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1

Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis

Primbs, James A., Rathinam, Muruhan, Yamada, Yuji

Journal:

Applied Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 445 KB

english, 2007

2

Integral tau methods for stiff stochastic chemical systems

Yang, Yushu, Rathinam, Muruhan, Shen, Jinglai

Journal:

The Journal of Chemical Physics

Year:

2011

Language:

english

File:

PDF, 1.21 MB

english, 2011

3

A New Look at Proper Orthogonal Decomposition

Muruhan Rathinam and Linda R. Petzold

Journal:

SIAM Journal on Numerical Analysis

Year:

2004

Language:

english

File:

PDF, 904 KB

english, 2004

4

Trader Behavior and its Effect on Asset Price Dynamics

Primbs, James A., Rathinam, Muruhan

Journal:

Applied Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 739 KB

english, 2009

5

Irreducibility of a Symmetry Group Implies Isotropy

Alen Alexanderian, Muruhan Rathinam, Rouben Rostamian

Journal:

Journal of Elasticity

Year:

2011

Language:

english

File:

PDF, 571 KB

english, 2011

6

Reversible-equivalent-monomolecular tau: A leaping method for “small number and stiff” stochastic chemical systems

Muruhan Rathinam, Hana El Samad

Journal:

Journal of Computational Physics

Year:

2007

Language:

english

File:

PDF, 413 KB

english, 2007

7

Homogenization, Symmetry, and Periodization in Diffusive Random Media

Alen Alexanderian, Muruhan Rathinam, Rouben Rostamian

Journal:

Acta Mathematica Scientia

Year:

2012

Language:

english

File:

PDF, 422 KB

english, 2012

8

A New Look at Proper Orthogonal Decomposition

Rathinam, Muruhan, Petzold, Linda R.

Journal:

SIAM Journal on Numerical Analysis

Year:

2003

Language:

english

File:

PDF, 592 KB

english, 2003

9

Dynamic Iteration Using Reduced Order Models: A Method for Simulation of Large Scale Modular Systems

Rathinam, Muruhan, Petzold, Linda R.

Journal:

SIAM Journal on Numerical Analysis

Year:

2002

Language:

english

File:

PDF, 320 KB

english, 2002

10

Configuration Flatness of Lagrangian Systems Underactuated by One Control

Rathinam, Muruhan, Murray, Richard M.

Journal:

SIAM Journal on Control and Optimization

Year:

1998

Language:

english

File:

PDF, 776 KB

english, 1998

11

Uniform Convergence of Interlaced Euler Method for Stiff Stochastic Differential Equations

Cipcigan, Ioana, Rathinam, Muruhan

Journal:

Multiscale Modeling and Simulation

Year:

2011

Language:

english

File:

PDF, 1.31 MB

english, 2011

12

Stiffness in stochastic chemically reacting systems: The implicit tau-leaping method

Rathinam, Muruhan, Petzold, Linda R., Cao, Yang, Gillespie, Daniel T.

Journal:

The Journal of Chemical Physics

Year:

2003

Language:

english

File:

PDF, 479 KB

english, 2003

13

Preconditioned Bayesian Regression for Stochastic Chemical Kinetics

Alen Alexanderian, Francesco Rizzi, Muruhan Rathinam…

Journal:

Journal of Scientific Computing

Year:

2014

Language:

english

File:

PDF, 6.49 MB

english, 2014

14

The numerical stability of leaping methods for stochastic simulation of chemically reacting systems

Cao, Yang, Petzold, Linda R., Rathinam, Muruhan, Gillespie, Daniel T.

Journal:

The Journal of Chemical Physics

Year:

2004

Language:

english

File:

PDF, 402 KB

english, 2004

15

Tau leaping of stiff stochastic chemical systems via local central limit approximation

Yang, Yushu, Rathinam, Muruhan

Journal:

Journal of Computational Physics

Year:

2013

Language:

english

File:

PDF, 899 KB

english, 2013

16

Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems

Rathinam, Muruhan, Petzold, Linda R., Cao, Yang, Gillespie, Daniel T.

Journal:

Multiscale Modeling and Simulation

Year:

2005

Language:

english

File:

PDF, 283 KB

english, 2005

17

Dynamic Iteration Using Reduced Order Models: A Method for Simulation of Large Scale Modular Systems

Muruhan Rathinam and Linda R. Petzold

Journal:

SIAM Journal on Numerical Analysis

Year:

2003

Language:

english

File:

PDF, 686 KB

english, 2003

18

Moment growth bounds on continuous time Markov processes on non-negative integer lattices

Rathinam, Muruhan

Journal:

Quarterly of Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 242 KB

english, 2015

19

A pathwise derivative approach to the computation of parameter sensitivities in discrete stochastic chemical systems

Sheppard, Patrick W., Rathinam, Muruhan, Khammash, Mustafa

Journal:

The Journal of Chemical Physics

Year:

2012

Language:

english

File:

PDF, 678 KB

english, 2012

20

[ACM Press the 2009 ACM symposium - Honolulu, Hawaii (2009.03.08-2008.03.12)] Proceedings of the 2009 ACM symposium on Applied Computing - SAC '09 - Interlaced Euler scheme for stiff systems of stochastic differential equations

Cipcigan, Ioana, Rathinam, Muruhan

Year:

2009

Language:

english

File:

PDF, 467 KB

english, 2009

21

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks

Rathinam, Muruhan, Sheppard, Patrick W., Khammash, Mustafa

Journal:

The Journal of Chemical Physics

Year:

2010

Language:

english

File:

PDF, 729 KB

english, 2010

22

Experimental and Theoretical Approaches to the Study of Probe Diffusion in Macromolecular Solutions

Donovan, Preston, Chehreghanianzabi, Yasaman, Rathinam, Muruhan, Zustiak, Silviya

Journal:

Biophysical Journal

Year:

2015

Language:

english

File:

PDF, 41 KB

english, 2015

23

Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices

Rathinam, Muruhan

Journal:

SIAM Journal on Numerical Analysis

Year:

2016

Language:

english

File:

PDF, 281 KB

english, 2016

24

A Test for Differential Flatness by Reduction to Single Input Systems

Rathinam, Muruhan, Sluis, Willem M.

Journal:

IFAC Proceedings Volumes

Year:

1996

Language:

english

File:

PDF, 402 KB

english, 1996

25

Stochastic Dynamics of Eukaryotic Flagellar Growth

Rathinam, Muruhan, Sverchkov, Yuriy

Journal:

Bulletin of Mathematical Biology

Year:

2018

Language:

english

File:

PDF, 812 KB

english, 2018

26

Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations

Gupta, Ankit, Rathinam, Muruhan, Khammash, Mustafa

Journal:

SIAM Journal on Numerical Analysis

Year:

2018

Language:

english

File:

PDF, 932 KB

english, 2018

27

Convergence, Stability, and Robustness of Multidimensional Opinion Dynamics in Continuous Time

Stamoulas, Serap Tay, Rathinam, Muruhan

Journal:

SIAM Journal on Control and Optimization

Year:

2018

Language:

english

File:

PDF, 628 KB

english, 2018

28

Homogenization Theory for the Prediction of Obstructed Solute Diffusivity in Macromolecular Solutions

Donovan, Preston, Chehreghanianzabi, Yasaman, Rathinam, Muruhan, Zustiak, Silviya Petrova, McCue, Scott W

Journal:

Year:

2016

Language:

english

File:

PDF, 3.19 MB

english, 2016

29

Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics

Wang, Ting, Rathinam, Muruhan

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2016

Language:

english

File:

PDF, 561 KB

english, 2016

30

Predicting Drug Release From Degradable Hydrogels Using Fluorescence Correlation Spectroscopy and Mathematical Modeling

Sheth, Saahil, Barnard, Emily, Hyatt, Ben, Rathinam, Muruhan, Zustiak, Silviya Petrova

Journal:

Frontiers in Bioengineering and Biotechnology

Year:

2019

File:

PDF, 2.63 MB

2019

31

Homogenization of a Random Walk on a Graph in $\mathbb R^d$: An Approach to Predict Macroscale Diffusivity in Media with Finescale Obstructions and Interactions

Donovan, Preston, Rathinam, Muruhan

Journal:

Multiscale Modeling and Simulation

Year:

2020

File:

PDF, 611 KB

2020