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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.

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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.