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Spiliopoulos, Konstantinos V.

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Author ID: spiliopoulos.konstantinos-v Recent zbMATH articles by "Spiliopoulos, Konstantinos V."
Published as: Spiliopoulos, K.; Spiliopoulos, K. V.; Spiliopoulos, Konstantinos; Spiliopoulos, Konstantinos V.
Documents Indexed: 66 Publications since 1987

Publications by Year

Citations contained in zbMATH Open

47 Publications have been cited 325 times in 208 Documents Cited by Year
DGM: a deep learning algorithm for solving partial differential equations. Zbl 1416.65394
Sirignano, Justin; Spiliopoulos, Konstantinos
49
2018
Default clustering in large portfolios: typical events. Zbl 1262.91141
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.
29
2013
Large portfolio asymptotics for loss from default. Zbl 1314.91228
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.; Sirignano, Justin A.
24
2015
Irreversible Langevin samplers and variance reduction: a large deviations approach. Zbl 1338.60086
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
22
2015
Importance sampling for multiscale diffusions. Zbl 1250.60031
Dupuis, Paul; Spiliopoulos, Konstantinos; Wang, Hui
21
2012
Fluctuation analysis for the loss from default. Zbl 1333.60035
Spiliopoulos, Konstantinos; Sirignano, Justin A.; Giesecke, Kay
14
2014
Escaping from an attractor: Importance sampling and rest points. I. Zbl 1334.65007
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang
13
2015
Large deviations for multiscale diffusion via weak convergence methods. Zbl 1247.60034
Dupuis, Paul; Spiliopoulos, Konstantinos
12
2012
Large deviations and importance sampling for systems of slow-fast motion. Zbl 1259.93136
Spiliopoulos, Konstantinos
11
2013
Improving the convergence of reversible samplers. Zbl 1348.82046
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
10
2016
Variance reduction for irreversible Langevin samplers and diffusion on graphs. Zbl 1347.60015
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
9
2015
Default clustering in large pools: large deviations. Zbl 1397.60063
Spiliopoulos, Konstantinos; Sowers, Richard B.
8
2015
A direct method to predict cyclic steady states of elastoplastic structures. Zbl 1253.74020
Spiliopoulos, Konstantinos V.; Panagiotou, Konstantinos D.
8
2012
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
7
2020
Maximum likelihood estimation for small noise multiscale diffusions. Zbl 1292.62125
Spiliopoulos, Konstantinos; Chronopoulou, Alexandra
7
2013
Stochastic gradient descent in continuous time. Zbl 1407.91258
Sirignano, Justin; Spiliopoulos, Konstantinos
6
2017
Recovery rates in investment-grade pools of credit assets: a large deviations analysis. Zbl 1235.60021
Spiliopoulos, Konstantinos; Sowers, Richard B.
6
2011
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. Zbl 1334.60166
Spiliopoulos, Konstantinos
5
2015
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics. Zbl 1368.60027
Hu, Wenqing; Spiliopoulos, Konstantinos
4
2017
Quenched large deviations for multiscale diffusion processes in random environments. Zbl 1320.60081
Spiliopoulos, Konstantinos
4
2015
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes. Zbl 1291.60050
Spiliopoulos, Konstantinos
4
2014
Designing manufacturing cells: a staged approach and a tabu search algorithm. Zbl 1052.90546
Spiliopoulos, K.; Sofianopoulou, S.
4
2003
Large displacement analysis of elasto-plastic frames. Zbl 0631.73062
Kuo, Mo Hsia; Fang, Yu Hou; Spiliopoulos, K. V.
4
1988
Markov processes with spatial delay: path space characterization, occupation time and properties. Zbl 1372.60118
Salins, Michael; Spiliopoulos, Konstantinos
3
2017
Statistical inference for perturbed multiscale dynamical systems. Zbl 1396.62189
Gailus, Siragan; Spiliopoulos, Konstantinos
3
2017
Filtering the maximum likelihood for multiscale problems. Zbl 1311.93079
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
3
2014
Wiener process with reflection in non-smooth narrow tubes. Zbl 1195.60111
Spiliopoulos, Konstantinos
3
2009
A note on the Smoluchowski-Kramers approximation for the langevin equation with reflection. Zbl 1144.60039
Spiliopoulos, Konstantinos
3
2007
An optimal tree search method for the manufacturing systems cell formation problem. Zbl 0960.90506
Spiliopoulos, K.; Sofianopoulou, S.
3
1998
Mean field analysis of neural networks: a law of large numbers. Zbl 1440.60008
Sirignano, Justin; Spiliopoulos, Konstantinos
2
2020
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2
2019
Dimension reduction in statistical estimation of partially observed multiscale processes. Zbl 1384.93148
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2
2017
Moderate deviations for systems of slow-fast diffusions. Zbl 1390.60111
Morse, Matthew R.; Spiliopoulos, Konstantinos
2
2017
Systemic risk and default clustering for large financial systems. Zbl 1418.91489
Spiliopoulos, Konstantinos
2
2015
Rare event simulation for multiscale diffusions in random environments. Zbl 1344.60068
Spiliopoulos, Konstantinos
2
2015
Reaction-diffusion equations with nonlinear boundary conditions in narrow domains. Zbl 1156.35054
Freidlin, Mark; Spiliopoulos, Konstantinos
2
2008
Selection of quasi-stationary states in the Navier-Stokes equation on the torus. Zbl 1406.35219
Beck, Margaret; Cooper, Eric; Spiliopoulos, Konstantinos
1
2019
Discrete-time statistical inference for multiscale diffusions. Zbl 1420.60035
Gailus, Siragan; Spiliopoulos, Konstantinos
1
2018
Indifference pricing for contingent claims: large deviations effects. Zbl 1403.91324
Robertson, Scott; Spiliopoulos, Konstantinos
1
2018
On the effect of heterogeneity on flocking behavior and systemic risk. Zbl 1372.60036
Fang, Fei; Sun, Yiwei; Spiliopoulos, Konstantinos
1
2017
The pricing of contingent claims and optimal positions in asymptotically complete markets. Zbl 1414.91360
Anthropelos, Michail; Robertson, Scott; Spiliopoulos, Konstantinos
1
2017
A powerful force-based approach for the limit analysis of three-dimensional frames. Zbl 1293.74403
Spiliopoulos, Konstantinos V.; Dais, Nikos G.
1
2013
A simplified method to predict the steady cyclic stress state of creeping structures. Zbl 1110.74687
Spiliopoulos, K. V.
1
2002
A fully automatic force method for the optimal shakedown design of frames. Zbl 0947.74047
Spiliopoulos, K. V.
1
1999
Automatic collapse load analysis of regular plane frames using the force method. Zbl 0921.73131
Spiliopoulos, K. V.; Souliotis, P. G.
1
1997
On the automation of the force method in the optimal plastic design of frames. Zbl 0896.73039
Spiliopoulos, Konstantinos V.
1
1997
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
7
2020
Mean field analysis of neural networks: a law of large numbers. Zbl 1440.60008
Sirignano, Justin; Spiliopoulos, Konstantinos
2
2020
Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations. Zbl 1431.60058
Hu, Wenqing; Salins, Michael; Spiliopoulos, Konstantinos
2
2019
Selection of quasi-stationary states in the Navier-Stokes equation on the torus. Zbl 1406.35219
Beck, Margaret; Cooper, Eric; Spiliopoulos, Konstantinos
1
2019
DGM: a deep learning algorithm for solving partial differential equations. Zbl 1416.65394
Sirignano, Justin; Spiliopoulos, Konstantinos
49
2018
Discrete-time statistical inference for multiscale diffusions. Zbl 1420.60035
Gailus, Siragan; Spiliopoulos, Konstantinos
1
2018
Indifference pricing for contingent claims: large deviations effects. Zbl 1403.91324
Robertson, Scott; Spiliopoulos, Konstantinos
1
2018
Stochastic gradient descent in continuous time. Zbl 1407.91258
Sirignano, Justin; Spiliopoulos, Konstantinos
6
2017
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics. Zbl 1368.60027
Hu, Wenqing; Spiliopoulos, Konstantinos
4
2017
Markov processes with spatial delay: path space characterization, occupation time and properties. Zbl 1372.60118
Salins, Michael; Spiliopoulos, Konstantinos
3
2017
Statistical inference for perturbed multiscale dynamical systems. Zbl 1396.62189
Gailus, Siragan; Spiliopoulos, Konstantinos
3
2017
Dimension reduction in statistical estimation of partially observed multiscale processes. Zbl 1384.93148
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
2
2017
Rare event simulation via importance sampling for linear SPDE’s. Zbl 1391.60161
Salins, Michael; Spiliopoulos, Konstantinos
2
2017
Moderate deviations for systems of slow-fast diffusions. Zbl 1390.60111
Morse, Matthew R.; Spiliopoulos, Konstantinos
2
2017
On the effect of heterogeneity on flocking behavior and systemic risk. Zbl 1372.60036
Fang, Fei; Sun, Yiwei; Spiliopoulos, Konstantinos
1
2017
The pricing of contingent claims and optimal positions in asymptotically complete markets. Zbl 1414.91360
Anthropelos, Michail; Robertson, Scott; Spiliopoulos, Konstantinos
1
2017
Improving the convergence of reversible samplers. Zbl 1348.82046
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
10
2016
Large portfolio asymptotics for loss from default. Zbl 1314.91228
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.; Sirignano, Justin A.
24
2015
Irreversible Langevin samplers and variance reduction: a large deviations approach. Zbl 1338.60086
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
22
2015
Escaping from an attractor: Importance sampling and rest points. I. Zbl 1334.65007
Dupuis, Paul; Spiliopoulos, Konstantinos; Zhou, Xiang
13
2015
Variance reduction for irreversible Langevin samplers and diffusion on graphs. Zbl 1347.60015
Rey-Bellet, Luc; Spiliopoulos, Konstantinos
9
2015
Default clustering in large pools: large deviations. Zbl 1397.60063
Spiliopoulos, Konstantinos; Sowers, Richard B.
8
2015
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. Zbl 1334.60166
Spiliopoulos, Konstantinos
5
2015
Quenched large deviations for multiscale diffusion processes in random environments. Zbl 1320.60081
Spiliopoulos, Konstantinos
4
2015
Systemic risk and default clustering for large financial systems. Zbl 1418.91489
Spiliopoulos, Konstantinos
2
2015
Rare event simulation for multiscale diffusions in random environments. Zbl 1344.60068
Spiliopoulos, Konstantinos
2
2015
Fluctuation analysis for the loss from default. Zbl 1333.60035
Spiliopoulos, Konstantinos; Sirignano, Justin A.; Giesecke, Kay
14
2014
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes. Zbl 1291.60050
Spiliopoulos, Konstantinos
4
2014
Filtering the maximum likelihood for multiscale problems. Zbl 1311.93079
Papanicolaou, Andrew; Spiliopoulos, Konstantinos
3
2014
Default clustering in large portfolios: typical events. Zbl 1262.91141
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.
29
2013
Large deviations and importance sampling for systems of slow-fast motion. Zbl 1259.93136
Spiliopoulos, Konstantinos
11
2013
Maximum likelihood estimation for small noise multiscale diffusions. Zbl 1292.62125
Spiliopoulos, Konstantinos; Chronopoulou, Alexandra
7
2013
A powerful force-based approach for the limit analysis of three-dimensional frames. Zbl 1293.74403
Spiliopoulos, Konstantinos V.; Dais, Nikos G.
1
2013
Importance sampling for multiscale diffusions. Zbl 1250.60031
Dupuis, Paul; Spiliopoulos, Konstantinos; Wang, Hui
21
2012
Large deviations for multiscale diffusion via weak convergence methods. Zbl 1247.60034
Dupuis, Paul; Spiliopoulos, Konstantinos
12
2012
A direct method to predict cyclic steady states of elastoplastic structures. Zbl 1253.74020
Spiliopoulos, Konstantinos V.; Panagiotou, Konstantinos D.
8
2012
Recovery rates in investment-grade pools of credit assets: a large deviations analysis. Zbl 1235.60021
Spiliopoulos, Konstantinos; Sowers, Richard B.
6
2011
Wiener process with reflection in non-smooth narrow tubes. Zbl 1195.60111
Spiliopoulos, Konstantinos
3
2009
Reaction-diffusion equations with nonlinear boundary conditions in narrow domains. Zbl 1156.35054
Freidlin, Mark; Spiliopoulos, Konstantinos
2
2008
A note on the Smoluchowski-Kramers approximation for the langevin equation with reflection. Zbl 1144.60039
Spiliopoulos, Konstantinos
3
2007
Designing manufacturing cells: a staged approach and a tabu search algorithm. Zbl 1052.90546
Spiliopoulos, K.; Sofianopoulou, S.
4
2003
A simplified method to predict the steady cyclic stress state of creeping structures. Zbl 1110.74687
Spiliopoulos, K. V.
1
2002
A fully automatic force method for the optimal shakedown design of frames. Zbl 0947.74047
Spiliopoulos, K. V.
1
1999
An optimal tree search method for the manufacturing systems cell formation problem. Zbl 0960.90506
Spiliopoulos, K.; Sofianopoulou, S.
3
1998
Automatic collapse load analysis of regular plane frames using the force method. Zbl 0921.73131
Spiliopoulos, K. V.; Souliotis, P. G.
1
1997
On the automation of the force method in the optimal plastic design of frames. Zbl 0896.73039
Spiliopoulos, Konstantinos V.
1
1997
Large displacement analysis of elasto-plastic frames. Zbl 0631.73062
Kuo, Mo Hsia; Fang, Yu Hou; Spiliopoulos, K. V.
4
1988
all top 5

Cited by 401 Authors

33 Spiliopoulos, Konstantinos V.
8 Pavliotis, Grigorios A.
7 Sirignano, Justin A.
5 Hambly, Ben M.
5 Jentzen, Arnulf
5 Wang, Yongjin
4 Budhiraja, Amarjit S.
4 Duncan, Andrew B.
4 Dupuis, Paul G.
4 Hartmann, Carsten
4 Ottobre, Michela
4 Song, Shiyu
4 Ying, Lexing
3 Bierkens, Joris
3 Bo, Lijun
3 Capponi, Agostino
3 Dai Pra, Paolo
3 E, Weinan
3 Giesecke, Kay
3 Hutzenthaler, Martin
3 Karniadakis, George Em
3 Lelièvre, Tony
3 Lu, Jianfeng
3 Petersen, Philipp Christian
3 Salins, Michael
3 Warin, Xavier
3 Zhang, Wei
2 Arridge, Simon R.
2 Bao, Feng
2 Barré, Julien
2 Beck, Christian
2 Cerrai, Sandra
2 Chen, Haofeng
2 Dobson, Paul W.
2 Fan, Yuwei
2 Fischer, Markus
2 Gailus, Siragan
2 Gomes, Susana N.
2 Hwang, Chii-Ruey
2 Inglis, James D.
2 Kolliopoulos, Nikolaos
2 Krumscheid, Sebastian
2 Kruse, Thomas
2 Lin, Lin
2 Lord, Gabriel James
2 Ma, Chao
2 Maroulas, Vasileios
2 Nüsken, Nikolas
2 Papanicolaou, Andrew
2 Peigney, Michaël
2 Pham, Huyên
2 Planinc, Igor
2 Reisinger, Christoph
2 Saje, Miran
2 SantAnna, Rafael
2 Schütte, Christof
2 Sowers, Richard B.
2 Stoltz, Gabriel
2 Wehr, Jan
2 Wu, Lei
2 Wu, Ruoyu
2 Zabaras, Nicholas J.
2 Zepeda-Núñez, Leonardo
2 Zhou, Xiang
2 Zimmer, Johannes
2 Zouain, Nestor
1 Abdollahzadeh, Hadi
1 Abdulle, Assyr
1 Abreu, Nair Maria Maia de
1 Advani, Madhu S.
1 Agapiou, Sergios
1 Aghaei, A. A.
1 Ahmad, F. Bani
1 Albeverio, Sergio A.
1 Amini, Hamed
1 Andreis, Luisa
1 Ansini, Nadia
1 Apers, Simon
1 Aristoff, David
1 Arkat, Jamal
1 Bacchi, Raphael D. A.
1 Banisch, Ralf
1 Bao, Gang
1 Bardi, Martino
1 Beck, Margaret
1 Becker, Sebastian
1 Bektas, Tolga
1 Benzakour Amine, M.
1 Bernardin, Cédric
1 Biagini, Francesca
1 Birrell, Jeremiah
1 Blanchard, Antoine B.
1 Blanchet, Jose H.
1 Boaventura-Netto, Paulo Oswaldo
1 Bonaschi, Giovanni A.
1 Braides, Andrea
1 Bréhier, Charles-Edouard
1 Bujok, K.
1 Bulgak, Akif Asil
1 Cai, Shengze
...and 301 more Authors
all top 5

Cited in 94 Serials

16 Stochastic Processes and their Applications
9 Computer Methods in Applied Mechanics and Engineering
9 Journal of Computational Physics
9 Journal of Statistical Physics
7 The Annals of Applied Probability
7 Multiscale Modeling & Simulation
6 SIAM Journal on Financial Mathematics
4 Journal of Applied Probability
4 European Journal of Operational Research
4 SIAM Journal on Scientific Computing
4 Chaos
4 Statistics and Computing
4 SIAM/ASA Journal on Uncertainty Quantification
3 Journal of Scientific Computing
3 Journal of Nonlinear Science
3 Electronic Journal of Probability
3 Finance and Stochastics
3 European Journal of Mechanics. A. Solids
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 Research in the Mathematical Sciences
2 Advances in Applied Probability
2 Journal of the Mechanics and Physics of Solids
2 International Journal for Numerical Methods in Engineering
2 Journal of Computational and Applied Mathematics
2 Mathematics of Operations Research
2 SIAM Journal on Control and Optimization
2 Stochastic Analysis and Applications
2 Probability Theory and Related Fields
2 Computational Mechanics
2 Journal of Theoretical Probability
2 SIAM Journal on Mathematical Analysis
2 SIAM Review
2 Applied Mathematical Finance
2 Mathematical Finance
2 Methodology and Computing in Applied Probability
2 Quantitative Finance
2 Journal of Machine Learning Research (JMLR)
2 Stochastics and Dynamics
2 SIAM Journal on Applied Dynamical Systems
2 Analysis and Applications (Singapore)
2 Acta Numerica
2 Science China. Mathematics
2 Annals of Finance
2 SN Partial Differential Equations and Applications
1 Computers and Fluids
1 Communications in Mathematical Physics
1 Journal of Fluid Mechanics
1 Journal of Mathematical Analysis and Applications
1 Nonlinearity
1 Reports on Mathematical Physics
1 Wave Motion
1 Mathematics of Computation
1 The Annals of Probability
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of Functional Analysis
1 Mathematics and Computers in Simulation
1 Operations Research
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 International Journal of Production Research
1 Statistical Science
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 SIAM Journal on Applied Mathematics
1 Computational Statistics and Data Analysis
1 Archive of Applied Mechanics
1 Foundations of Computing and Decision Sciences
1 Journal of Mathematical Imaging and Vision
1 Continuum Mechanics and Thermodynamics
1 NoDEA. Nonlinear Differential Equations and Applications
1 Advances in Computational Mathematics
1 Discrete and Continuous Dynamical Systems
1 ACM Transactions on Modeling and Computer Simulation
1 Mathematical Problems in Engineering
1 Statistical Inference for Stochastic Processes
1 Communications in Nonlinear Science and Numerical Simulation
1 Computational Geosciences
1 Probability in the Engineering and Informational Sciences
1 Annales Henri Poincaré
1 Foundations of Computational Mathematics
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Numerical Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Communications in Applied Mathematics and Computational Science
1 Mathematics and Financial Economics
1 Mathematical Control and Related Fields
1 Statistics & Risk Modeling
1 Stochastic Systems
1 Journal of the Operations Research Society of China
1 Journal of Computational Dynamics

Citations by Year