G
George Papanicolaou
Researcher at Stanford University
Publications - 343
Citations - 26198
George Papanicolaou is an academic researcher from Stanford University. The author has contributed to research in topics: Nonlinear system & Scattering. The author has an hindex of 65, co-authored 337 publications receiving 25278 citations. Previous affiliations of George Papanicolaou include Cornell University & New York University.
Papers
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Journal ArticleDOI
Asymptotic Analysis of Periodic Structures
Book
Asymptotic analysis for periodic structures
TL;DR: In this article, the authors give a systematic introduction of multiple scale methods for partial differential equations, including their original use for rigorous mathematical analysis in elliptic, parabolic, and hyperbolic problems, and with the use of probabilistic methods when appropriate.
Book
Derivatives in Financial Markets with Stochastic Volatility
TL;DR: The Black-Scholes theory of derivative pricing has been applied to derivatives as discussed by the authors, where the rate of mean-reverting stochastic volatility has been estimated for European derivatives.
Journal ArticleDOI
Transport equations for elastic and other waves in random media
TL;DR: In this paper, the authors derived and analyzed transport equations for the energy density of waves of any kind in a random medium, taking account of nonuniformities of the background medium, scattering by random inhomogeneities, polarization effects, coupling of different types of waves, etc.
Journal ArticleDOI
Nonlinear diffusion limit for a system with nearest neighbor interactions
TL;DR: In this paper, the authors considered a system of interacting diffusions and derived a nonlinear diffusion equation for the time evolution of the macroscopic charge density at sites indexed by a periodic one-dimensional lattice.