAM J. Appl. Math. 64(4): 1133-1155 (2004) - 2003
- [j6]Jean-Pierre Fouque, Knut Sølna:
Time-Reversal Aperture Enhancement. Multiscale Model. Simul. 1(2): 239-259 (2003) - [j5]Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Multiscale Stochastic Volatility Asymptotics. Multiscale Model. Simul. 2(1): 22-42 (2003) - [j4]George Papanicolaou, Jean-Pierre Fouque, Knut Solna, Ronnie Sircar:
Singular Perturbations in Option Pricing. SIAM J. Appl. Math. 63(5): 1648-1665 (2003) - [j3]Knut Solna:
Acoustic Pulse Spreading in a Random Fractal. SIAM J. Appl. Math. 63(5): 1764-1788 (2003) - 2002
- [j2]Graeme W. Milton, Knut Solna:
Can Mixing Materials Make Electromagnetic Signals Travel Faster? SIAM J. Appl. Math. 62(6): 2064-2091 (2002) - 2000
- [j1]Gene H. Golub, Knut Sølna, Paul Van Dooren:
Computing the SVD of a General Matrix Product/Quotient. SIAM J. Matrix Anal. Appl. 22(1): 1-19 (2000)
Conference and Workshop Papers
- 2023
- [c1]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Conditional score-based diffusion models for Bayesian inference in infinite dimensions. NeurIPS 2023
Informal and Other Publications
- 2024
- [i2]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems. CoRR abs/2405.15676 (2024) - 2023
- [i1]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Conditional score-based diffusion models for Bayesian inference in infinite dimensions. CoRR abs/2305.19147 (2023)
Coauthor Index
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