George Papanicolaou

In the past I have been interested in waves and diffusion in inhomogeneous or random media and in the mathematical analysis of multi-scale phenomena that arise in their study. Applications come from electromagnetic wave propagation in the atmosphere, underwater sound, waves in the lithosphere, diffusion in porous media, etc. I have studied both linear and nonlinear waves and diffusion, in both direct and inverse problems. I am now working on assessing multi-pathing effects in communication systems, especially when time reversal arrays are used. Another recent interest is financial mathematics, the use of asymptotics for stochastic equations in analyzing complex models of financial markets and in data analysis.