Knut Sølna

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 11

Top Topics

Frequency Domain

Uniformly Distributed

Wave Propagation

Top Venues

Multiscale Model. Simul.

SIAM J. Appl. Math.

SIAM J. Financial Math.

SIAM J. Imaging Sci.

Publications

Maarten V. de Hoop, Josselin Garnier, Knut Sølna
Three-Dimensional Random Wave Coupling Along a Boundary and an Associated Inverse Problem. Multiscale Model. Simul. 22 (1) (2024)
Liliana Borcea, Josselin Garnier, Knut Sølna
Paraxial Wave Propagation in Random Media with Long-Range Correlations. SIAM J. Appl. Math. 83 (1) (2023)
Josselin Garnier, Knut Sølna
Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments. Multiscale Model. Simul. 21 (1) (2023)
Josselin Garnier, Knut Sølna
Optimal Hedging Under Fast-Varying Stochastic Volatility. SIAM J. Financial Math. 11 (1) (2020)
Josselin Garnier, Knut Sølna
Implied Volatility Structure in Turbulent and Long-Memory Markets. Frontiers Appl. Math. Stat. 6 (2020)
Liliana Borcea, Josselin Garnier, Knut Sølna
Sound Propagation in a Weakly Turbulent Flow in a Waveguide. SIAM J. Appl. Math. 79 (6) (2019)
Josselin Garnier, Knut Sølna
Noninvasive Imaging Through Random Media. SIAM J. Appl. Math. 78 (6) (2018)
Liliana Borcea, Josselin Garnier, George Papanicolaou, Knut Sølna, Chrysoula Tsogka
Resolution Analysis of Passive Synthetic Aperture Imaging of Fast Moving Objects. SIAM J. Imaging Sci. 10 (2) (2017)
Josselin Garnier, Knut Sølna
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime. SIAM J. Appl. Math. 77 (2) (2017)
Josselin Garnier, Knut Sølna
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility. SIAM J. Financial Math. 8 (1) (2017)
Liliana Borcea, Knut Sølna
Pulse Propagation in Time Dependent Randomly Layered Media. Multiscale Model. Simul. 14 (1) (2016)
Josselin Garnier, Knut Sølna
White-Noise Paraxial Approximation for a General Random Hyperbolic System. Multiscale Model. Simul. 13 (3) (2015)
Josselin Garnier, Knut Sølna
Wave Backscattering by Point Scatterers in the Random Paraxial Regime. Multiscale Model. Simul. 12 (3) (2014)
Maarten V. de Hoop, Josselin Garnier, Sean F. Holman, Knut Sølna
Retrieval of a Green's Function with Reflections from Partly Coherent Waves Generated by a Wave Packet Using Cross Correlations. SIAM J. Appl. Math. 73 (1) (2013)
Habib Ammari, Josselin Garnier, Knut Sølna
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements. SIAM J. Math. Anal. 45 (3) (2013)
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Mikyoung Lim, Knut Sølna
Multistatic Imaging of Extended Targets. SIAM J. Imaging Sci. 5 (2) (2012)
Josselin Garnier, Knut Sølna
Coupled Wideangle Wave Approximations. Multiscale Model. Simul. 10 (1) (2012)
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Won-Kwang Park, Knut Sølna
Imaging Schemes for Perfectly Conducting Cracks. SIAM J. Appl. Math. 71 (1) (2011)
Habib Ammari, Josselin Garnier, Hyeonbae Kang, Hyundae Lee, Knut Sølna
The Mean Escape Time for a Narrow Escape Problem with Multiple Switching Gates. Multiscale Model. Simul. 9 (2) (2011)
Josselin Garnier, Knut Sølna
Wave Transmission through Random Layering with Pressure Release Boundary Conditions. Multiscale Model. Simul. 8 (3) (2010)
Josselin Garnier, Knut Sølna
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media. SIAM J. Imaging Sci. 3 (4) (2010)
Kai Huang, Knut Sølna, Hongkai Zhao
Generalized Foldy-Lax formulation. J. Comput. Phys. 229 (12) (2010)
Josselin Garnier, Knut Sølna
Paraxial Coupling of Electromagnetic Waves in Random Media. Multiscale Model. Simul. 7 (4) (2009)
Josselin Garnier, Knut Sølna
A two-way paraxial system for simulation of wave backscattering by a random medium. J. Comput. Phys. 228 (9) (2009)
Jean-Pierre Fouque, Ronnie Sircar, Knut Sølna
Multiname and Multiscale Default Modeling. Multiscale Model. Simul. 7 (4) (2009)
Josselin Garnier, Knut Sølna
Effective Transport Equations and Enhanced Backscattering in Random Waveguides. SIAM J. Appl. Math. 68 (6) (2008)
Josselin Garnier, Knut Sølna
Pulse Propagation in Random Media with Long-Range Correlation. Multiscale Model. Simul. 7 (3) (2008)
George Papanicolaou, Lenya Ryzhik, Knut Sølna
Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation. Multiscale Model. Simul. 6 (2) (2007)
Kai Huang, George Papanicolaou, Knut Sølna, Chrysoula Tsogka, Hongkai Zhao
Efficient numerical simulation for long range wave propagation. J. Comput. Phys. 215 (2) (2006)
Albert Fannjiang, Knut Sølna
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence. Multiscale Model. Simul. 3 (3) (2005)
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Maturity cycles in implied volatility. Finance Stochastics 8 (4) (2004)
Jean-Pierre Fouque, Knut Sølna
Time-Reversal Aperture Enhancement. Multiscale Model. Simul. 1 (2) (2003)
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna
Multiscale Stochastic Volatility Asymptotics. Multiscale Model. Simul. 2 (1) (2003)
Gene H. Golub, Knut Sølna, Paul Van Dooren
Computing the SVD of a General Matrix Product/Quotient. SIAM J. Matrix Anal. Appl. 22 (1) (2000)