Mathematics

Implied Filtering Densities on the Hidden State of Stochastic Volatility

Applied Mathematical Finance, 21(6), 483–522.

Filtering the Maximum Likelihood for Multiscale Problems

Multiscale Modeling & Simulation, 12(3), 1193–1229.

A regime-switching Heston model for VIX and S&P 500 implied volatilities

Quantitative Finance, 14(10), 1811–1827.

Sparse interpolatory reduced-order models for simulation of light-induced molecular transformations

Optimization Methods and Software, 29(2), 264–273.

A multi-scale method for dynamics simulation in continuum solvent models. I: Finite-difference algorithm for Navier–Stokes equation

Chemical Physics Letters, 616-617, 67–74.

The Geometry of Radial States in Nonlinear Elliptic Problems

On convergence of the immersed boundary method for elliptic interface problems

Mathematics of Computation, 84(293), 1169–1188.

R-Matrix Realization of Two-Parameter Quantum Group Ur,s(gln)

Communications in Mathematics and Statistics, 2(3-4), 211–230.

A Note on Global Newton Iteration Over Archimedean and Non-Archimedean Fields

In V. P. Gerdt, W. Koepf, W. M. Seiler, & E. V. Vorozhtsov (Eds.), Computer Algebra in Scientific Computing (pp. 202–217). Cham: Springer International Publishing.

Mathematical Software – ICMS 2014: 4th International Congress, Seoul, South Korea, August 5-9, 2014. Proceedings

In H. Hong & C. Yap (Eds.), Lecture Notes in Computer Science (Vol. 8592).

Synthesis of Optimal Numerical Algorithms Using Real Quantifier Elimination (Case Study: Square Root Computation)

In K. Nabeshima, K. Nagasaka, F. Winkler, & Á. Szántó (Eds.), Proceedings of the 39th International Symposium on Symbolic and Algebraic Computation (pp. 162–169).

Applying Machine Learning Techniques to Baseball Pitch Prediction

In M. De Marsico, A. Tabbone, & A. Fred (Eds.), Proceedings of the 3rd International Conference on Pattern Recognition Applications and Methods (Vol. 1, pp. 520–527).

Modern convex analysis

Mathematical Programming, 148, 1–4.

A forward-backward view of some primal-dual optimization methods in image recovery

Proceedings of the IEEE International Conference on Image Processing, 4141–4145.

Corrigendum to “Attractors for non-dissipative irrotational von Karman plates with boundary damping” [J. Differential Equations 253 (12) (2012) 3568–3609]

Journal of Differential Equations, 256(2), 893.

On quantitative compactness estimates for hyperbolic conservation laws

Hyperbolic problems: theory, numerics, applications, 249–257, AIMS Ser. Appl. Math., 8, Am. Inst. Math. Sci. (AIMS), Springfield, MO,

Non-Lipschitz points and the SBV regularity of the minimum time function

Calculus of Variations and Partial Differential Equations, 51(1-2), 439–463.

BV Regularity and Differentiability Properties of a Class of Upper Semicontinuous Functions

In I. Lirkov, S. Margenov, & J. Waśniewski (Eds.), Large-Scale Scientific Computing: Vol. 8353 LNCS (pp. 116–124).

Weak Convergence of a Seasonally Forced Stochastic Epidemic Model

ArXiv Preprint ArXiv:1412.0964.

Time-varying, serotype-specific force of infection of dengue virus

Proceedings of the National Academy of Sciences, 111(26), E2694–E2702.