Sam D. Howison

Publication Activity (10 Years)

Years Active: 1992-2023
Publications (10 Years): 11

Top Topics

Applied Mathematics

Overlapping Communities

Stochastic Models

Top Venues

SIAM J. Math. Data Sci.

SIAM J. Financial Math.

Multiscale Model. Simul.

Publications

Fabian Ying, Alisdair O. G. Wallis, Mason A. Porter, Sam D. Howison, Mariano Beguerisse-Díaz
Minimizing Congestion in Single-Source, Single-Sink Queueing Networks. SIAM J. Appl. Math. 83 (5) (2023)
Fabian Ying, Alisdair O. G. Wallis, Mariano Beguerisse-Díaz, Mason A. Porter, Sam D. Howison
Customer mobility and congestion in supermarkets. CoRR (2019)
A. Roxana Pamfil, Sam D. Howison, Renaud Lambiotte, Mason A. Porter
Relating Modularity Maximization and Stochastic Block Models in Multilayer Networks. SIAM J. Math. Data Sci. 1 (4) (2019)
A. Roxana Pamfil, Sam D. Howison, Mason A. Porter
Edge Correlations in Multilayer Networks. CoRR (2019)
Alexandra N. M. Darmon, Marya Bazzi, Sam D. Howison, Mason A. Porter
Pull out all the stops: Textual analysis via punctuation sequences. CoRR (2019)
A. Roxana Pamfil, Sam D. Howison, Renaud Lambiotte, Mason A. Porter
Relating modularity maximization and stochastic block models in multilayer networks. CoRR (2018)
Mason A. Porter, Sam D. Howison
The Role of Network Analysis in Industrial and Applied Mathematics. CoRR (2017)
Marya Bazzi, Mason A. Porter, Stacy Williams, Mark McDonald, Daniel J. Fenn, Sam D. Howison
Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks. Multiscale Model. Simul. 14 (1) (2016)
Marya Bazzi, Lucas G. S. Jeub, Alex Arenas, Sam D. Howison, Mason A. Porter
Generative Benchmark Models for Mesoscale Structures in Multilayer Networks. CoRR (2016)
Sam D. Howison, Daniel C. Schwarz
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM Rev. 57 (1) (2015)
Marya Bazzi, Mason A. Porter, Stacy Williams, Mark McDonald, Daniel J. Fenn, Sam D. Howison
Community detection in temporal multilayer networks, and its application to correlation networks. CoRR (2015)
Sam D. Howison, Christoph Reisinger, Jan Hendrik Witte
The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options. SIAM J. Financial Math. 4 (1) (2013)
Sam D. Howison, Daniel C. Schwarz
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach. SIAM J. Financial Math. 3 (1) (2012)
Sam D. Howison
Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments. SIAM J. Financial Math. 3 (1) (2012)
Christopher J. Harris, Sam D. Howison, Ronnie Sircar
Games with Exhaustible Resources. SIAM J. Appl. Math. 70 (7) (2010)
Sam D. Howison, Igor Loutsenko, John R. Ockendon
A class of exactly solvable free-boundary inhomogeneous porous medium flows. Appl. Math. Lett. 20 (1) (2007)
Chris L. Farmer, Sam D. Howison
The motion of a viscous filament in a porous medium or Hele-Shaw cell: a physical realisation of the Cauchy-Riemann equations. Appl. Math. Lett. 19 (4) (2006)
Sam D. Howison, John D. Morgan, John R. Ockendon
A Class of Codimension-Two Free Boundary Problems. SIAM Rev. 39 (2) (1997)
Sam D. Howison, R. J. Lawrence
Fluorescent Transfer of Light in Dyed Materials. SIAM J. Appl. Math. 53 (2) (1993)
Alan Kenneth Head, Sam D. Howison, John R. Ockendon, S. P. Tighe
An Equilibrium Theory of Dislocation Continua. SIAM Rev. 35 (4) (1993)
S. Jonathan Chapman, Sam D. Howison, John R. Ockendon
Macroscopic Models for Superconductivity. SIAM Rev. 34 (4) (1992)