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Submissions from 2013

Portfolio Optimization under Convex Incentive Schemes, Stephan Sturm and Maxim Bichuch

Submissions from 2012

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From Smile Asymptotics to Market Risk Measures, Stephan Sturm and Ronnie Sircar

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Geometry-Driven Charge Accumulation in Electrokinetic Flows Between Thin, Closely Spaced Laminates, Burt S. Tilley, Bogdan M. Vernescu, and J. D. Plummer

Submissions from 2011

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On refined volatility smile expansion in the Heston model, Peter K. Friz, Stefan Gerhold, Archil Gulisashvili, and Stephan Sturm

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Arbitrage-Free Models in Markets with Transaction Costs, Hasanjan Sayit and Frederi Viens

Is the Minimum Value of an Option on Variance Generated by Local Volatility?, Stephan Sturm, Mathias Beiglöck, and Peter K. Friz

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Impact of Flow Rates in a Cardiac Cycle on Correlations Between Advanced Human Carotid Plaque Progression and Mechanical Flow Shear Stress and Plaque Wall Stress, Chun Yang, Gador Canton, Chun Yuan, Marina Ferguson, Thomas S. Hatsukami, and Dalin Tang

Submissions from 2010

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Intraplaque Hemorrhage is Associated with Higher Structural Stresses in Human Atherosclerotic Plaques: An In Vivo MRI-Based 3D Fluid-Structure Interaction Study, Xueying Huang, Zongzhao Teng, Gador Canton, Marina Ferguson, Chun Yuan, and Dalin Tong

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Assessing Local Turbulence Strength from a Time Series, Mayer Humi

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The Effect of Shear on the Generation of Gravity Waves, Mayer Humi

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On the Equivalence Between Real Mutually Unbiased Bases and a Certain Class of Association Schemes, Nicholas LeCompte, William J. Martin, and William Owens

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Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems, Tarek P. Mathew, Marcus Sarkis, and C. E. Schaerer

Submissions from 2009

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Existence of Traveling Domain Solutions for a Two-Dimensional Moving Boundary Problem, Y. S. Choi and Roger Lui

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Vector-Space Methods and Kirchhoff Graphs for Reaction Networks, Joseph D. Fehribach

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Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity, J. Galvis and Marcus Sarkis

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No Arbitrage without Semimartingales, Robert A. Jarrow, Philip Protter, and Hasanjan Sayit

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Local Critical Stress Correlates Better Than Global Maximum Stress with Plaque Morphological Features Linked to Atherosclerotic Plaque Vulnerability: An In Vivo Multi-Patient Study, Dalin Tang, Zongzhao Teng, Gador Canton, Thomas Hatsukami, Li Dong, Xueying Huang, and Chun Yuan

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A Double Layer Surface Traction Free Green's Tensor, Darko Volkov

Submissions from 2008

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On Using Approximate Finite Differences in Matrix-Free Newton-Krylov Methods, Peter N. Brown, Homer F. Walker, Rebecca Wasyk, and Carol S. Woodward

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Long's Equation in Terrain Following Coordinates, Mayer Humi

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Inexact Newton Dogleg Methods, Roger P. Pawlowski, Joseph P. Simonis, Homer F. Walker, and John N. Shadid

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Exploring the Control Circuit of Cell Migration by Mathematical Modeling, Javier Satulovsky, Roger Lui, and Yu-li Wang

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Convergence Analysis for the Numerical Boundary Corrector for Elliptic Equations with Rapidly Oscillating Coefficients, Henrique Versieux and Marcus Sarkis

Submissions from 2007

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Linearized Stability of Traveling Cell Solutions Arising from a Moving Boundary Problem, Y. S. Choi and Roger Lui

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Density Representation of Long's Equation, Mayer Humi

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Uniqueness of Complex Permittivity Reconstruction in a Parallel-Plane Waveguide, Y. V. Shestopalov and Vadim V. Yakovlev

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Guided Modes in Periodic Slabs: Existence and Nonexistence, Stephen Shipman and Darko Volkov

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Anderson Acceleration for Fixed-Point Iterations, Homer F. Walker and Peng Ni

Submissions from 2006

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On the Solution of Long's Equation with Shear, Mayer Humi

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Steady States of Self-Gravitating Incompressible Fluid in Two Dimensions, Mayer Humi

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Globalization Techniques for Newton-Krylov Methods and Applications to the Fully Coupled Solution of the Navier-Stokes Equations, Roger P. Pawlowski, John N. Shadid, Joseph P. Simonis, and Homer F. Walker

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Stochastic Galerkin Method for Elliptic Spdes: A White Noise Approach, Luis J. Roman and Marcus Sarkis

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Permeability Hysteresis in Gravity Counterflow Segregation, C. E. Schaerer, Marcus Sarkis, D. Marchiesin, and P. Bedrikovetsky

Submissions from 2005

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Darboux Transformations for Schrodinger Equations in Two Variables, Mayer Humi

Submissions from 2004

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Estimation of the Atmospheric Structure Constants from Airplane Data, Mayer Humi

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Simultaneous Concentration Bands for Continuous Random Samples, Balgobin Nandram and Jai Won Choi

Submissions from 2003

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Restricted Additive Schwarz Preconditioners with Harmonic Overlap for Symmetric Positive Definite Linear Systems, Xiao-Chuan Cai, Maksymilian Dryja, and Marcus Sarkis

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Using Numerical Experiments to Discover Theorems in Differential Equations, Joseph D. Fehribach

Submissions from 2001

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Diffusion-Reaction-Conduction Processes in Porous Electrodes: The Electrolyte Wedge Problem, Joseph D. Fehribach

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Estimates for Polarization Losses in Molten Carbonate Fuel Cell Cathodes, Joseph D. Fehribach and Kas Hemmes

Submissions from 2000

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Maximum Norm Analysis of Overlapping Nonmatching Grid Discretizations of Elliptic Equations, Xiao-Chuan Cai, Tarek P. Mathew, and Marcus Sarkis

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On the Representation of Effective Energy Densities, Christopher J. Larsen

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A Free Moving Boundary Model and Boundary Iteration Method for Unsteady Viscous Flow in Stenotic Elastic Tubes, Dalin Tang and Jun Yang

Submissions from 1999

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Overlapping Nonmatching Grid Mortar Element Methods for Elliptic Problems, Xiao-Chuan Cai, Maksymilian Dryja, and Marcus Sarkis

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A Restricted Additive Schwarz Preconditioner for General Sparse Linear Systems, Xiao-Chuan Cai and Marcus Sarkis

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An Empirical Bayes Prediction Interval for the Finite Population Mean of a Small Area, Balgobin Nandram

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Constraining Plane Configurations in Computer-Aided Design: Combinatorics of Directions and Lengths, Brigitte Servatius and Walter Whiteley

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An Adaptation of Krylov Subspace Methods to Path Following Problems, Homer F. Walker

Submissions from 1997

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An Integro-Differential Equation Arising from an Electrochemistry Model, Y. S. Choi and Roger Lui

Submissions from 1996

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Critical Radius, Size Effects and Inverse Problems for Composites with Imperfect Interface, Robert Lipton and Bogdan M. Vernescu

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A Three-Phase Homogeneous Model for Porous Electrodes in Molten-Carbonate Fuel Cells, J. A. Prins-Jansen, Joseph D. Fehribach, Kas Hemmes, and J. H. W. de Wit

Submissions from 1994

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Existence and Stability of Traveling-Wave Solutions for a Population Genetic Model via Singular Perturbations, Jack D. Dockery and Roger Lui

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Homogenization of 2-Phase Emulsions, Robert Lipton and Bogdan M. Vernescu

Submissions from 1993

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Analysis and Application of a Continuation Method for a Self-Similar Coupled Stefan System, Joseph D. Fehribach

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Numerical and Asymptotic Solutions for Peristaltic Motion of Nonlinear Viscous Flows with Elastic Free Boundaries, Dalin Tang and Samuel Rankin

Submissions from 1992

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Existence of Traveling-Wave Solutions for a Bistable Evolutionary Ecology Model, Jack D. Dockery and Roger Lui

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Rotating Chemical Waves in the Gray-Scott Model, William W. Farr and M. Golubitsky

Submissions from 1990

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An Analysis of Polarization Mixing Errors in Distance Measuring Interferometers, Walter Augustyn and Paul Davis

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Optimal Large Eddy Simulation in One Dimension, Mayer Humi

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Existence and Stability of Traveling-Wave Solutions for an Evolutionary Ecology Model, Roger Lui

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The Extension of Optimization Problems Containing Controls in the Coefficients, Konstantin A. Lurie

Submissions from 1989

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Asymptotic Behavior of Solutions to An Evolutionary Ecology Model with Diffusion, Roger Lui

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Surface Subgroups of Graph Groups, Herman J. Servatius, Carl Droms, and Brigitte Servatius

Submissions from 1987

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Finite-Dimensional Lorentz Covariant Bifurcations, Mayer Humi

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Representations and Invariant Equations of E(3), Mayer Humi

Submissions from 1986

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Factorization of Systems of Differential-Equations, Mayer Humi

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A Nonlinear Integral Operator Arising from a Model in Population-Genetics .4. Clines, Roger Lui

Submissions from 1985

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Summary Abstract - Quantitative Phase-Analysis of Partially Stabilized Zirconia-8.5-Percent Yttria by a Random Fitting Least Chi-Squared Method, Ichiro Sone, Richard D. Sisson Jr., and Ronald R. Biederman

Submissions from 1984

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Interior Solutions to Einstein-Maxwell-Equations in Spherical and Plane Symmetry When p=np, Mayer Humi and J. Mansour

Submissions from 1983

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The Group of Automorphisms of a Distributively Generated Near Ring, J. J. Malone

Submissions from 1980

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A Non-Abelian 2-Group Whose Endomorphisms Generate a Ring, and other Examples of E-Groups, J. J. Malone

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On a Best Choice Problem with Partial Information, Joseph D. Petruccelli