Edit Profile (opens in new tab) Sølna, Knut Co-Author Distance Author ID: solna.knut Published as: Sølna, Knut; Solna, Knut; Søłna, Knut; Solna, K.; Sølna, K. more...less Documents Indexed: 99 Publications since 1995, including 3 Books 2 Contributions as Editor Co-Authors: 41 Co-Authors with 98 Joint Publications 1,533 Co-Co-Authors all top 5 Co-Authors 3 single-authored 57 Garnier, Josselin 13 Fouque, Jean-Pierre 12 Papanicolaou, George C. 9 Ammari, Habib M. 7 Zhao, Hongkai 6 de Hoop, Maarten V. 6 Sircar, Ronnie 5 Borcea, Liliana 5 Kang, Hyeonbae 4 Fannjiang, Albert C. 4 Ryzhik, Lenya 3 Hou, Songming 3 Huang, Kai 3 Marty, Renaud 3 Nachbin, André 2 Alfaro Vigo, Daniel G. 2 Golub, Gene Howard 2 Lim, Mikyoung 2 Tsogka, Chrysoula 2 Van Dooren, Paul M. 1 Bal, Guillaume 1 de Rosny, Julien 1 Desantiago, Rafael 1 Fedrizzi, Ennio 1 Fomby, Thomas B. 1 Gomez, Christophe 1 Guidotti, Patrick Q. 1 Holman, Sean F. 1 Jing, Wenjia 1 Lambers, James V. 1 Lee, Hyundae 1 Leung, Shingyu 1 Liang, Gang 1 Long, Xiaolong 1 Milton, Graeme Walter 1 Park, Won-Kwang 1 Pinaud, Olivier 1 Switzer, Paul 1 Wang, Han 1 Xin, Jack X. 1 Yan, Pengchong all top 5 Serials 15 Multiscale Modeling & Simulation 13 SIAM Journal on Applied Mathematics 8 Inverse Problems 5 Wave Motion 5 SIAM Journal on Imaging Sciences 4 Journal of Computational Physics 4 Communications in Mathematical Sciences 4 Waves in Random and Complex Media 2 Waves in Random Media 2 The Annals of Applied Probability 2 Discrete and Continuous Dynamical Systems. Series B 2 Stochastics and Dynamics 2 SIAM Journal on Financial Mathematics 1 Archive for Rational Mechanics and Analysis 1 Journal of Statistical Physics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Chaos, Solitons and Fractals 1 Journal of the American Statistical Association 1 Numerical Functional Analysis and Optimization 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Matrix Analysis and Applications 1 Journal of Scientific Computing 1 Communications in Partial Differential Equations 1 SIAM Journal on Mathematical Analysis 1 Physics of Fluids 1 Methods and Applications of Analysis 1 Applied Mathematical Finance 1 Matemática Contemporânea 1 Finance and Stochastics 1 Mathematical Finance 1 Contemporary Mathematics 1 Lecture Notes in Mathematics 1 Advances in Econometrics 1 Stochastic Modelling and Applied Probability 1 Inverse Problems and Imaging 1 Annals of Finance all top 5 Fields 54 Partial differential equations (35-XX) 46 Probability theory and stochastic processes (60-XX) 27 Fluid mechanics (76-XX) 21 Optics, electromagnetic theory (78-XX) 16 Mechanics of deformable solids (74-XX) 14 Geophysics (86-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 10 Information and communication theory, circuits (94-XX) 7 Statistics (62-XX) 6 Ordinary differential equations (34-XX) 2 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 78 Publications have been cited 1,110 times in 682 Documents Cited by ▼ Year ▼ Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut 145 2011 Wave propagation and time reversal in randomly layered media. Zbl 1386.74001Fouque, Jean-Pierre; Garnier, Josselin; Papanicolaou, George; Sølna, Knut 132 2007 Mathematical and statistical methods for multistatic imaging. Zbl 1288.35001Ammari, Habib; Garnier, Josselin; Jing, Wenjia; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut; Wang, Han 88 2013 Singular perturbations in option pricing. Zbl 1039.91024Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K. 76 2003 Multiscale stochastic volatility asymptotics. Zbl 1074.91015Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut 76 2004 Imaging schemes for perfectly conducting cracks. Zbl 1259.78049Ammari, Habib; Garnier, Josselin; Kang, Hyonbae; Park, Won-Kwang; Sølna, Knut 42 2011 Multistatic imaging of extended targets. Zbl 1344.78023Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut 35 2012 A direct imaging algorithm for extended targets. Zbl 1112.78014Hou, Songming; Solna, Knut; Zhao, Hongkai 30 2006 Coupled paraxial wave equations in random media in the white-noise regime. Zbl 1175.60066Garnier, Josselin; Sølna, Knut 28 2009 Statistical stability in time reversal. Zbl 1065.35058Papanicolaou, George; Ryzhik, Leonid; Solna, Knut 27 2004 Stochastic volatility effects on defaultable bonds. Zbl 1142.91523Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut 25 2006 Self-averaging from lateral diversity in the Itô-Schrödinger equation. Zbl 1143.35390Papanicolaou, George; Ryzhik, Lenya; Sølna, Knut 22 2007 Correction to Black-Scholes formula due to fractional stochastic volatility. Zbl 1407.91290Garnier, Josselin; Sølna, Knut 21 2017 Imaging of location and geometry for extended targets using the response matrix. Zbl 1054.65065Hou, Songming; Solna, Knut; Zhao, Hongkai 17 2004 Ray theory for a locally layered random medium. Zbl 0979.76075Sølna, K.; Papanicolaou, G. 17 2000 Maturity cycles in implied volatility. Zbl 1063.91066Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut 16 2004 Fourth-moment analysis for wave propagation in the white-noise paraxial regime. Zbl 1339.35289Garnier, Josselin; Sølna, Knut 14 2016 Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging. Zbl 1317.35291Ammari, Habib; Garnier, Josselin; Sølna, Knut 12 2013 Propagation and time reversal of wave beams in atmospheric turbulence. Zbl 1075.35084Fannjiang, Albert C.; Solna, Knut 11 2005 Scintillation in the white-noise paraxial regime. Zbl 1308.60077Garnier, Josselin; Solna, Knut 10 2014 The mean escape time for a narrow escape problem with multiple switching gates. Zbl 1231.82048Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lee, Hyundae; Sølna, Knut 10 2011 Random backscattering in the parabolic scaling. Zbl 1146.78006Garnier, Josselin; Sølna, Knut 10 2008 Generalized Foldy-Lax formulation. Zbl 1192.78021Huang, Kai; Solna, Knut; Zhao, Hongkai 10 2010 Time-reversal refocusing for point source in randomly layered media. Zbl 1189.76459Fouque, Jean-Pierre; Garnier, Josselin; Nachbin, André; Sølna, Knut 10 2005 A statistical approach to target detection and localization in the presence of noise. Zbl 1274.35256Ammari, Habib; Garnier, Josselin; Sølna, Knut 10 2012 A direct imaging method using far-field data. Zbl 1127.65031Hou, Songming; Solna, Knut; Zhao, Hongkai 9 2007 Computing the SVD of a general matrix product/quotient. Zbl 0969.65032Golub, Gene; Sølna, Knut; Van Dooren, Paul 9 2000 Effective transport equations and enhanced backscattering in random waveguides. Zbl 1152.76042Garnier, Josselin; Sølna, Knut 9 2008 Option pricing under fast-varying long-memory stochastic volatility. Zbl 1411.91556Garnier, Josselin; Sølna, Knut 8 2019 Scaling limits for wave pulse transmission and reflection operators. Zbl 1231.78026Garnier, Josselin; Søłna, Knut 8 2009 A general framework for waves in random media with long-range correlations. Zbl 1223.34085Marty, Renaud; Sølna, Knut 8 2011 Coherent interferometric imaging for synthetic aperture radar in the presence of noise. Zbl 1210.94034Garnier, Josselin; Sølna, Knut 8 2008 Apparent diffusion due to topographic microstructure in shallow waters. Zbl 1185.76271Nachbin, André; Søłna, Knut 8 2002 Pulse propagation in random media with long-range correlation. Zbl 1176.60057Garnier, Josselin; Sølna, Knut 8 2009 Partial data resolving power of conductivity imaging from boundary measurements. Zbl 1302.35424Ammari, Habib; Garnier, Josselin; Sølna, Knut 7 2013 Acoustic waves in long range random media. Zbl 1306.76041Marty, Renaud; Solna, Knut 7 2009 Wavelet based estimation of local Kolmogorov turbulence. Zbl 1032.62089Papanicolaou, George C.; Sølna, Knut 6 2003 Acoustic pulse spreading in a random fractal. Zbl 1055.34105Sølna, Knut 6 2003 Estimating a Green’s function from “field-field” correlations in a random medium. Zbl 1172.62030De Hoop, Maarten V.; Solna, Knut 6 2009 Time-reversal aperture enhancement. Zbl 1060.76103Fouque, J.-P.; Solna, K. 6 2003 Wave propagation and imaging in moving random media. Zbl 1409.76014Borcea, Liliana; Garnier, Josselin; Solna, Knut 5 2019 Scaling limits for beam wave propagation in atmospheric turbulence. Zbl 1114.86001Fannjiang, Albert C.; Solna, Knut 5 2004 Wave backscattering by point scatterers in the random paraxial regime. Zbl 1328.60147Garnier, Josselin; Sølna, Knut 5 2014 Pulse propagation in time dependent randomly layered media. Zbl 1381.35255Borcea, Liliana; Sølna, Knut 5 2016 Time reversal super resolution in randomly layered media. Zbl 1231.76270Fouque, Jean-Pierre; Garnier, Josselin; Søłna, Knut 5 2006 Analysis of wave propagation in 1D inhomogeneous media. Zbl 1096.35081Guidotti, Patrick; Lambers, James V.; Solna, Knut 5 2006 Option pricing under fast-varying and rough stochastic volatility. Zbl 1418.91514Garnier, Josselin; Sølna, Knut 4 2018 Focusing of time-reversed reflections. Zbl 1063.35519Sølna, Knut 4 2002 Efficient numerical simulation for long range wave propagation. Zbl 1090.76053Huang, Kai; Papanicolaou, George; Solna, Knut; Tsogka, Chrysoula; Zhao, Hongkai 4 2006 Multiname and multiscale default modeling. Zbl 1179.91264Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut 4 2009 Retrieval of a Green’s function with reflections from partly coherent waves generated by a wave packet using cross correlations. Zbl 1267.35267de Hoop, Maarten V.; Garnier, Josselin; Holman, Sean F.; Sølna, Knut 4 2013 Resolution analysis of passive synthetic aperture imaging of fast moving objects. Zbl 1364.78013Borcea, L.; Garnier, J.; Papanicolaou, G.; Solna, K.; Tsogka, C. 4 2017 Imaging through a scattering medium by Speckle intensity correlations. Zbl 1394.78010Garnier, Josselin; Sølna, Knut 3 2018 The parabolic wave approximation and time reversal. Zbl 1027.76049Papanicolaou, George; Ryzhik, Leonid; Sølna, Knut 3 2002 Medium induced resolution enhancement for broadband imaging. Zbl 1301.94009Ammari, Habib; Garnier, Josselin; de Rosny, Julien; Sølna, Knut 3 2014 Background velocity estimation with cross correlations of incoherent waves in the parabolic scaling. Zbl 1169.35387Garnier, Josselin; Sølna, Knut 3 2009 Coupled parabolic equations for wave propagation. Zbl 1090.65120Huang, Kai; Solna, Knut; Zhao, Hongkai 3 2004 Enhanced and specular backscattering in random media. Zbl 1366.74022de Hoop, Maarten V.; Garnier, Josselin; Solna, Knut 3 2012 Time trend estimation for a geographic region. Zbl 0869.62064Sølna, Knut; Switzer, Paul 2 1996 A QR-like SVD algorithm for a product/quotient of several matrices. Zbl 0826.65030Golub, G. H.; Solna, K.; Van Dooren, P. 2 1995 White-noise paraxial approximation for a general random hyperbolic system. Zbl 1329.35365Garnier, Josselin; Sølna, Knut 2 2015 Parabolic and white-noise approximations for elastic waves in random media. Zbl 1231.74178Garnier, Josselin; Søłna, Knut 2 2009 Bond markets with stochastic volatility. Zbl 1189.91213Desantiago, Rafael; Fouque, Jean-Pierre; Solna, Knut 2 2008 Paraxial coupling of electromagnetic waves in random media. Zbl 1180.35593Garnier, Josselin; Sølna, Knut 2 2009 A multiscale approach to a synthetic aperture radar in dispersive random media. Zbl 1321.78010Garnier, Josselin; Sølna, Knut 2 2013 Fractional precursors in random media. Zbl 1267.78007Garnier, Josselin; Sølna, Knut 2 2010 Imaging with noise blending. Zbl 1302.35456de Hoop, Maarten; Fedrizzi, Ennio; Garnier, Josselin; Sølna, Knut 2 2012 Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime. Zbl 1302.35439Garnier, Josselin; Sølna, Knut 2 2011 Coupled wideangle wave approximations. Zbl 1246.76017Garnier, Josselin; Sølna, Knut 2 2012 Noninvasive imaging through random media. Zbl 1404.60089Garnier, Josselin; Sølna, Knut 1 2018 Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios. Zbl 1458.62248Long, Xiaolong; Solna, Knut; Xin, Jack 1 2018 Can mixing materials make electromagnetic signals travel faster? Zbl 1017.78004Solna, Knut; Milton, Graeme W. 1 2002 Transmission and reflection of electromagnetic waves in randomly layered media. Zbl 1318.35120Garnier, Josselin; Sølna, Knut 1 2015 Apparent attenuation of shear waves propagating through a randomly stratified anisotropic medium. Zbl 1339.60089Garnier, Josselin; Sølna, Knut 1 2016 Cross correlation and deconvolution of noise signals in randomly layered media. Zbl 1200.35326Garnier, Josselin; Sølna, Knut 1 2010 Expectation-maximization algorithm with local adaptivity. Zbl 1175.62068Leung, Shingyu; Liang, Gang; Solna, Knut; Zhao, Hongkai 1 2009 Mathematical and statistical methods for imaging. NIMS thematic workshop, Inha University, Incheon, Korea, August 10–13, 2010. Zbl 1219.35002 1 2011 Focusing waves through a randomly scattering medium in the white-noise paraxial regime. Zbl 1365.60059Garnier, Josselin; Sølna, Knut 1 2017 Option pricing under fast-varying long-memory stochastic volatility. Zbl 1411.91556Garnier, Josselin; Sølna, Knut 8 2019 Wave propagation and imaging in moving random media. Zbl 1409.76014Borcea, Liliana; Garnier, Josselin; Solna, Knut 5 2019 Option pricing under fast-varying and rough stochastic volatility. Zbl 1418.91514Garnier, Josselin; Sølna, Knut 4 2018 Imaging through a scattering medium by Speckle intensity correlations. Zbl 1394.78010Garnier, Josselin; Sølna, Knut 3 2018 Noninvasive imaging through random media. Zbl 1404.60089Garnier, Josselin; Sølna, Knut 1 2018 Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios. Zbl 1458.62248Long, Xiaolong; Solna, Knut; Xin, Jack 1 2018 Correction to Black-Scholes formula due to fractional stochastic volatility. Zbl 1407.91290Garnier, Josselin; Sølna, Knut 21 2017 Resolution analysis of passive synthetic aperture imaging of fast moving objects. Zbl 1364.78013Borcea, L.; Garnier, J.; Papanicolaou, G.; Solna, K.; Tsogka, C. 4 2017 Focusing waves through a randomly scattering medium in the white-noise paraxial regime. Zbl 1365.60059Garnier, Josselin; Sølna, Knut 1 2017 Fourth-moment analysis for wave propagation in the white-noise paraxial regime. Zbl 1339.35289Garnier, Josselin; Sølna, Knut 14 2016 Pulse propagation in time dependent randomly layered media. Zbl 1381.35255Borcea, Liliana; Sølna, Knut 5 2016 Apparent attenuation of shear waves propagating through a randomly stratified anisotropic medium. Zbl 1339.60089Garnier, Josselin; Sølna, Knut 1 2016 White-noise paraxial approximation for a general random hyperbolic system. Zbl 1329.35365Garnier, Josselin; Sølna, Knut 2 2015 Transmission and reflection of electromagnetic waves in randomly layered media. Zbl 1318.35120Garnier, Josselin; Sølna, Knut 1 2015 Scintillation in the white-noise paraxial regime. Zbl 1308.60077Garnier, Josselin; Solna, Knut 10 2014 Wave backscattering by point scatterers in the random paraxial regime. Zbl 1328.60147Garnier, Josselin; Sølna, Knut 5 2014 Medium induced resolution enhancement for broadband imaging. Zbl 1301.94009Ammari, Habib; Garnier, Josselin; de Rosny, Julien; Sølna, Knut 3 2014 Mathematical and statistical methods for multistatic imaging. Zbl 1288.35001Ammari, Habib; Garnier, Josselin; Jing, Wenjia; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut; Wang, Han 88 2013 Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging. Zbl 1317.35291Ammari, Habib; Garnier, Josselin; Sølna, Knut 12 2013 Partial data resolving power of conductivity imaging from boundary measurements. Zbl 1302.35424Ammari, Habib; Garnier, Josselin; Sølna, Knut 7 2013 Retrieval of a Green’s function with reflections from partly coherent waves generated by a wave packet using cross correlations. Zbl 1267.35267de Hoop, Maarten V.; Garnier, Josselin; Holman, Sean F.; Sølna, Knut 4 2013 A multiscale approach to a synthetic aperture radar in dispersive random media. Zbl 1321.78010Garnier, Josselin; Sølna, Knut 2 2013 Multistatic imaging of extended targets. Zbl 1344.78023Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut 35 2012 A statistical approach to target detection and localization in the presence of noise. Zbl 1274.35256Ammari, Habib; Garnier, Josselin; Sølna, Knut 10 2012 Enhanced and specular backscattering in random media. Zbl 1366.74022de Hoop, Maarten V.; Garnier, Josselin; Solna, Knut 3 2012 Imaging with noise blending. Zbl 1302.35456de Hoop, Maarten; Fedrizzi, Ennio; Garnier, Josselin; Sølna, Knut 2 2012 Coupled wideangle wave approximations. Zbl 1246.76017Garnier, Josselin; Sølna, Knut 2 2012 Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut 145 2011 Imaging schemes for perfectly conducting cracks. Zbl 1259.78049Ammari, Habib; Garnier, Josselin; Kang, Hyonbae; Park, Won-Kwang; Sølna, Knut 42 2011 The mean escape time for a narrow escape problem with multiple switching gates. Zbl 1231.82048Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lee, Hyundae; Sølna, Knut 10 2011 A general framework for waves in random media with long-range correlations. Zbl 1223.34085Marty, Renaud; Sølna, Knut 8 2011 Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime. Zbl 1302.35439Garnier, Josselin; Sølna, Knut 2 2011 Mathematical and statistical methods for imaging. NIMS thematic workshop, Inha University, Incheon, Korea, August 10–13, 2010. Zbl 1219.35002 1 2011 Generalized Foldy-Lax formulation. Zbl 1192.78021Huang, Kai; Solna, Knut; Zhao, Hongkai 10 2010 Fractional precursors in random media. Zbl 1267.78007Garnier, Josselin; Sølna, Knut 2 2010 Cross correlation and deconvolution of noise signals in randomly layered media. Zbl 1200.35326Garnier, Josselin; Sølna, Knut 1 2010 Coupled paraxial wave equations in random media in the white-noise regime. Zbl 1175.60066Garnier, Josselin; Sølna, Knut 28 2009 Scaling limits for wave pulse transmission and reflection operators. Zbl 1231.78026Garnier, Josselin; Søłna, Knut 8 2009 Pulse propagation in random media with long-range correlation. Zbl 1176.60057Garnier, Josselin; Sølna, Knut 8 2009 Acoustic waves in long range random media. Zbl 1306.76041Marty, Renaud; Solna, Knut 7 2009 Estimating a Green’s function from “field-field” correlations in a random medium. Zbl 1172.62030De Hoop, Maarten V.; Solna, Knut 6 2009 Multiname and multiscale default modeling. Zbl 1179.91264Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut 4 2009 Background velocity estimation with cross correlations of incoherent waves in the parabolic scaling. Zbl 1169.35387Garnier, Josselin; Sølna, Knut 3 2009 Parabolic and white-noise approximations for elastic waves in random media. Zbl 1231.74178Garnier, Josselin; Søłna, Knut 2 2009 Paraxial coupling of electromagnetic waves in random media. Zbl 1180.35593Garnier, Josselin; Sølna, Knut 2 2009 Expectation-maximization algorithm with local adaptivity. Zbl 1175.62068Leung, Shingyu; Liang, Gang; Solna, Knut; Zhao, Hongkai 1 2009 Random backscattering in the parabolic scaling. Zbl 1146.78006Garnier, Josselin; Sølna, Knut 10 2008 Effective transport equations and enhanced backscattering in random waveguides. Zbl 1152.76042Garnier, Josselin; Sølna, Knut 9 2008 Coherent interferometric imaging for synthetic aperture radar in the presence of noise. Zbl 1210.94034Garnier, Josselin; Sølna, Knut 8 2008 Bond markets with stochastic volatility. Zbl 1189.91213Desantiago, Rafael; Fouque, Jean-Pierre; Solna, Knut 2 2008 Wave propagation and time reversal in randomly layered media. Zbl 1386.74001Fouque, Jean-Pierre; Garnier, Josselin; Papanicolaou, George; Sølna, Knut 132 2007 Self-averaging from lateral diversity in the Itô-Schrödinger equation. Zbl 1143.35390Papanicolaou, George; Ryzhik, Lenya; Sølna, Knut 22 2007 A direct imaging method using far-field data. Zbl 1127.65031Hou, Songming; Solna, Knut; Zhao, Hongkai 9 2007 A direct imaging algorithm for extended targets. Zbl 1112.78014Hou, Songming; Solna, Knut; Zhao, Hongkai 30 2006 Stochastic volatility effects on defaultable bonds. Zbl 1142.91523Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut 25 2006 Time reversal super resolution in randomly layered media. Zbl 1231.76270Fouque, Jean-Pierre; Garnier, Josselin; Søłna, Knut 5 2006 Analysis of wave propagation in 1D inhomogeneous media. Zbl 1096.35081Guidotti, Patrick; Lambers, James V.; Solna, Knut 5 2006 Efficient numerical simulation for long range wave propagation. Zbl 1090.76053Huang, Kai; Papanicolaou, George; Solna, Knut; Tsogka, Chrysoula; Zhao, Hongkai 4 2006 Propagation and time reversal of wave beams in atmospheric turbulence. Zbl 1075.35084Fannjiang, Albert C.; Solna, Knut 11 2005 Time-reversal refocusing for point source in randomly layered media. Zbl 1189.76459Fouque, Jean-Pierre; Garnier, Josselin; Nachbin, André; Sølna, Knut 10 2005 Multiscale stochastic volatility asymptotics. Zbl 1074.91015Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut 76 2004 Statistical stability in time reversal. Zbl 1065.35058Papanicolaou, George; Ryzhik, Leonid; Solna, Knut 27 2004 Imaging of location and geometry for extended targets using the response matrix. Zbl 1054.65065Hou, Songming; Solna, Knut; Zhao, Hongkai 17 2004 Maturity cycles in implied volatility. Zbl 1063.91066Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut 16 2004 Scaling limits for beam wave propagation in atmospheric turbulence. Zbl 1114.86001Fannjiang, Albert C.; Solna, Knut 5 2004 Coupled parabolic equations for wave propagation. Zbl 1090.65120Huang, Kai; Solna, Knut; Zhao, Hongkai 3 2004 Singular perturbations in option pricing. Zbl 1039.91024Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K. 76 2003 Wavelet based estimation of local Kolmogorov turbulence. Zbl 1032.62089Papanicolaou, George C.; Sølna, Knut 6 2003 Acoustic pulse spreading in a random fractal. Zbl 1055.34105Sølna, Knut 6 2003 Time-reversal aperture enhancement. Zbl 1060.76103Fouque, J.-P.; Solna, K. 6 2003 Apparent diffusion due to topographic microstructure in shallow waters. Zbl 1185.76271Nachbin, André; Søłna, Knut 8 2002 Focusing of time-reversed reflections. Zbl 1063.35519Sølna, Knut 4 2002 The parabolic wave approximation and time reversal. Zbl 1027.76049Papanicolaou, George; Ryzhik, Leonid; Sølna, Knut 3 2002 Can mixing materials make electromagnetic signals travel faster? Zbl 1017.78004Solna, Knut; Milton, Graeme W. 1 2002 Ray theory for a locally layered random medium. Zbl 0979.76075Sølna, K.; Papanicolaou, G. 17 2000 Computing the SVD of a general matrix product/quotient. Zbl 0969.65032Golub, Gene; Sølna, Knut; Van Dooren, Paul 9 2000 Time trend estimation for a geographic region. Zbl 0869.62064Sølna, Knut; Switzer, Paul 2 1996 A QR-like SVD algorithm for a product/quotient of several matrices. Zbl 0826.65030Golub, G. H.; Solna, K.; Van Dooren, P. 2 1995 all cited Publications top 5 cited Publications all top 5 Cited by 838 Authors 67 Garnier, Josselin 37 Sølna, Knut 35 Ammari, Habib M. 31 Park, Won-Kwang 30 Fouque, Jean-Pierre 27 Kim, Jeong-Hoon 19 Borcea, Liliana 16 Sircar, Ronnie 13 Bal, Guillaume 13 Lim, Mikyoung 12 Papanicolaou, George C. 12 Yoon, Ji-Hun 11 Kang, Hyeonbae 11 Pinaud, Olivier 10 Liu, Hongyu 9 Lorig, Matthew J. 9 Wong, Hoi Ying 8 Lee, Min-Ku 8 Nachbin, André 8 Tsogka, Chrysoula 8 Yu, SangHyeon 8 Zhang, Hai 7 Fukasawa, Masaaki 7 Gulisashvili, Archil 7 Hu, Guanghui 7 Klibanov, Michael V. 7 Lee, Hyundae 7 Pagliarani, Stefano 7 Pascucci, Andrea 7 Ruiz, Matias 7 Sini, Mourad 6 Choi, Doosung 6 Choi, Sun-Yong 6 Gibson, Peter C. 6 Han, Chuan-Hsiang 6 Kang, Sangwoo 6 Lambers, James V. 6 Lassas, Matti J. 6 Lawley, Sean D. 6 Li, Jingzhi 6 Li, Peijun 6 Ryzhik, Lenya 6 Saporito, Yuri F. 6 Wahab, Abdul Fatah 6 Zou, Jun 5 Alòs, Elisa 5 Bichuch, Maxim 5 Chow, Yat Tin 5 Deng, Youjun 5 Fink, Mathias 5 Haddar, Houssem 5 Helin, Tapio 5 Hu, Ruimeng 5 Huh, Jeonggyu 5 Komorowski, Tomasz 5 Ma, Yong-Ki 4 Bayraktar, Erhan 4 Cao, Jiling 4 Chen, Wenting 4 de Hoop, Maarten V. 4 Debussche, Arnaud 4 Escobar, Marcos 4 Gomez, Christophe 4 Jacquier, Antoine 4 Jeon, Junkee 4 Liu, Keji 4 Marty, Renaud 4 Novikov, Alexei 4 Oberguggenberger, Michael B. 4 Papanicolaou, Andrew 4 Park, Chang-Rae 4 Yang, Sung-Jin 4 Zagst, Rudi 3 Audibert, Lorenzo 3 Baldassari, Lorenzo 3 Bao, Gang 3 Bardi, Martino 3 Bréhier, Charles-Edouard 3 Cakoni, Fioralba 3 Cesaroni, Annalisa 3 Chen, Zhiming 3 Deng, Guohe 3 Fannjiang, Albert C. 3 Feng, Xiaobing 3 Givoli, Dan 3 Götz, Barbara 3 Hou, Songming 3 Jaimungal, Sebastian 3 Jeon, Jaegi 3 Joh, Young-Deuk 3 Kim, Hyun-Gyoon 3 Kim, Junbeom 3 Lesselier, Dominique 3 Li, Jichun 3 López, José Luis 3 Lorton, Cody 3 Millien, Pierre 3 Moscoso, Miguel 3 Muñoz Grajales, Juan Carlos 3 Neykova, Daniela ...and 738 more Authors all top 5 Cited in 177 Serials 31 Journal of Computational Physics 30 Quantitative Finance 27 SIAM Journal on Imaging Sciences 26 Inverse Problems 24 SIAM Journal on Applied Mathematics 23 SIAM Journal on Financial Mathematics 20 Wave Motion 20 Multiscale Modeling & Simulation 16 International Journal of Theoretical and Applied Finance 16 Inverse Problems and Imaging 14 Applied Mathematical Finance 12 Computers & Mathematics with Applications 12 Applied Mathematics Letters 12 Mathematical Finance 11 Journal of Computational and Applied Mathematics 11 Journal of Differential Equations 10 Chaos, Solitons and Fractals 10 Journal de Mathématiques Pures et Appliquées. Neuvième Série 9 Mathematical Methods in the Applied Sciences 9 The Annals of Applied Probability 9 Stochastic Processes and their Applications 9 Finance and Stochastics 8 SIAM Journal on Control and Optimization 7 Archive for Rational Mechanics and Analysis 7 Communications in Mathematical Physics 7 Waves in Random and Complex Media 7 Inverse Problems in Science and Engineering 6 Journal of Mathematical Analysis and Applications 5 Physica D 5 SIAM Journal on Scientific Computing 5 Stochastics and Dynamics 4 Applicable Analysis 4 Computer Methods in Applied Mechanics and Engineering 4 Journal of Statistical Physics 4 Applied Mathematics and Computation 4 Mathematics and Computers in Simulation 4 Journal of Scientific Computing 4 Communications in Partial Differential Equations 4 Linear Algebra and its Applications 4 Computational and Applied Mathematics 4 Journal of Inverse and Ill-Posed Problems 4 Mathematical Problems in Engineering 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Annals of Finance 3 Physica A 3 Applied Mathematics and Optimization 3 Journal of Econometrics 3 SIAM Journal on Numerical Analysis 3 Insurance Mathematics & Economics 3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 3 Applied Numerical Mathematics 3 European Journal of Applied Mathematics 3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 3 Communications in Statistics. Theory and Methods 3 European Journal of Operational Research 3 Journal of Elasticity 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Methodology and Computing in Applied Probability 3 Applied Stochastic Models in Business and Industry 3 Mathematical Modelling and Analysis 3 Discrete and Continuous Dynamical Systems. Series B 3 Journal of Applied Mathematics 3 Séminaire Laurent Schwartz. EDP et Applications 3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 3 SN Partial Differential Equations and Applications 2 Journal of Fluid Mechanics 2 Journal of Mathematical Physics 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 Mathematics of Computation 2 Journal of Applied Probability 2 Journal of Approximation Theory 2 Mathematische Annalen 2 Numerical Functional Analysis and Optimization 2 Japan Journal of Industrial and Applied Mathematics 2 Applications of Mathematics 2 SIAM Journal on Mathematical Analysis 2 Physics of Fluids 2 Complexity 2 Abstract and Applied Analysis 2 Annales Henri Poincaré 2 The ANZIAM Journal 2 Foundations of Computational Mathematics 2 SIAM Journal on Applied Dynamical Systems 2 Asia-Pacific Financial Markets 2 Oberwolfach Reports 2 Journal of Industrial and Management Optimization 2 The European Physical Journal B. Condensed Matter and Complex Systems 2 Discrete and Continuous Dynamical Systems. Series S 2 Advances in Mathematical Physics 2 International Journal of Stochastic Analysis 2 SIAM/ASA Journal on Uncertainty Quantification 2 Journal of Function Spaces 1 International Journal of Modern Physics A 1 International Journal of Modern Physics B 1 Advances in Applied Probability 1 Journal of Engineering Mathematics 1 Theory of Probability and its Applications 1 Functional Analysis and its Applications 1 Journal of Functional Analysis 1 Journal of the Korean Mathematical Society ...and 77 more Serials all top 5 Cited in 40 Fields 300 Partial differential equations (35-XX) 244 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 195 Probability theory and stochastic processes (60-XX) 131 Numerical analysis (65-XX) 122 Optics, electromagnetic theory (78-XX) 65 Fluid mechanics (76-XX) 60 Mechanics of deformable solids (74-XX) 40 Statistics (62-XX) 32 Systems theory; control (93-XX) 32 Information and communication theory, circuits (94-XX) 31 Calculus of variations and optimal control; optimization (49-XX) 30 Biology and other natural sciences (92-XX) 22 Statistical mechanics, structure of matter (82-XX) 17 Integral equations (45-XX) 16 Ordinary differential equations (34-XX) 15 Geophysics (86-XX) 14 Approximations and expansions (41-XX) 14 Quantum theory (81-XX) 13 Operations research, mathematical programming (90-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Dynamical systems and ergodic theory (37-XX) 10 Computer science (68-XX) 9 Special functions (33-XX) 8 Potential theory (31-XX) 7 Functions of a complex variable (30-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 6 Operator theory (47-XX) 4 General and overarching topics; collections (00-XX) 4 Integral transforms, operational calculus (44-XX) 4 Differential geometry (53-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Combinatorics (05-XX) 2 Mechanics of particles and systems (70-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Functional analysis (46-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year