33 citations · 74 across the 5 of their papers we have counts for
5 papers
Probability tree algorithm for general diffusion processes
L. Ingber, C. Chen, R. P. Mondescu +2
Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of prob…
Optimization of Trading Physics Models of Markets
Lester Ingber, Radu Paul Mondescu
We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived fr…
Brownian Motion and Polymer Statistics on Certain Curved Manifolds
Radu P. Mondescu, M. Muthukumar
We have calculated the probability distribution function G(R,L|R',0) of the end-to-end vector R-R' and the mean-square end-to-end distance (R-R')^2 of a Gaussian polymer chain embe…
Dynamics of Diblock Copolymers in Dilute Solutions
Radu P. Mondescu, M. Muthukumar
We consider the dynamics of freely translating and rotating diblock (A-B), Gaussian copolymers, in dilute solutions. Using the multiple scattering technique, we have computed the d…
Dynamics of a Suspension of Spheres and Rigid Polymers: Effect of Geometrical Mismatch
Radu P. Mondescu, M. Muthukumar
An effective medium approach together with a multiple scattering formalism is considered to study the steady-state dynamics of suspensions of spheres and rigid stiff polymer chains…