## Spiliopoulos, Konstantinos V.

Compute Distance To:
 Author ID: spiliopoulos.konstantinos-v Published as: Spiliopoulos, Konstantinos; Spiliopoulos, K. V.; Spiliopoulos, K.; Spiliopoulos, Konstantinos V. more...less
 Documents Indexed: 76 Publications since 1987 Co-Authors: 40 Co-Authors with 61 Joint Publications 736 Co-Co-Authors
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### Co-Authors

 15 single-authored 10 Sirignano, Justin A. 5 Sofianopoulou, Stella 4 Gailus, Siragan 4 Salins, Michael 4 Sowers, Richard B. 3 Dupuis, Paul G. 3 Giesecke, Kay 3 Rey-Bellet, Luc 2 Beck, Margaret 2 Bourguin, Solesne 2 Chronopoulou, Alexandra 2 Cooper, Eric W. 2 Hu, Wenqing 2 Isaacson, Samuel A. 2 Kotsovos, M. D. 2 Ma, Jingwei 2 Morse, Matthew R. 2 Papanicolaou, Andrew 2 Robertson, Scott 1 Almada, Sergio Angel 1 Anthropelos, Michail 1 Chan, A. S. L. 1 Dais, Nikos G. 1 Fang, Fei 1 Fang, Yu Hou 1 Freidlin, Mark I. 1 Jacquier, Antoine 1 Kapogiannis, I. A. 1 Kuo, Mo Hsiao 1 Lord, Gabriel James 1 Lu, Jianfeng 1 Ottobre, Michela 1 Panagiotou, Konstantinos D. 1 Pillai, Natesh S. 1 Souliotis, P. G. 1 Sun, Yiwei 1 Wang, Hui 1 Yang, Jia 1 Yu, Jiahui 1 Zhou, Xiang
all top 5

### Serials

 7 Multiscale Modeling & Simulation 5 Stochastic Processes and their Applications 4 Stochastics and Dynamics 3 Computer Methods in Applied Mechanics and Engineering 3 Computers and Structures 3 Asymptotic Analysis 3 The Annals of Applied Probability 3 Electronic Journal of Probability 3 Mathematical Finance 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Nonlinearity 2 Applied Mathematics and Optimization 2 International Journal of Production Research 2 Computational Mechanics 2 European Journal of Operational Research 2 SIAM Journal on Applied Mathematics 2 SIAM Journal on Financial Mathematics 2 Stochastic Systems 2 SIAM/ASA Journal on Uncertainty Quantification 1 Journal of Applied Mechanics 1 Journal of Computational Physics 1 Journal of Statistical Physics 1 The Annals of Probability 1 Journal of Applied Probability 1 Mathematics of Operations Research 1 Journal of Theoretical Probability 1 SIAM Journal on Mathematical Analysis 1 Archive of Applied Mechanics 1 Journal of Nonlinear Science 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 European Journal of Mechanics. A. Solids 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Statistics & Risk Modeling 1 Foundations of Data Science
all top 5

### Fields

 46 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 14 Numerical analysis (65-XX) 12 Mechanics of deformable solids (74-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Partial differential equations (35-XX) 7 Statistical mechanics, structure of matter (82-XX) 7 Operations research, mathematical programming (90-XX) 5 Computer science (68-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 Ordinary differential equations (34-XX) 3 Fluid mechanics (76-XX) 3 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

56 Publications have been cited 599 times in 426 Documents Cited by Year
DGM: a deep learning algorithm for solving partial differential equations. Zbl 1416.65394
Sirignano, Justin; Spiliopoulos, Konstantinos
2018
Default clustering in large portfolios: typical events. Zbl 1262.91141
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.
2013
Irreversible Langevin samplers and variance reduction: a large deviations approach. Zbl 1338.60086
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2015
Large portfolio asymptotics for loss from default. Zbl 1314.91228
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.; Sirignano, Justin A.
2015
Importance sampling for multiscale diffusions. Zbl 1250.60031
Dupuis, Paul; Spiliopoulos, Konstantinos; Wang, Hui
2012
Large deviations for multiscale diffusion via weak convergence methods. Zbl 1247.60034
Dupuis, Paul; Spiliopoulos, Konstantinos
2012
Large deviations and importance sampling for systems of slow-fast motion. Zbl 1259.93136
Spiliopoulos, Konstantinos
2013
Fluctuation analysis for the loss from default. Zbl 1333.60035
Spiliopoulos, Konstantinos; Sirignano, Justin A.; Giesecke, Kay
2014
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Escaping from an attractor: Importance sampling and rest points. I. Zbl 1334.65007
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang
2015
Improving the convergence of reversible samplers. Zbl 1348.82046
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2016
Stochastic gradient descent in continuous time. Zbl 1407.91258
Sirignano, Justin; Spiliopoulos, Konstantinos
2017
Mean field analysis of neural networks: a law of large numbers. Zbl 1440.60008
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Variance reduction for irreversible Langevin samplers and diffusion on graphs. Zbl 1347.60015
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2015
Default clustering in large pools: large deviations. Zbl 1397.60063
Spiliopoulos, Konstantinos; Sowers, Richard B.
2015
A direct method to predict cyclic steady states of elastoplastic structures. Zbl 1253.74020
Spiliopoulos, Konstantinos V.; Panagiotou, Konstantinos D.
2012
Maximum likelihood estimation for small noise multiscale diffusions. Zbl 1292.62125
Spiliopoulos, Konstantinos; Chronopoulou, Alexandra
2013
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes. Zbl 1291.60050
Spiliopoulos, Konstantinos
2014
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics. Zbl 1368.60027
Hu, Wenqing; Spiliopoulos, Konstantinos
2017
Moderate deviations for systems of slow-fast diffusions. Zbl 1390.60111
Morse, Matthew R.; Spiliopoulos, Konstantinos
2017
Recovery rates in investment-grade pools of credit assets: a large deviations analysis. Zbl 1235.60021
Spiliopoulos, Konstantinos; Sowers, Richard B.
2011
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Markov processes with spatial delay: path space characterization, occupation time and properties. Zbl 1372.60118
Salins, Michael; Spiliopoulos, Konstantinos
2017
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. Zbl 1334.60166
Spiliopoulos, Konstantinos
2015
Statistical inference for perturbed multiscale dynamical systems. Zbl 1396.62189
Gailus, Siragan; Spiliopoulos, Konstantinos
2017
A note on the Smoluchowski-Kramers approximation for the langevin equation with reflection. Zbl 1144.60039
Spiliopoulos, Konstantinos
2007
Large displacement analysis of elasto-plastic frames. Zbl 0631.73062
Kuo, Mo Hsiao; Fang, Yu Hou; Spiliopoulos, K. V.
1988
Designing manufacturing cells: a staged approach and a tabu search algorithm. Zbl 1052.90546
Spiliopoulos, K.; Sofianopoulou, S.
2003
Quenched large deviations for multiscale diffusion processes in random environments. Zbl 1320.60081
Spiliopoulos, Konstantinos
2015
Discrete-time statistical inference for multiscale diffusions. Zbl 1420.60035
Gailus, Siragan; Spiliopoulos, Konstantinos
2018
How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models. Zbl 07450615
Isaacson, Samuel A.; Ma, Jingwei; Spiliopoulos, Konstantinos
2021
Wiener process with reflection in non-smooth narrow tubes. Zbl 1195.60111
Spiliopoulos, Konstantinos
2009
An optimal tree search method for the manufacturing systems cell formation problem. Zbl 0960.90506
Spiliopoulos, K.; Sofianopoulou, S.
1998
Filtering the maximum likelihood for multiscale problems. Zbl 1311.93079
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2014
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2017
Dimension reduction in statistical estimation of partially observed multiscale processes. Zbl 1384.93148
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2017
Reaction-diffusion equations with nonlinear boundary conditions in narrow domains. Zbl 1156.35054
Freidlin, Mark; Spiliopoulos, Konstantinos
2008
A simplified method to predict the steady cyclic stress state of creeping structures. Zbl 1110.74687
Spiliopoulos, K. V.
2002
The pricing of contingent claims and optimal positions in asymptotically complete markets. Zbl 1414.91360
Anthropelos, Michail; Robertson, Scott; Spiliopoulos, Konstantinos
2017
Rare event simulation for multiscale diffusions in random environments. Zbl 1344.60068
Spiliopoulos, Konstantinos
2015
Network effects in default clustering for large systems. Zbl 1437.91446
Spiliopoulos, Konstantinos; Yang, Jia
2019
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Systemic risk and default clustering for large financial systems. Zbl 1418.91489
Spiliopoulos, Konstantinos
2015
On the automation of the force method in the optimal plastic design of frames. Zbl 0896.73039
Spiliopoulos, Konstantinos V.
1997
Automatic collapse load analysis of regular plane frames using the force method. Zbl 0921.73131
Spiliopoulos, K. V.; Souliotis, P. G.
1997
A powerful force-based approach for the limit analysis of three-dimensional frames. Zbl 1293.74403
Spiliopoulos, Konstantinos V.; Dais, Nikos G.
2013
On the effect of heterogeneity on flocking behavior and systemic risk. Zbl 1372.60036
Fang, Fei; Sun, Yiwei; Spiliopoulos, Konstantinos
2017
A fully automatic force method for the optimal shakedown design of frames. Zbl 0947.74047
Spiliopoulos, K. V.
1999
Importance sampling for slow-fast diffusions based on moderate deviations. Zbl 1440.60024
Spiliopoulos, Konstantinos; Morse, Matthew R.
2020
Pathwise moderate deviations for option pricing. Zbl 07200941
Jacquier, Antoine; Spiliopoulos, Konstantinos
2020
Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers. Zbl 1409.65006
Lu, Jianfeng; Spiliopoulos, Konstantinos
2018
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion. Zbl 1484.60047
Bourguin, Solesne; Gailus, Siragan; Spiliopoulos, Konstantinos
2021
Indifference pricing for contingent claims: large deviations effects. Zbl 1403.91324
Robertson, Scott; Spiliopoulos, Konstantinos
2018
Selection of quasi-stationary states in the Navier-Stokes equation on the torus. Zbl 1406.35219
Beck, Margaret; Cooper, Eric; Spiliopoulos, Konstantinos
2019
Mean field limits of particle-based stochastic reaction-diffusion models. Zbl 1482.35115
Isaacson, Samuel A.; Ma, Jingwei; Spiliopoulos, Konstantinos
2022
Mean field analysis of deep neural networks. Zbl 07527983
Sirignano, Justin; Spiliopoulos, Konstantinos
2022
Mean field limits of particle-based stochastic reaction-diffusion models. Zbl 1482.35115
Isaacson, Samuel A.; Ma, Jingwei; Spiliopoulos, Konstantinos
2022
Mean field analysis of deep neural networks. Zbl 07527983
Sirignano, Justin; Spiliopoulos, Konstantinos
2022
How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models. Zbl 07450615
Isaacson, Samuel A.; Ma, Jingwei; Spiliopoulos, Konstantinos
2021
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion. Zbl 1484.60047
Bourguin, Solesne; Gailus, Siragan; Spiliopoulos, Konstantinos
2021
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Mean field analysis of neural networks: a law of large numbers. Zbl 1440.60008
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Stochastic gradient descent in continuous time: a central limit theorem. Zbl 1450.60020
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Importance sampling for slow-fast diffusions based on moderate deviations. Zbl 1440.60024
Spiliopoulos, Konstantinos; Morse, Matthew R.
2020
Pathwise moderate deviations for option pricing. Zbl 07200941
Jacquier, Antoine; Spiliopoulos, Konstantinos
2020
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2019
Network effects in default clustering for large systems. Zbl 1437.91446
Spiliopoulos, Konstantinos; Yang, Jia
2019
Selection of quasi-stationary states in the Navier-Stokes equation on the torus. Zbl 1406.35219
Beck, Margaret; Cooper, Eric; Spiliopoulos, Konstantinos
2019
DGM: a deep learning algorithm for solving partial differential equations. Zbl 1416.65394
Sirignano, Justin; Spiliopoulos, Konstantinos
2018
Discrete-time statistical inference for multiscale diffusions. Zbl 1420.60035
Gailus, Siragan; Spiliopoulos, Konstantinos
2018
Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers. Zbl 1409.65006
Lu, Jianfeng; Spiliopoulos, Konstantinos
2018
Indifference pricing for contingent claims: large deviations effects. Zbl 1403.91324
Robertson, Scott; Spiliopoulos, Konstantinos
2018
Stochastic gradient descent in continuous time. Zbl 1407.91258
Sirignano, Justin; Spiliopoulos, Konstantinos
2017
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics. Zbl 1368.60027
Hu, Wenqing; Spiliopoulos, Konstantinos
2017
Moderate deviations for systems of slow-fast diffusions. Zbl 1390.60111
Morse, Matthew R.; Spiliopoulos, Konstantinos
2017
Markov processes with spatial delay: path space characterization, occupation time and properties. Zbl 1372.60118
Salins, Michael; Spiliopoulos, Konstantinos
2017
Statistical inference for perturbed multiscale dynamical systems. Zbl 1396.62189
Gailus, Siragan; Spiliopoulos, Konstantinos
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2017
Dimension reduction in statistical estimation of partially observed multiscale processes. Zbl 1384.93148
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2017
The pricing of contingent claims and optimal positions in asymptotically complete markets. Zbl 1414.91360
Anthropelos, Michail; Robertson, Scott; Spiliopoulos, Konstantinos
2017
On the effect of heterogeneity on flocking behavior and systemic risk. Zbl 1372.60036
Fang, Fei; Sun, Yiwei; Spiliopoulos, Konstantinos
2017
Improving the convergence of reversible samplers. Zbl 1348.82046
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2016
Irreversible Langevin samplers and variance reduction: a large deviations approach. Zbl 1338.60086
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2015
Large portfolio asymptotics for loss from default. Zbl 1314.91228
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.; Sirignano, Justin A.
2015
Escaping from an attractor: Importance sampling and rest points. I. Zbl 1334.65007
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang
2015
Variance reduction for irreversible Langevin samplers and diffusion on graphs. Zbl 1347.60015
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
2015
Default clustering in large pools: large deviations. Zbl 1397.60063
Spiliopoulos, Konstantinos; Sowers, Richard B.
2015
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. Zbl 1334.60166
Spiliopoulos, Konstantinos
2015
Quenched large deviations for multiscale diffusion processes in random environments. Zbl 1320.60081
Spiliopoulos, Konstantinos
2015
Rare event simulation for multiscale diffusions in random environments. Zbl 1344.60068
Spiliopoulos, Konstantinos
2015
Systemic risk and default clustering for large financial systems. Zbl 1418.91489
Spiliopoulos, Konstantinos
2015
Fluctuation analysis for the loss from default. Zbl 1333.60035
Spiliopoulos, Konstantinos; Sirignano, Justin A.; Giesecke, Kay
2014
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes. Zbl 1291.60050
Spiliopoulos, Konstantinos
2014
Filtering the maximum likelihood for multiscale problems. Zbl 1311.93079
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2014
Default clustering in large portfolios: typical events. Zbl 1262.91141
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.
2013
Large deviations and importance sampling for systems of slow-fast motion. Zbl 1259.93136
Spiliopoulos, Konstantinos
2013
Maximum likelihood estimation for small noise multiscale diffusions. Zbl 1292.62125
Spiliopoulos, Konstantinos; Chronopoulou, Alexandra
2013
A powerful force-based approach for the limit analysis of three-dimensional frames. Zbl 1293.74403
Spiliopoulos, Konstantinos V.; Dais, Nikos G.
2013
Importance sampling for multiscale diffusions. Zbl 1250.60031
Dupuis, Paul; Spiliopoulos, Konstantinos; Wang, Hui
2012
Large deviations for multiscale diffusion via weak convergence methods. Zbl 1247.60034
Dupuis, Paul; Spiliopoulos, Konstantinos
2012
A direct method to predict cyclic steady states of elastoplastic structures. Zbl 1253.74020
Spiliopoulos, Konstantinos V.; Panagiotou, Konstantinos D.
2012
Recovery rates in investment-grade pools of credit assets: a large deviations analysis. Zbl 1235.60021
Spiliopoulos, Konstantinos; Sowers, Richard B.
2011
Wiener process with reflection in non-smooth narrow tubes. Zbl 1195.60111
Spiliopoulos, Konstantinos
2009
Reaction-diffusion equations with nonlinear boundary conditions in narrow domains. Zbl 1156.35054
Freidlin, Mark; Spiliopoulos, Konstantinos
2008
A note on the Smoluchowski-Kramers approximation for the langevin equation with reflection. Zbl 1144.60039
Spiliopoulos, Konstantinos
2007
Designing manufacturing cells: a staged approach and a tabu search algorithm. Zbl 1052.90546
Spiliopoulos, K.; Sofianopoulou, S.
2003
A simplified method to predict the steady cyclic stress state of creeping structures. Zbl 1110.74687
Spiliopoulos, K. V.
2002
A fully automatic force method for the optimal shakedown design of frames. Zbl 0947.74047
Spiliopoulos, K. V.
1999
An optimal tree search method for the manufacturing systems cell formation problem. Zbl 0960.90506
Spiliopoulos, K.; Sofianopoulou, S.
1998
On the automation of the force method in the optimal plastic design of frames. Zbl 0896.73039
Spiliopoulos, Konstantinos V.
1997
Automatic collapse load analysis of regular plane frames using the force method. Zbl 0921.73131
Spiliopoulos, K. V.; Souliotis, P. G.
1997
Large displacement analysis of elasto-plastic frames. Zbl 0631.73062
Kuo, Mo Hsiao; Fang, Yu Hou; Spiliopoulos, K. V.
1988
all top 5

### Cited by 813 Authors

 41 Spiliopoulos, Konstantinos V. 14 Jentzen, Arnulf 9 Karniadakis, George Em 9 Pavliotis, Grigorios A. 9 Sirignano, Justin A. 6 Dupuis, Paul G. 6 E, Weinan 6 Hutzenthaler, Martin 5 Budhiraja, Amarjit S. 5 Dong, Suchuan 5 Hambly, Ben M. 5 Hartmann, Carsten 5 Ottobre, Michela 5 Petersen, Philipp Christian 5 Song, Shiyu 5 Wang, Yongjin 4 Becker, Sebastian 4 Bierkens, Joris 4 Bo, Lijun 4 Duncan, Andrew B. 4 Gailus, Siragan 4 Giesecke, Kay 4 Grohs, Philipp 4 Kruse, Thomas 4 Schütte, Christof 4 Warin, Xavier 4 Xie, Longjie 4 Ying, Lexing 3 Beck, Christian 3 Cai, Zhiqiang 3 Capponi, Agostino 3 Cerrai, Sandra 3 Chen, Jingshuang 3 Cheridito, Patrick 3 Dai Pra, Paolo 3 Dobson, Paul W. 3 Hwang, Hyung Ju 3 Katsoulakis, Markos A. 3 Kutyniok, Gitta 3 Lelièvre, Tony 3 Liu, Min 3 Lu, Jianfeng 3 Papanicolaou, Andrew 3 Perdikaris, Paris G. 3 Pham, Huyên 3 Rabczuk, Timon 3 Raslan, Mones 3 Salins, Michael 3 Stuart, Andrew M. 3 Tartakovsky, Daniel M. 3 von Wurstemberger, Philippe 3 Yan, Zhenya 3 Zhang, Wei 3 Zhuang, Xiaoying 2 Abdulle, Assyr 2 Ainsworth, Mark 2 Alajlan, Naif 2 Arridge, Simon R. 2 Bao, Feng 2 Barré, Julien 2 Bhudisaksang, Theerawat 2 Birrell, Jeremiah 2 Bourguin, Solesne 2 Cai, Shengze 2 Campi, Luciano 2 Cartea, Álvaro 2 Chen, Haofeng 2 Cheng, Lin 2 Darbon, Jerome 2 Del Razo, Mauricio J. 2 Dong, Bin 2 Fan, Yuwei 2 Fedkiw, Ronald P. 2 Fischer, Markus 2 Germain, Maximilien 2 Gomes, Susana N. 2 Gu, Yiqi 2 Gühring, Ingo 2 Hall, Eric Joseph 2 Han, Jiequn 2 He, Cuiyu 2 Hong, Wei 2 Huang, Jianguo 2 Hwang, Chii-Ruey 2 Inglis, James D. 2 Isaacson, Samuel A. 2 Jacquier, Antoine 2 Jiao, Yuling 2 Kalise, Dante 2 Kolliopoulos, Nikolaos 2 Koutsourelakis, Phaedon-Stelios 2 Krumscheid, Sebastian 2 Kunisch, Karl 2 Lai, Yanming 2 Li, Dingwei 2 Li, Shihu 2 Li, Zongwei 2 Lin, Lin 2 Liu, Wei 2 Liu, Wing Kam ...and 713 more Authors
all top 5

### Cited in 141 Serials

 45 Journal of Computational Physics 25 Computer Methods in Applied Mechanics and Engineering 19 Stochastic Processes and their Applications 15 Communications in Computational Physics 12 SIAM Journal on Scientific Computing 10 Journal of Statistical Physics 10 Journal of Scientific Computing 10 SIAM Journal on Financial Mathematics 9 The Annals of Applied Probability 9 Multiscale Modeling & Simulation 7 Stochastics and Dynamics 6 European Journal of Mechanics. A. Solids 6 Quantitative Finance 6 Statistics and Computing 5 Applied Mathematics and Optimization 5 SIAM/ASA Journal on Uncertainty Quantification 4 The Annals of Statistics 4 Applied Mathematics and Computation 4 Journal of Applied Probability 4 Journal of Computational and Applied Mathematics 4 Mathematics of Operations Research 4 SIAM Journal on Control and Optimization 4 Physica D 4 Journal of Theoretical Probability 4 European Journal of Operational Research 4 SIAM Journal on Mathematical Analysis 4 Applied Mathematical Finance 4 Electronic Journal of Probability 4 Finance and Stochastics 4 Chaos 4 Methodology and Computing in Applied Probability 4 Research in the Mathematical Sciences 3 The Annals of Probability 3 SIAM Journal on Numerical Analysis 3 Stochastic Analysis and Applications 3 Probability Theory and Related Fields 3 Computational Mechanics 3 Journal of Nonlinear Science 3 Bernoulli 3 Analysis and Applications (Singapore) 3 Journal of Statistical Mechanics: Theory and Experiment 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 SN Partial Differential Equations and Applications 2 Advances in Applied Probability 2 Computers & Mathematics with Applications 2 Journal of the Mechanics and Physics of Solids 2 Nonlinearity 2 Physics Letters. A 2 International Journal for Numerical Methods in Engineering 2 Journal of Differential Equations 2 Journal of Optimization Theory and Applications 2 Mathematics and Computers in Simulation 2 Operations Research 2 Constructive Approximation 2 Statistical Science 2 European Journal of Applied Mathematics 2 SIAM Journal on Applied Mathematics 2 SIAM Review 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Finance 2 Communications in Nonlinear Science and Numerical Simulation 2 Foundations of Computational Mathematics 2 Journal of Machine Learning Research (JMLR) 2 SIAM Journal on Applied Dynamical Systems 2 Acta Numerica 2 International Journal of Numerical Analysis and Modeling 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Advances in Mathematical Physics 2 Science China. Mathematics 2 Annals of Finance 2 Journal of Computational Dynamics 2 Foundations of Data Science 2 SIAM Journal on Mathematics of Data Science 1 Applicable Analysis 1 Computers and Fluids 1 Communications in Mathematical Physics 1 Journal of Fluid Mechanics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Letters in Mathematical Physics 1 Physica A 1 Physics Reports 1 Reports on Mathematical Physics 1 Wave Motion 1 Mathematics of Computation 1 Journal of Functional Analysis 1 Journal of the Korean Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerische Mathematik 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 International Journal of Production Research 1 Applied Numerical Mathematics 1 Journal of Economic Dynamics & Control 1 Asymptotic Analysis 1 Neural Networks 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods ...and 41 more Serials
all top 5

### Cited in 34 Fields

 183 Numerical analysis (65-XX) 172 Probability theory and stochastic processes (60-XX) 128 Computer science (68-XX) 110 Partial differential equations (35-XX) 75 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Statistics (62-XX) 41 Statistical mechanics, structure of matter (82-XX) 32 Mechanics of deformable solids (74-XX) 31 Operations research, mathematical programming (90-XX) 29 Fluid mechanics (76-XX) 27 Systems theory; control (93-XX) 26 Biology and other natural sciences (92-XX) 21 Calculus of variations and optimal control; optimization (49-XX) 17 Dynamical systems and ergodic theory (37-XX) 11 Approximations and expansions (41-XX) 10 Ordinary differential equations (34-XX) 7 Mechanics of particles and systems (70-XX) 5 Functional analysis (46-XX) 5 Information and communication theory, circuits (94-XX) 4 Operator theory (47-XX) 4 Quantum theory (81-XX) 3 Combinatorics (05-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Algebraic geometry (14-XX) 1 Real functions (26-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX)