George Papanicolaou

Josselin Garnier

This multidisciplinary book provides a systematic introduction to the analysis of passive sensor array imaging using ambient noise sources.

Passive Imaging with Ambient Noise

Guy Chavent

Paul Sacks

William Symes

Inverse problems in wave propagation occur in geophysics, ocean acoustics, civil and environmental engineering, ultrasonic non-destructive testing, biomedical ultrasonics, radar, astrophysics, as well as other areas of science and technology. The papers in this volume cover these scientific and technical topics, together with fundamental mathematical investigations of the relation between waves and scatterers.

Inverse Problems in Wave Propagation

Alain Bensoussan

Jacques-Louis Lions

This is a reprinting of a book originally published in 1978. At that time it was the first book on the subject of homogenization, which is the asymptotic analysis of partial differential equations with rapidly oscillating coefficients, and as such it sets the stage for what problems to consider and what methods to use, including probabilistic methods. At the time the book was written the use of asymptotic expansions with multiple scales was new, especially their use as a theoretical tool, combined with energy methods and the construction of test functions for analysis with weak convergence methods. Before this book, multiple scale methods were primarily used for non-linear oscillation problems in the applied mathematics community, not for analyzing spatial oscillations as in homogenization. In the current printing a number of minor corrections have been made, and the bibliography was significantly expanded to include some of the most important recent references. This book gives 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. The book continues to be interesting and useful to readers of different backgrounds, both from pure and applied mathematics, because of its informal style of introducing the multiple scale methodology and the detailed proofs.

Asymptotic Analysis for Periodic Structures

Jean-Pierre Fouque

Professor Jean-Pierre Fouque

K. Ronnie Sircar

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.

Derivatives in Financial Markets with Stochastic Volatility

Persi Diaconis

Hans Föllmer

Srinivasa R.S. Varadhan

Edward Nelson

David Elworthy

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87

George Papanicolaou

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