Analysis Research Group
- Djafari-Rouhani, Behzad
- Associate Professor
- Bell Hall 327
- 915-747-6767
- behzad@utep.edu
- Faculty profile
- Research Field: Analysis, Functional Analysis and Nonlinear Functional Analysis.
- Khamsi, Mohamed Amine
- Professor
- Bell Hall 328
- 915-747-6763
- mohamed@utep.edu
- Faculty profile
- Personal webpage
- Research Field: Functional Analysis.
- Knaust, Helmut
- Associate Professor
- Bell Hall 219
- 915-747-7002
- hknaust@utep.edu
- Faculty profile
- Personal webpage
- Research Field: Functional Analysis.
- Mariani, Maria Christina
- Professor, Department Chair
- Bell Hall 120
- 915-747-6861
- mcmariani@utep.edu
- Faculty profile
- Personal webpage
- Research Field: Nonlinear Partial Differential Equations, Mathematical Finance, Mathematical Physics.
- Mendez, Osvaldo
- Associate Professor
- Bell Hall 217
- 915-747-6862
- osmendez@utep.edu
- Faculty profile
- Personal webpage
- Research Field: Functional Analysis, Harmonic Analysis.
Recent Publications
- M.C. Mariani, et al. Study of Memory Effects in International Market Indices. Physica A 389 (2010) 1653-1664.
- M.C. Mariani, et al. Solutions to Integro-Differential Systems arising in Hydrodynamic models for charged transport in semiconductors. Nonlinear Analysis Series B: Real World Applications, Vol. 11, 5, (2010) 3912-3922.
- I. Florescu and M.C. Mariani. Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market. Electronic Journal of Differential Equations, Vol. 2010(2010), No. 62, pp. 1-10.
- M.C. Mariani and I. SenGupta. Nonlinear problems modeling stochastic volatility and transaction costs. To appear in Quantitative Finance, 2011.
- M.C. Mariani and I. SenGupta. Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy Market. To appear in Nonlinear Analysis Series B: Real World Applications, 2011.
- M.C. Mariani, M. Salas and I. SenGupta. Solutions to a Gradient-Dependent Integro-Differential Parabolic Problem Arising in the Pricing of Financial Options in a Levy Market. To appear in Journal of Mathematical Analysis and Applications.
- M. C. Mariani, P. Bezdek, L. Serpa, I. Florescu. Ising type models applied to Geophysics and high frequency market data. To appear in Physica A.
- I. Florescu, M.C. Mariani, G. Sewell. Numerical Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market. To appear in Quantitative Finance.
- G. Chen, I. SenGupta, W. Jiang and M.C. Mariani. Concentration Problems in Communication Theory Over Disjoint Frequency Intervals and Numerical Solutions. To appear in Journal of Fourier Analysis and Applications.
- M.C. Mariani, I. SenGupta and P. Bezdek. Numerical Solutions for Option Pricing Models Including Transaction Costs and Stochastic Volatility. To appear in Acta Applicandae Mathematicae.
- B. Djafari Rouhani and H. Khatibzadeh, Asymptotic behavior of bounded solutions to some second order evolution systems, Rocky Mountain Journal of Mathematics, Vol. 40, no. 4, 2010, pages 1289-1311
- B. Jadamba, B. Djafari Rouhani, A. A. Khan and F. Raciti, Generalized solutions of multi-valued monotone quasi-variational inequalities, in Springer Optimization and its Applications, Vol. 39, 2010, pages 227-240
- B. Djafari Rouhani and H. Khatibzadeh, Asymptotic behavior of bounded solutions to a class of second order nonhomogeneous difference equations of monotone type, Nonlinear Anal. 72 (2010), 1570-1579.
- N. C. Apreutesei and B. Djafari Rouhani, Elliptic regularization for the semi-linear telegraph system, Nonlinear Anal. 72 (2010), 3049-3061.
- B. Djafari Rouhani and S. Moradi, Common fixed point of multivalued generalized phi-weak contractive mappings, Fixed Point Theory Appl. 2010, Art. ID 708984, 13 pp.
- Behzad Djafari Rouhani and Hadi Khatibzadeh. Asymptotic behavior of bounded solutions to some second order evolution systems. Rocky Mountain J. Math., in press.
- B. Djafari Rouhani and H. Khatibzadeh. A strong convergence theorem for solutions to a nonhomogeneous second order evolution equation. J. Math. Anal. Appl., 363:648654, 2010.
- M.A. Khamsi. Remarks on caristis fixed point theorem. Nonlinear Analysis TMA, 71:227231, 2009.
- N. Hussain and M.A. Khamsi. On asymptotic pointwise contractions in metric spaces. Nonlinear Analysis TMA, 71:44234429, 2009.
- A.G. Aksoy and M.A. Khamsi. A Problem Book in Real Analysis. Springer-Verlag, 2009.
- Michael Eydenberg and Maria Cristina Mariani. Distribution-valued weak solutions to a parabolic problem arising in financial mathematics. Electron. J. Differential Equations, pages No. 91, 17, 2009.
- M. C. Mariani, J. D. Libbin, K. J. Martin, E. Ncheuguim, M. P. Beccar Varela, V. Kumar Mani, C. A. Erickson, and D. J. Valles-Rosales. Levy models and long correlations applied to the study of exchange traded funds. Int. J. Comput. Math., 86(6):10401053, 2009.
- Behzad Djafari Rouhani and Hadi Khatibzadeh. Asymptotic behavior of bounded solutions to a class of second order nonhomogeneous evolution equations. Nonlinear Anal., 70(12):43694376, 2009.
- Behzad Djafari Rouhani and Hadi Khatibzadeh. Asymptotic behavior of bounded solutions to a nonhomogeneous second order evolution equation of monotone type. Nonlinear Anal., 71:e147e152, 2009.
- M.A. Khamsi. Quasi-contraction mappings in modular spaces without the δ2-condition. Linear and Multilinear Algebra, 2008, 2008.
- J. Alvarez and M. C. Mariani. Extensions of the Nemytsky operator: distributional solutions of nonlinear problems. J. Math. Anal. Appl., 338(1):588598, 2008.
- Pablo Amster and María Cristina Mariani. Some results on the forced pendulum equation. Nonlinear Anal., 68(7):18741880, 2008.
- Osvaldo Mendez, Liviu Horia Popescu, and Emil Daniel Schwab. Inner separation structures for topological spaces. Balkan J. Geom. Appl., 13(2):5965, 2008.
- Osvaldo Méndez and Liviu Horia Popescu. On admissible perturbations for exponential dichotomy. J. Math. Anal. Appl., 337(1):425430, 2008.
- B. Djafari Rouhani and H. Khatibzadeh. On the proximal point algorithm. J. Optim. Theory Appl., 137(2):411417, 2008.
- B. Djafari Rouhani, Akhtar A. Khan, and Fabio Raciti. Penalization and regularization for multivalued pseudo-monotone variational inequalities with Mosco approximation on constraint sets. J. Global Optim., 40(1-3):147153, 2008.
- Behzad Djafari Rouhani and Hadi Khatibzadeh. A note on the asymptotic behavior of solutions to a second order difference equation. J. Difference Equ. Appl., 14(4):429432, 2008.