Artificial Viscosity Joint Spacetime Multigrid Method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck System Arising from Mean-Field Games
Yangang Chen and Justin W.L. Wan.
Journal of Scientific Computing, vol 88, issue 1, 2021.
Deep Neural Network Framework based on Backward Stochastic Differential Equations for Pricing and Hedging American Option in High Dimensions
Yangeng Chen and Justin W.L. Wan.
Quantitative Finance, pp45--67, vol 21, 2020.
Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions
Junyu Lai, Yangang Chen, Yu Gu, Christopher Batty, and Justin W.L. Wan.
Eurographics 2020, Computer Graphics Forum, pp23--33, vol 39, number 2, 2020.
Metal Artifacts Reduction in CT Scans using Convolutional Neural Network with Ground Truth Elimination
Qi Mai and Justin W.L. Wan.
Proceedings of the International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC20, Montreal, Canada, July 20--24, 2020.
Metal Artifacts Reduction in Computed Tomography by Fourier Coefficient Correction using Convolutional Neural Network
Qi Mai and Justin W.L. Wan.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing, Houston, USA, February 15--20, 2020.
Multigrid methods for Convergent Mixed Finite Difference Scheme for Monge-Ampere Equation
Yangang Chen and Justin W.L. Wan.
Computing and Visualization in Science, pp27-41, vol 22, 2019.
Multigrid Method for Pricing European Options under the CGMY Process
Justin W.L. Wan.
AIMS Mathematics, pp1745--1767, vol 4, issue 6, 2019.
Numerical Methods for Two Person Games arising from Transboundary Pollution with Emission Permit Trading
Junyu Lai, Justin W.L. Wan, Shuhua Zhang.
Applied Mathematics and Computation, pp11--31, vol 350, 2019.
Monotone Mixed Finite Difference Scheme for Monge-Ampere Equation
Yangang Chen and Justin W.L. Wan.
Journal of Scientific Computing, pp1839-1867, vol 76, issue 3, 2018.
Numerical Method for Image Registration Model based on Optimal Mass Transport
Yangang Chen and Justin W.L. Wan.
Inverse Problems and Imaging, pp401--432, vol 12, issue 2, 2018.
Automated Segmentation of Cellular Images using an Effective Region Force
Khadeejah Mohiuddin and Justin W.L. Wan.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing, Houston, USA, February 10--15, 2018.
Image Restoration of Medical Images with Streaking Artifacts by Euler's Elastica Inpainting
Xiaochen Zhang and Justin W.L. Wan.
Proceedings of IEEE International Symposium on Biomedical Imaging, Melbourne, Australia, April 18--21, 2017.
Numerical Methods for Dynamic Bertrand Oligopoly and American Options under Regime Switching
Swathi Amarala, Justin W.L. Wan.
Quantitative Finance, pp1741--1762, 2016.
Cellular Image Segmentation using N-agent Cooperative Game Theory
Ian Dimock, Justin W.L. Wan.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing, Orlando, USA, February 27 - March 3, 2016.
GPU Option Pricing
Simon Suo, Ruiming Zhu, Ryan Attridge, Justin W.L. Wan.
Proceedings of the Eighth Workshop on High Performance Computational Finance, Supercomputing 15, Austin, USA, November 20, 2015.
Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Solving Obstacle Problems
Chunxiao Wu, Justin W.L. Wan.
Numerical Mathematics: Theory, Methods and Applications, vol 8, issue 2, pp199--219, 2015.
Stability of Differentially Heated Flow from a Rotating Sphere
Serge D'Alessio, Nat Leung, Justin W.L. Wan.
Journal of Computational and Applied Mathematics, 15 pages, 2015.
Bright-field Cell Image Segmentation by Principal Component Pursuit with an Ncut Penalization
Yuehuan Chen, Justin W.L. Wan.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing, Orlando, USA, February 21-26, 2015.
Differentially Heated Flow from a Rotating Sphere
Nat Leung, Serge D'Alessio, Justin W.L. Wan.
Advances in Fluid Mechanics X. Proceedings of the 10th International
Conference on Advances in Fluid Mechanics, A Coruna, Spain, July 1-3,
2014.
Multigrid Methods for Second Order Hamilton-Jacobi-Bellman and
Hamilton-Jacobi-Bellman-Isaacs Equations
Dong Han, Justin W.L. Wan.
SIAM J. Sci. Comput., vol 35, no. 5, pp323--344, 2013.
A Continuous Model for Reducing Interpolation Artifacts in Mutual
Information based Rigid Image Registration
Lin Xu, Justin W.L. Wan, Tiantian Bian.
IEEE Transactions on Image Processing, vol 22, no. 8, pp2995--3007, 2013.
Multigrid Methods for Systems of Hyperbolic Conservation Laws
Swathi Amarala, Justin W.L. Wan.
SIAM Journal on Multiscale Modeling and Simulation, vol 11, no. 2, pp586--614,
2013.
Low-bias Simulation Scheme for the Heston Model by Inverse Gaussian
Approximation
Stephen Tse, Justin W.L. Wan.
Quantitative Finance, vol 13, no. 6, pp919--937, 2013.
Finding Off-diagonal Entries of the Inverse of a Large Sparse Matrix
Shawn Eastwood, Justin W.L. Wan.
Numerical Linear Algebra with Applications, vol 20, no. 1, pp74--92, 2013.
Reconstruction of Missing Cells by a Killing Energy Minimizing Nonrigid
Image Registration
Ken Chan, Justin W.L. Wan.
Proceedings of the 35th Annual International Conference of the
IEEE Engineering in Medicine and Biology Society, EMBC13, Osaka, Japan,
July 3 - 7, 2013.
Stress Free Flow over a Differentially Heated Rotating Sphere
Nat Leung, Serge D'Alession, Justin W.L. Wan.
Proceedings of the 24th Canadian Congress of Applied Mechanics (CANCAM),
Saskatoon, Canada, June 2-6, 2013.
A Multiscale Graph Cut Approach to Bright-field Multiple Cell Image
Segmentation using a Bhattacharya Measure
Soo-Min Kang, Justin W.L. Wan
Proceedings of SPIE Symposium on Medical Imaging: Image Processing,
Orlando, USA, February 9-14, 2013.
Reconstruction of Missing Cells in Fluorescent Microscopy
Nat Leung, Justin W.L. Wan
Proceedings of the 34th Annual International Conference of the
IEEE Engineering in Medicine and Biology Society, EMBC12, San Diego,
USA, August 28 - September 1, 2012.
Reconstruction of Incomplete Cell Paths through a 3D-2D Level Set Segmentation
Maia Hariri, Justin W.L. Wan.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing,
San Diego, USA, February 4-9, 2012.
An Inviscid Model for Nonrigid Image Registration
Zhao Yi, Justin W.L. Wan.
Journal of Inverse Problems and Imaging, vol 5, no. 1, pp263--284, 2011.
Conjugate Gradient Methods in Option Pricing
Justin W.L. Wan.
The Encyclopedia of Quantitative Finance, Editor R. Cont, vol 1, no. 1,
pp324--327, John Wiley, 2010.
A Spectral K-Means Approach to Bright-field Cell Image Segmentation
Laura Bradbury, Justin W.L. Wan.
Proceedings of the 32nd Annual International Conference of the
IEEE Engineering in Medicine and Biology Society, EMBC10, Buenos Aires,
Argentina, August 31 - September 4, 2010.
A Combined Watershed and Level Set Method for Segmentation of Brightfield
Cell Images
Shutong Tse, Laura Bradbury, Justin W.L. Wan, Haig Djambazian,
Robert Sladek, Thomas Hudson.
Proceedings of SPIE Symposium on Medical Imaging: Image Processing,
Orlando, USA, February 7-12, 2009.
Monotonicity Preserving Multigrid Time Stepping Schemes for Conservation
Laws
Justin W.L. Wan, Antony Jameson.
Computing and Visualization in Science, vol 11, no. 1, pp41--58, 2008.
Real-Time Intensity-Based Rigid 2D-3D Medical Image Registration Using
RapidMind Multi-Core Development Platform
Lin Xu, Justin W.L. Wan.
Proceedings of the 30th Annual International Conference of the
IEEE Engineering in Medicine and Biology Society, EMBC08, Vancouver,
August 20-24, 2008.
Simulating Mechanism of Brain Injury During Closed Head Impact
Omar Halabieh, Justin W.L. Wan.
Proceedings of the 4th International Symposium, ISBMS, London, UK, July.
Biomedical Simulation, Lecture Notes in Computer Science, vol 5104,
pp107--118, 2008.
Robust Numerical Valuation of European and American Options under the
CGMY Process
Iris R. Wang, Justin W.L. Wan, Peter A. Forsyth.
Journal of Computational Finance, vol 10, pp31--69, 2007.
Monotonicity Preserving Multigrid Time Stepping Schemes for Conservation
Laws
Justin W.L. Wan, Antony Jameson.
Computing and Visualization in Science, vol 11, pp41--58, 2007.
Graph-Based Crack Formation Algorithms for Rigid Body Explosions
Jessica Socha, Justin W.L. Wan.
Proceedings of the 19th Annual Conference on Computer Animation and
Social Agents (CASA2006), Geneva, Switzerland, July 6-7, 2006.
Kernel Preserving Multigrid Methods for Convection-Diffusion Equations
Randolph E. Bank, Justin W.L. Wan, Zhenpeng Qu.
SIAM J. Matrix Anal. Appl., vol 27, pp1150--1171, 2006.
A Parallel Quasi-Monte Carlo Approach to Pricing Multidimensional American
Options
Justin W.L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken S. Tan.
International Journal of High Performance Computing and Networking,
2005.
Physically-Based Simulation of Tornadoes
Justin W.L. Wan, Xiangyang Ding.
Proceedings of the Second International Conference on Virtual Reality
Interaction and Physical Simulation, ISTI-CNR Pisa, Italy, November,
pp40--49, 2005.
Simulating the Dynamics of Auroral Phenomena
Gladimir Baranoski, Justin W.L. Wan, Jon Rokne, Ian Bell.
ACM Transactions on Graphics, vol 24, pp37--59, 2005.
A Boundary Condition Capturing Multigrid Method for Complex Interface Problems
Justin W.L. Wan, Xudong Liu.
SIAM J. Sci. Comput., vol 25, pp1982--2003, 2004.
Physically-Based Simulation of Plant Leaf Growth
Iris R. Wang, Justin W.L. Wan, Gladimir Baranoski.
Computer Animation and Virtual Worlds, vol 15, pp237--244, 2004.
Analysis and Numerics for a Parabolic Equation with Impulsive Forcing
Adrian T. Hill, Justin W.L. Wan.
Applied Numerical Mathematics, vol 50, pp445--474, 2004.
A Parallel Quasi-Monte Carlo Approach to Pricing American Options
Justin W.L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken S. Tan.
Proceedings of the 18th Annual International Symposium on High Performance
Computing Systems and Applications, Winnipeg, Manitoba, May 16-19,
pp27--35, 2004.
Phase Error Analysis of Multigrid Methods for Hyperbolic Equations
Justin W.L. Wan, Tony F. Chan.
SIAM J. Sci. Comput., vol 25, pp857--880, 2003.
Wave Propagation Analysis of Multigrid Methods for Convection Dominated
Problems
Justin W.L. Wan, Tony F. Chan.
Proceedings of the Fourteenth International Conference of Domain
Decomposition Methods, 2002.
Algorithms for Particle-Field Simulations with Collisions
Hersir Sigurgeirsson, Andrew Stuart, Justin W.L. Wan.
J. Comput. Phys., vol 172, pp766--807, 2001.
An Energy-Minimizing Interpolation for Robust Multigrid Methods
Justin W.L. Wan, Tony F. Chan, Barry Smith.
SIAM J. Sci. Comput., vol 21, pp1632--1649, 2000.
Sparse Approximate Inverse Smoother for Multigrid
Wei-Pai Tang, Justin W.L. Wan.
SIAM J. Matrix. Anal. Appl., vol 21, pp1236--1252, 2000.
Interface Preserving Coarsening for Elliptic Problems with Highly
Discontinuous Coefficients
Justin W.L. Wan.
Numer. Lin. Alg. Appl., vol 7, pp727--741, 2000.
Robust Multigrid Methods for Nonsmooth Coefficient Elliptic Linear Systems
Tony F. Chan, Justin W.L. Wan.
Special issues of J. Comput. Appl. Math., vol 123, pp323--352, 2000,
on Numerical Analysis in the 20th Century.
Parallel Smoothers Using Sparse Approximate Inverse
Wei-Pai Tang, Justin W.L. Wan.
Proceedings of the Ninth SIAM Conference on Parallel Processing for
Scientific Computing, San Antonio, USA, March 22--24, 1999.
Variational PDE Models and Methods for Image Processing
Peter Blomgren, Tony F. Chan, Pep Mulet, Luminita Vese, Justin W.L. Wan.
Numerical Analysis 1999. Proceedings, 18th Biennial Conference on
Numerical Analysis, University of Dundee, Scotland, UK, June 29--July 2,
1999.
Multigrid for Differential-Convolution Problems Arising from Image Processing
Raymond Chan, Tony F. Chan, Justin W.L. Wan.
Proceedings of the Workshop on Scientific Computing, March 10-12,
Hong Kong, Springer-Verlag, 1997.
Wavelet Sparse Approximate Inverse Preconditioning
Tony F. Chan, Wei-Pai Tang, Justin W.L. Wan.
BIT, vol 37, pp644--660, 1997.
Analysis of Projection Methods for Solving Linear Systems with
Multiple Right-hand Sides
Tony F. Chan, Justin W.L. Wan.
SIAM J. Sci. Comput., vol 18, pp1698--1721, 1997.