Knut Sølna

34 papers Journal 34
YearRankTypeTitle / Venue / Authors
2024 J jnl
Three-Dimensional Random Wave Coupling Along a Boundary and an Associated Inverse Problem.
Multiscale Model. Simul.
Maarten V. de Hoop, Josselin Garnier, Knut Sølna
2023 J jnl
Paraxial Wave Propagation in Random Media with Long-Range Correlations.
SIAM J. Appl. Math.
Liliana Borcea, Josselin Garnier, Knut Sølna
2023 J jnl
Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2020 J jnl
Implied Volatility Structure in Turbulent and Long-Memory Markets.
Frontiers Appl. Math. Stat.
Josselin Garnier, Knut Sølna
2020 J jnl
Optimal Hedging Under Fast-Varying Stochastic Volatility.
SIAM J. Financial Math.
Josselin Garnier, Knut Sølna
2019 J jnl
Sound Propagation in a Weakly Turbulent Flow in a Waveguide.
SIAM J. Appl. Math.
Liliana Borcea, Josselin Garnier, Knut Sølna
2018 J jnl
Noninvasive Imaging Through Random Media.
SIAM J. Appl. Math.
Josselin Garnier, Knut Sølna
2017 J jnl
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility.
SIAM J. Financial Math.
Josselin Garnier, Knut Sølna
2017 J jnl
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime.
SIAM J. Appl. Math.
Josselin Garnier, Knut Sølna
2017 J jnl
Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects.
SIAM J. Imaging Sci.
Liliana Borcea, Josselin Garnier, George Papanicolaou, Knut Sølna, Chrysoula Tsogka
2016 J jnl
Pulse Propagation in Time Dependent Randomly Layered Media.
Multiscale Model. Simul.
Liliana Borcea, Knut Sølna
2015 J jnl
White-Noise Paraxial Approximation for a General Random Hyperbolic System.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2014 J jnl
Wave Backscattering by Point Scatterers in the Random Paraxial Regime.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2013 J jnl
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements.
SIAM J. Math. Anal.
Habib Ammari, Josselin Garnier, Knut Sølna
2013 J jnl
Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations.
SIAM J. Appl. Math.
Maarten V. de Hoop, Josselin Garnier, Sean F. Holman, Knut Sølna
2012 J jnl
Coupled Wideangle Wave Approximations.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2012 J jnl
Multistatic Imaging of Extended Targets.
SIAM J. Imaging Sci.
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Mikyoung Lim, Knut Sølna
2011 J jnl
Imaging Schemes for Perfectly Conducting Cracks.
SIAM J. Appl. Math.
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Won-Kwang Park, Knut Sølna
2011 J jnl
The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates.
Multiscale Model. Simul.
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Hyundae Lee, Knut Sølna
2010 J jnl
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media.
SIAM J. Imaging Sci.
Josselin Garnier, Knut Sølna
2010 J jnl
Generalized Foldy-Lax formulation.
J. Comput. Phys.
Kai Huang, Knut Sølna, Hongkai Zhao
2010 J jnl
Wave Transmission through Random Layering with Pressure Release Boundary Conditions.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2009 J jnl
A two-way paraxial system for simulation of wave backscattering by a random medium.
J. Comput. Phys.
Josselin Garnier, Knut Sølna
2009 J jnl
Multiname and Multiscale Default Modeling.
Multiscale Model. Simul.
Jean-Pierre Fouque, Ronnie Sircar, Knut Sølna
2009 J jnl
Paraxial Coupling of Electromagnetic Waves in Random Media.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2008 J jnl
Effective Transport Equations and Enhanced Backscattering in Random Waveguides.
SIAM J. Appl. Math.
Josselin Garnier, Knut Sølna
2008 J jnl
Pulse Propagation in Random Media with Long-Range Correlation.
Multiscale Model. Simul.
Josselin Garnier, Knut Sølna
2007 J jnl
Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation.
Multiscale Model. Simul.
George Papanicolaou, Lenya Ryzhik, Knut Sølna
2006 J jnl
Efficient numerical simulation for long range wave propagation.
J. Comput. Phys.
Kai Huang, George Papanicolaou, Knut Sølna, Chrysoula Tsogka, Hongkai Zhao
2005 J jnl
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence.
Multiscale Model. Simul.
Albert Fannjiang, Knut Sølna
2004 J jnl
Maturity cycles in implied volatility.
Finance Stochastics
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
2003 J jnl
Multiscale Stochastic Volatility Asymptotics.
Multiscale Model. Simul.
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
2003 J jnl
Time-Reversal Aperture Enhancement.
Multiscale Model. Simul.
Jean-Pierre Fouque, Knut Sølna
2000 J jnl
Computing the SVD of a General Matrix Product/Quotient.
SIAM J. Matrix Anal. Appl.
Gene H. Golub, Knut Sølna, Paul Van Dooren