| Publication | Date of Publication | Type |
|---|
Iterative construction of Gaussian process surrogate models for Bayesian inference
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
Communications on Pure and Applied Mathematics | 2018-12-14 | Paper |
A Bayesian approach to calibrating hydrogen flame kinetics using many experiments and parameters
| 2018-03-09 | Paper |
Monte Carlo on manifolds: sampling densities and integrating functions
| 2017-02-26 | Paper |
Small-noise analysis and symmetrization of implicit Monte Carlo samplers
Communications on Pure and Applied Mathematics | 2016-11-02 | Paper |
Boundary evolution equations for American options
Mathematical Finance | 2014-08-11 | Paper |
An option to reduce transaction costs
SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
Balancing small transaction costs with loss of optimal allocation in dynamic stock trading strategies
SIAM Journal on Applied Mathematics | 2011-01-17 | Paper |
Ensemble samplers with affine invariance
Communications in Applied Mathematics and Computational Science | 2010-05-19 | Paper |
Modeling pinchoff and reconnection in a Hele-Shaw cell. I. The models and their calibration
Physics of Fluids | 2010-04-22 | Paper |
Modeling pinchoff and reconnection in a Hele-Shaw cell. II. Analysis and simulation in the nonlinear regime
Physics of Fluids | 2010-04-22 | Paper |
Ensemble samplers with affine invariance
Communications in Applied Mathematics and Computational Science | 2010-01-31 | Paper |
Coupling control variates for Markov chain Monte Carlo
Journal of Computational Physics | 2009-10-15 | Paper |
A Leray-type regularization for the isentropic Euler equations
Nonlinearity | 2007-10-22 | Paper |
Anisotropic mesh refinement for finite element methods based on error reduction
Journal of Computational and Applied Mathematics | 2006-06-16 | Paper |
An efficient interpolation algorithm on anisotropic grids for functions with jump discontinuities in 2-D
Applied Numerical Mathematics | 2005-09-29 | Paper |
On the Early Exercise Boundary of the American Put Option
SIAM Journal on Applied Mathematics | 2002-09-29 | Paper |
Long-time behavior of scalar viscous shock fronts in two dimensions
Journal of Dynamics and Differential Equations | 2000-04-13 | Paper |
Remarks on a Nonlinear Parabolic Equation
Transactions of the American Mathematical Society | 1999-11-17 | Paper |
Breakdown in Burgers-type equations with saturating dissipation fluxes
Nonlinearity | 1999-09-22 | Paper |
Random-walk interpretations of classical iteration methods
Linear Algebra and its Applications | 1995-06-12 | Paper |
A Remark on the Stability of Viscous Shock Waves
SIAM Journal on Mathematical Analysis | 1994-12-20 | Paper |
Stability of the kuramoto‐sivashinsky and related systems
Communications on Pure and Applied Mathematics | 1994-07-12 | Paper |
On the stability of the unsmoothed Fourier method for hyperbolic equations
Numerische Mathematik | 1994-07-07 | Paper |
Sharp approximate models of deflection routing in mesh networks
IEEE Transactions on Communications | 1993-08-16 | Paper |
Viscous limits for piecewise smooth solutions to systems of conservation laws
Archive for Rational Mechanics and Analysis | 1993-04-01 | Paper |
scientific article; zbMATH DE number 67207 (Why is no real title available?)
| 1992-09-27 | Paper |
New stability estimates for the 2‐D vortex method
Communications on Pure and Applied Mathematics | 1992-09-27 | Paper |
Convergence of the point vortex method for the 2-D euler equations
Communications on Pure and Applied Mathematics | 1990-01-01 | Paper |
Linear dispersive equations of Airy type
Journal of Differential Equations | 1990-01-01 | Paper |
Stability of Viscous Scalar Shock Fronts in Several Dimensions
| 1989-01-01 | Paper |
On dispersive difference schemes. I
Communications on Pure and Applied Mathematics | 1988-01-01 | Paper |
A Geometric Approach to High Resolution TVD Schemes
SIAM Journal on Numerical Analysis | 1988-01-01 | Paper |
Convergence of the random vortex method
Communications on Pure and Applied Mathematics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4051169 (Why is no real title available?)
| 1987-01-01 | Paper |
Numerical study of a relaxed variational problem from optimal design
Computer Methods in Applied Mechanics and Engineering | 1986-01-01 | Paper |
Nonlinear asymptotic stability of viscous shock profiles for conservation laws
Archive for Rational Mechanics and Analysis | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3926412 (Why is no real title available?)
| 1986-01-01 | Paper |
The validity of the modified equation for nonlinear shock waves
Journal of Computational Physics | 1985-01-01 | Paper |
On the Accuracy of Stable Schemes for 2D Scalar Conservation Laws
Mathematics of Computation | 1985-01-01 | Paper |
Newton's method for constrained optimization
Mathematical Programming | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3958944 (Why is no real title available?)
| 1985-01-01 | Paper |
Multiple Steady States for 1-D Transonic Flow
SIAM Journal on Scientific and Statistical Computing | 1984-01-01 | Paper |
The non-ergodic Jackson network
Journal of Applied Probability | 1984-01-01 | Paper |
