Rene Carmona	OPERATIONS RESEARCH & FINANCIAL ENGINEERING       PACM      PRINCETON UNIVERSITY
	RESEARCH INTERESTS This animation illustrates the extreme complexity of the transport properties of random flows. These simulations led to challenging matematical conjectures, several of them still remaining unsolved. More on that in the "Talks" and "Animations" under the header "Stochastic PDE's".
MAIN PAGE EDUCATION & POSITIONS TEACHING RESEARCH PUBLICATIONS DOWNLOAD LINKS	Stochastic Processes Stochastic Analysis, Large Time Asymptotics of Stochastic Processes Preprints Seminars Stochastic PDEs Random Media and Disordered Systems. Stochastic Flows, Numerical Simulations and Physical Oceanography. Preprints Programs Talk Slides Animations Signal Analysis Time Frequency Transforms (Wavelet & Gabor): Speech Processing, Underwater Acoustic, .... Preprints Programs Seminars Book Image Analysis Statistical Analysis of Medical Imagery, PDE and Global Optimization Approaches to Image Enhancement Preprints Programs Financial Engineering: Statistical analysis of high frequency data. Pricing in incomplete markets: stochastic volatility, risky bonds, .... Weather derivatives (cat options,heating degree days options, ...) Preprints Applets Seminars
	This animation gives an example of the enhancement of a sidescan sonar image of the sea bottom: the original image (which is shown first) is centered around a mine; the successive images show the central path of the interior point algorithm used to solve an optimization problem whose solution is the last image; the latter shows clearly the mine and its "shadow".
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