Publications

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.