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## Spiliopoulos, Konstantinos V.

Compute Distance To:
 Author ID: spiliopoulos.konstantinos-v Published as: Spiliopoulos, K.; Spiliopoulos, K. V.; Spiliopoulos, Konstantinos; Spiliopoulos, Konstantinos V.
 Documents Indexed: 66 Publications since 1987
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#### Co-Authors

 15 single-authored 7 Sirignano, Justin A. 5 Sofianopoulou, Stella 4 Sowers, Richard B. 3 Giesecke, Kay 3 Rey-Bellet, Luc 3 Salins, Michael 2 Beck, Margaret 2 Chronopoulou, Alexandra 2 Cooper, Eric W. 2 Dupuis, Paul 2 Gailus, Siragan 2 Hu, Wenqing 2 Kotsovos, M. D. 2 Morse, Matthew R. 2 Papanicolaou, Andrew 2 Robertson, Scott 1 Almada, Sergio Angel 1 Anthropelos, Michail 1 Chan, A. S. L. 1 Dais, Nikos G. 1 Dupuis, Paul G. 1 Fang, Fei 1 Fang, Yu Hou 1 Freidlin, Mark I. 1 Jacquier, Antoine 1 Kuo, Mo Hsiao 1 Lord, Gabriel James 1 Lu, Jianfeng 1 Ottobre, Michela 1 Panagiotou, Konstantinos D. 1 Pillai, Natesh S. 1 Souliotis, P. G. 1 Sun, Yiwei 1 Wang, Hui 1 Yang, Jia 1 Zhou, Xiang
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#### Serials

 6 Multiscale Modeling & Simulation 5 Stochastic Processes and their Applications 3 Computer Methods in Applied Mechanics and Engineering 3 Computers and Structures 3 Asymptotic Analysis 3 The Annals of Applied Probability 3 Electronic Journal of Probability 3 Mathematical Finance 3 Stochastics and Dynamics 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Nonlinearity 2 International Journal of Production Research 2 Computational Mechanics 2 European Journal of Operational Research 2 SIAM Journal on Financial Mathematics 2 SIAM/ASA Journal on Uncertainty Quantification 1 Journal of Applied Mechanics 1 Journal of Computational Physics 1 Journal of Statistical Physics 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Theoretical Probability 1 SIAM Journal on Applied Mathematics 1 Archive of Applied Mechanics 1 Journal of Nonlinear Science 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Statistics & Risk Modeling 1 Stochastic Systems
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#### Fields

 40 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 12 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Mechanics of deformable solids (74-XX) 6 Partial differential equations (35-XX) 6 Operations research, mathematical programming (90-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Fluid mechanics (76-XX) 3 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)

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

#### Cited in 28 Fields

 112 Probability theory and stochastic processes (60-XX) 71 Numerical analysis (65-XX) 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Partial differential equations (35-XX) 30 Computer science (68-XX) 28 Statistics (62-XX) 25 Statistical mechanics, structure of matter (82-XX) 19 Mechanics of deformable solids (74-XX) 17 Operations research, mathematical programming (90-XX) 11 Biology and other natural sciences (92-XX) 9 Systems theory; control (93-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Fluid mechanics (76-XX) 4 Ordinary differential equations (34-XX) 4 Operator theory (47-XX) 4 Mechanics of particles and systems (70-XX) 3 Combinatorics (05-XX) 3 Approximations and expansions (41-XX) 2 History and biography (01-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Integral equations (45-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX)