default search action
Knut Sølna
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2024
- [j44]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): 39-65 (2024) - 2023
- [j43]Josselin Garnier, Knut Sølna:
Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments. Multiscale Model. Simul. 21(1): 80-118 (2023) - [j42]Liliana Borcea, Josselin Garnier, Knut Sølna:
Paraxial Wave Propagation in Random Media with Long-Range Correlations. SIAM J. Appl. Math. 83(1): 25-51 (2023) - 2020
- [j41]Josselin Garnier, Knut Sølna:
Implied Volatility Structure in Turbulent and Long-Memory Markets. Frontiers Appl. Math. Stat. 6: 10 (2020) - [j40]Josselin Garnier, Knut Sølna:
Optimal Hedging Under Fast-Varying Stochastic Volatility. SIAM J. Financial Math. 11(1): 274-325 (2020) - 2019
- [j39]Liliana Borcea, Josselin Garnier, Knut Solna:
Wave Propagation and Imaging in Moving Random Media. Multiscale Model. Simul. 17(1): 31-67 (2019) - [j38]Liliana Borcea, Josselin Garnier, Knut Sølna:
Sound Propagation in a Weakly Turbulent Flow in a Waveguide. SIAM J. Appl. Math. 79(6): 2663-2687 (2019) - 2018
- [j37]Xiaolong Long, Knut Solna, Jack Xin:
Three l1 Based Nonconvex Methods in Constructing Sparse Mean Reverting Portfolios. J. Sci. Comput. 75(2): 1156-1186 (2018) - [j36]Josselin Garnier, Knut Sølna:
Noninvasive Imaging Through Random Media. SIAM J. Appl. Math. 78(6): 3296-3315 (2018) - 2017
- [j35]Josselin Garnier, Knut Sølna:
Focusing Waves Through a Randomly Scattering Medium in the White-Noise Paraxial Regime. SIAM J. Appl. Math. 77(2): 500-519 (2017) - [j34]Josselin Garnier, Knut Sølna:
Correction to Black-Scholes Formula Due to Fractional Stochastic Volatility. SIAM J. Financial Math. 8(1): 560-588 (2017) - [j33]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): 665-710 (2017) - 2016
- [j32]Liliana Borcea, Knut Sølna:
Pulse Propagation in Time Dependent Randomly Layered Media. Multiscale Model. Simul. 14(1): 265-300 (2016) - 2015
- [j31]Josselin Garnier, Knut Sølna:
White-Noise Paraxial Approximation for a General Random Hyperbolic System. Multiscale Model. Simul. 13(3): 1022-1060 (2015) - 2014
- [j30]Josselin Garnier, Knut Sølna:
Wave Backscattering by Point Scatterers in the Random Paraxial Regime. Multiscale Model. Simul. 12(3): 1309-1334 (2014) - 2013
- [j29]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): 493-522 (2013) - [j28]Habib Ammari, Josselin Garnier, Knut Sølna:
Partial Data Resolving Power of Conductivity Imaging from Boundary Measurements. SIAM J. Math. Anal. 45(3): 1704-1722 (2013) - 2012
- [j27]Josselin Garnier, Knut Sølna:
Coupled Wideangle Wave Approximations. Multiscale Model. Simul. 10(1): 217-244 (2012) - [j26]Habib Ammari, Josselin Garnier, Hyeonbae Kang, Mikyoung Lim, Knut Sølna:
Multistatic Imaging of Extended Targets. SIAM J. Imaging Sci. 5(2): 564-600 (2012) - 2011
- [j25]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): 817-833 (2011) - [j24]Habib Ammari, Josselin Garnier, Hyeonbae Kang, Won-Kwang Park, Knut Sølna:
Imaging Schemes for Perfectly Conducting Cracks. SIAM J. Appl. Math. 71(1): 68-91 (2011) - 2010
- [j23]Kai Huang, Knut Sølna, Hongkai Zhao:
Generalized Foldy-Lax formulation. J. Comput. Phys. 229(12): 4544-4553 (2010) - [j22]Josselin Garnier, Knut Sølna:
Wave Transmission through Random Layering with Pressure Release Boundary Conditions. Multiscale Model. Simul. 8(3): 912-943 (2010) - [j21]Josselin Garnier, Knut Sølna:
Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media. SIAM J. Imaging Sci. 3(4): 809-834 (2010) - 2009
- [j20]Josselin Garnier, Knut Sølna:
A two-way paraxial system for simulation of wave backscattering by a random medium. J. Comput. Phys. 228(9): 3307-3325 (2009) - [j19]Josselin Garnier, Knut Sølna:
Paraxial Coupling of Electromagnetic Waves in Random Media. Multiscale Model. Simul. 7(4): 1928-1955 (2009) - [j18]Jean-Pierre Fouque, Ronnie Sircar, Knut Sølna:
Multiname and Multiscale Default Modeling. Multiscale Model. Simul. 7(4): 1956-1978 (2009) - [j17]Maarten V. de Hoop, Knut Solna:
Estimating a Green's Function from "Field-Field" Correlations in a Random Medium. SIAM J. Appl. Math. 69(4): 909-932 (2009) - [j16]Renaud Marty, Knut Solna:
Acoustic Waves in Long Range Random Media. SIAM J. Appl. Math. 69(4): 1065-1083 (2009) - [j15]Albert Fannjiang, Knut Solna, Pengchong Yan:
Synthetic Aperture Imaging of Multiple Point Targets in Rician Fading Media. SIAM J. Imaging Sci. 2(2): 344-366 (2009) - [j14]Shingyu Leung, Gang Liang, Knut Solna, Hongkai Zhao:
Expectation-Maximization Algorithm with Local Adaptivity. SIAM J. Imaging Sci. 2(3): 834-857 (2009) - 2008
- [j13]Josselin Garnier, Knut Sølna:
Pulse Propagation in Random Media with Long-Range Correlation. Multiscale Model. Simul. 7(3): 1302-1324 (2008) - [j12]Josselin Garnier, Knut Sølna:
Effective Transport Equations and Enhanced Backscattering in Random Waveguides. SIAM J. Appl. Math. 68(6): 1574-1599 (2008) - 2007
- [j11]George Papanicolaou, Lenya Ryzhik, Knut Sølna:
Self-Averaging from Lateral Diversity in the Itô-Schrödinger Equation. Multiscale Model. Simul. 6(2): 468-492 (2007) - 2006
- [j10]Kai Huang, George Papanicolaou, Knut Sølna, Chrysoula Tsogka, Hongkai Zhao:
Efficient numerical simulation for long range wave propagation. J. Comput. Phys. 215(2): 448-464 (2006) - 2005
- [j9]Albert Fannjiang, Knut Sølna:
Propagation and Time Reversal of Wave Beams in Atmospheric Turbulence. Multiscale Model. Simul. 3(3): 522-558 (2005) - 2004
- [j8]Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Maturity cycles in implied volatility. Finance Stochastics 8(4): 451-477 (2004) - [j7]George Papanicolaou, Knut Solna, Leonid Ryzhik:
Statistical Stability in Time Reversal. SIAM J. Appl. Math. 64(4): 1133-1155 (2004) - 2003
- [j6]Jean-Pierre Fouque, Knut Sølna:
Time-Reversal Aperture Enhancement. Multiscale Model. Simul. 1(2): 239-259 (2003) - [j5]Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Multiscale Stochastic Volatility Asymptotics. Multiscale Model. Simul. 2(1): 22-42 (2003) - [j4]George Papanicolaou, Jean-Pierre Fouque, Knut Solna, Ronnie Sircar:
Singular Perturbations in Option Pricing. SIAM J. Appl. Math. 63(5): 1648-1665 (2003) - [j3]Knut Solna:
Acoustic Pulse Spreading in a Random Fractal. SIAM J. Appl. Math. 63(5): 1764-1788 (2003) - 2002
- [j2]Graeme W. Milton, Knut Solna:
Can Mixing Materials Make Electromagnetic Signals Travel Faster? SIAM J. Appl. Math. 62(6): 2064-2091 (2002) - 2000
- [j1]Gene H. Golub, Knut Sølna, Paul Van Dooren:
Computing the SVD of a General Matrix Product/Quotient. SIAM J. Matrix Anal. Appl. 22(1): 1-19 (2000)
Conference and Workshop Papers
- 2023
- [c1]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Conditional score-based diffusion models for Bayesian inference in infinite dimensions. NeurIPS 2023
Informal and Other Publications
- 2024
- [i2]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems. CoRR abs/2405.15676 (2024) - 2023
- [i1]Lorenzo Baldassari, Ali Siahkoohi, Josselin Garnier, Knut Solna, Maarten V. de Hoop:
Conditional score-based diffusion models for Bayesian inference in infinite dimensions. CoRR abs/2305.19147 (2023)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:21 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint