WorldCat Identities

Papanicolaou, George

Overview
Works: 121 works in 278 publications in 3 languages and 3,686 library holdings
Genres: Conference proceedings 
Roles: Author, Editor, Thesis advisor
Classifications: HG6024.A3, 332.632
Publication Timeline
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Most widely held works by George Papanicolaou
Derivatives in financial markets with stochastic volatility by Jean-Pierre Fouque( Book )

19 editions published between 1998 and 2010 in English and Spanish and held by 377 WorldCat member libraries worldwide

"The material is suitable for a one-semester course for graduate students who have been exposed to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry."--Jacket
Asymptotic analysis for periodic structures by Alain Bensoussan( Book )

16 editions published between 1978 and 2011 in English and held by 338 WorldCat member libraries worldwide

Asymptotic Analysis for Periodic Structures
Macroscopic properties of disordered media : proceedings of a conference held at the Courant Institute, June 1-3, 1981 by Robert Burridge( Book )

13 editions published between 1981 and 1982 in English and held by 285 WorldCat member libraries worldwide

Random media by George Papanicolaou( Book )

11 editions published in 1987 in English and Undetermined and held by 233 WorldCat member libraries worldwide

This is the seventh volume (out of a projected ten) with papers which appeared during the "Stochastic Equations and Their Applications" year (1985-1986) at the Institute for Mathematics and its Applications at the University of Minnesota. This volume is directed towards researchers in applied mathematics, engineering, and physics and contains contributions by: J.R. Baxter, N.C. Jain, L. Bonilla, R. Burridge, G. Papanicolaou, B. White, R. Carmona, P.L. Chow, M.H. Cohen, R.T. Durrett, W. Faris, B. Gidas, J. Imbrie, J. Klauder, J. Keller, W. Kohler, S. Kotani, W.P. Peterson, M.A. Pinsky, B. Simon, H. Soner, B. Souillard, V. Twersky, and B.S. White
Differential equations : proceedings of the EQUADIFF Conference by Equadiff Conference( Book )

5 editions published in 1989 in English and held by 220 WorldCat member libraries worldwide

Hydrodynamic behavior and interacting particle systems by George Papanicolaou( Book )

15 editions published in 1987 in English and Italian and held by 203 WorldCat member libraries worldwide

This is the third volume (out of four) with papers which originated during the course of the Stochastic Equations and Their Applications year at the Institute for Mathematics and Its Applications at the University of Minnesota. This volume which is directed towards researchers in applied mathematics, engineering, and physics, contains contributions by P.M. Chaikin, W.D. Dozier, H.M. Lindsay, D.A. Dawson, R. Figari, G. Papanicolaou, J. Rubinstein, K.F. Freed, S. Wang, J.F. Douglas, J. Fritz, J. Goodman, L.G. Gorostiza, D.E. Loper, P.H. Roberts, H. Osada, S. Ozawa, H. Spohn, A.S. Sznitman, and H. Tanaka
Multiple scattering and waves in random media : proceedings of the U.S. Army Workshop held in Blacksburg, Virginia, 24-26 March 1980 by U.S. Army Workshop on Multiple Scattering and Waves in Random Media( Book )

7 editions published in 1981 in English and held by 201 WorldCat member libraries worldwide

Wave propagation in complex media by George Papanicolaou( Book )

7 editions published between 1997 and 1998 in English and held by 190 WorldCat member libraries worldwide

This is both promo text and back cover copy: This volume combines the discussions of two workshops: one devoted to wavelets, multigrid and other fast algorithms (multipole, FFT) and their use in wave propagation, and another devoted to waves in random and other complex media. The majority of the chapters deal with the effects of inhomogeneities of wave propagation both theoretically and computationally. They include topics such as waves in random media, coherent effects in scattering for random systems with discrete spectrum, interaction of microwaves with sea ice, scattering in magnetic field, surface waves, seismogram envelopes, backscattering, polarization mode dispersions, and spatio-temporal distribution of seismic power. Several chapters describes numerical methods, such as fast algorithms for solving electromagnetic scattering problems, and the panel clustering methods in 3-d BEM
Random partial differential equations : proceedings of the conference held at the Mathematical Research Institute at Oberwolfach, Black Forest, November 19-25, 1989 by Ulrich Hornung( Book )

11 editions published between 1991 and 1992 in English and held by 161 WorldCat member libraries worldwide

Advances in multiphase flow and related problems : proceedings of the Workshop on Cross Disciplinary Research in Multiphase Flow, Leesburg, Virginia, June 2-4, 1986 by Workshop on Cross Disciplinary Research in Multiphase Flow( Book )

3 editions published in 1986 in English and held by 129 WorldCat member libraries worldwide

Singularities in fluids, plasmas, and optics by Russel E Caflisch( Book )

6 editions published in 1993 in English and held by 105 WorldCat member libraries worldwide

Singularities in Fluids, Plasmas and Optics, which contains the proceedings of a NATO Workshop held in Heraklion, Greece, in July 1992, provides a survey of the state of the art in the analysis and computation of singularities in physical problems drawn from fluid mechanics, plasma physics and nonlinear optics. The singularities include curvature singularities on fluid interfaces, the onset of turbulence in 3-D inviscid flows, focusing singularities for laser beams, and magnetic reconnection. The highlights of the book include the nonlinear Schrödinger equation for describing laser beam focusing, the method of complex variables for the analysis and computation of singularities on fluid interfaces, and studies of singularities for the 3-D Euler equations. The book is suitable for graduate students and researchers in these areas
Homogenization : in memory of Serguei Kozlov by V. L Berdichevskiĭ( Book )

8 editions published in 1999 in English and held by 95 WorldCat member libraries worldwide

Modulational stability of periodic solutions of the Kuramoto-Giviasnsky equation by Demetrios T Papageorgiou( Book )

1 edition published in 1993 in English and held by 77 WorldCat member libraries worldwide

A celebration of mathematical modeling : the Joseph B. Keller anniversary volume by Dan Givoli( Book )

5 editions published between 2004 and 2011 in English and held by 74 WorldCat member libraries worldwide

This volume celebrates the eightieth birthday of the famous applied mathematician Joseph B. Keller. The book contains 12 chapters, each on a specific area of mathematical modeling, written by established researchers who have collaborated with J.B. Keller during his long career. These chapters, all inspired by J.B. Keller, deal with a variety of application fields and together span the broad subject of mathematical modeling. The models discussed in the book describe the behavior of various systems such as those related to finance, waves, microorganisms, shocks, DNA, flames, contact, optics, fluids, bubbles and jets. The book also contains a preface written by the Editors, a full list of J.B. Keller's publications, and a comprehensive index. The book is intended for mathematicians, scientists and engineers, as well as graduate students in these fields, who are interested in mathematical models of physical phenomena
Engineering applications of new composites( Book )

7 editions published in 1988 in English and held by 70 WorldCat member libraries worldwide

Macroscopic modelling of turbulent flows : proceedings of a workshop held at INRIA, Sophia-Antipolis, France, December 10-14, 1984 by U Frisch( )

4 editions published in 1985 in English and held by 59 WorldCat member libraries worldwide

Phase interaction in composite materials( Book )

5 editions published between 1989 and 1992 in English and held by 40 WorldCat member libraries worldwide

Surveys in applied mathematics( Book )

5 editions published in 1995 in English and held by 37 WorldCat member libraries worldwide

Volumes in this authoritative new series will keep readers up to date with research developments in major areas of applied mathematics. Invited experts provide definitive coverage of specific areas in the field, detailing both current advances and unsolved problems. Sufficient background materials, case studies, and technical aspects are included in each volume. Volume 1 features three full-length papers authored or co-authored by the series editors
Wave propagation and time reversal in randomly layered media by Jean-Pierre Fouque( Book )

5 editions published in 2007 in English and held by 8 WorldCat member libraries worldwide

"This book gives a systematic and self-contained presentation of wave propagation in randomly layered media using the asymptotic theory of ordinary differential equations with random coefficients." "The book is addressed to students and researchers in applied mathematics that are interested in understanding how tools from stochastic analysis can be used to study some intriguing phenomena in wave propagation in random media. Parts of the book can be used for courses in which random media and related homogenization, averaging, and diffusion approximation methods are involved."--Jacket
Multiscale stochastic volatility for equity, interest rate, and credit derivatives by Jean-Pierre Fouque( Book )

2 editions published in 2011 in English and held by 1 WorldCat member library worldwide

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook
 
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Derivatives in financial markets with stochastic volatility
Alternative Names
George Papanicolaou

George Papanicolaou griechisch-US-amerikanischer Mathematiker

Papanicolaou, G.

Papanicolaou, G. 1943-

Papanicolaou, G. C.

Papanicolaou, G. C. 1943-

Papanicolaou, G. C. (George C.)

Papanicolaou, G. (George)

Papanicolaou, George C.

Papanicolaou, George C. 1943-

Papanicolaou, Georges

Papanikolaou, Geōrgios

Papanikolau, Geōrgios 1943-

Languages
English (152)

Spanish (1)

Italian (1)

Covers
Wave propagation in complex mediaAdvances in multiphase flow and related problems : proceedings of the Workshop on Cross Disciplinary Research in Multiphase Flow, Leesburg, Virginia, June 2-4, 1986Singularities in fluids, plasmas, and opticsHomogenization : in memory of Serguei KozlovA celebration of mathematical modeling : the Joseph B. Keller anniversary volumeSurveys in applied mathematicsMultiscale stochastic volatility for equity, interest rate, and credit derivatives