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Chiara GUARDASONI

ASSOCIATE PROFESSOR IN NUMERICAL ANALYSIS
Department of
Mathematical Physical and Computer Sciences
University of Parma
Address:

Parco Area delle Scienze 53/A

43124 Parma

Italy

 

Email:

chiara.guardasoni@unipr.it 

 

Office:

(+39) 0521 906956

Fax:
(+39) 0521 906950

SHORT CURRICULUM
 
RESEARCH TOPICS

NUMERICAL RESOLUTION of

HYPERBOLIC TRANSIENT WAVE EQUATION

by BOUNDARY ELEMENT METHOD

  • energetic formulation

  • numerical integration schemes

  • coupling of approximation techniques

  • fast techniques for construction and resolution of BEM linear systems

NUMERICAL METHODS for

EXTENDED KINETIC THEORY

NUMERICAL METHODS for

QUANTITATIVE FINANCE

BOUNDARY ELEMENT METHOD applied to HELMHOLTZ WAVE PROBLEMS

 
 
PAPERS in JOURNALS or BOOKS
  1. C.Guardasoni, M.Rodrigo, S.Sanfelici: Barrier option pricing exploiting Mellin transform, submitted to Journal of Mathematical Analysis and Applications.

  2. A.Aimi, L. Diazzi, C.Guardasoni: Numerical Pricing of Geometric Asian Options with Barriers, submitted to Mathematical Methods in the Applied Sciences.

  3. A.Aimi, M.Diligenti, C.Guardasoni: Platonic Solids, Restrictions Matrices and Space-Time Energetic Galerkin BEM, submitted to Journal of Computational and Applied Mathematics.

  4. C.Guardasoni: Semi-Analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab codes), accepted for publications in Communications in Applied and Industrial Mathematics.

  5. A.Aimi, C.Guardasoni: Collocation Boundary Element Method for the pricing of Geometric Asian Options, accepted for publication in Engineering Analysis with Boundary Elements.

  6. A.Aimi, M.Diligenti, C.Guardasoni: Energetic BEM for the numerical analysis of 2D Dirichlet damped wave propagation exterior problems, Communications in Applied and Industrial Mathematics, 8 (1), pp.103-127, (2017).

  7. A.Aimi, M.Diligenti, C.Guardasoni: Energetic BEM-FEM coupling for the numerical solution of the damped wave equation, Advances in Computational Mathematics, 43, pp.627-651, (2017).

  8. A.Aimi, M.Diligenti, C.Guardasoni: Comparison between numerical methods applied to damped wave equation, Journal of Integral Equations and Applications, 29 (1), pp. 5-40, (2017).

  9. C. Guardasoni, S. Sanfelici: A Boundary Element approach to barrier option pricing in Black-Scholes framework, International Journal of Computer Mathematics, 93 (4), pp.696-722, (2016).

  10. C. Guardasoni, S. Sanfelici: Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps, SIAM J. Appl. Math, 76 (1), pp.27-57, (2016).

  11. A. Aimi, L. Desiderio, M. Diligenti, C. Guardasoni: A numerical study of energetic BEM-FEM applied to wave propagation in 2D multidomains, Publications de l’Institut Mathématique, 96 (110), pp.5-22, (2014).

  12. A. Aimi, M. Diligenti, A. Frangi, C. Guardasoni: Energetic BEM-FEM coupling for wave propagation in 3D multidomains, Internat. J. Numer. Methods Engrg., 97, pp.377-394, (2014).

  13. A. Aimi, M. Diligenti, A. Frangi, C. Guardasoni: Neumann exterior wave propagation problems: computational aspects of 3D energetic Galerkin BEM, Comput. Mech., 51, pp. 475-493, (2013).

  14. A.Aimi, M.Diligenti, C.Guardasoni, S. Panizzi: Energetic BEM-FEM coupling for wave propagation in layered media, Communications in Applied and Industrial Mathematics, (2012).

  15. A. Aimi, M. Diligenti, A. Frangi, C. Guardasoni: A stable 3D energetic Galerkin BEM approach for wave propagation interior problems, Engineering Analysis with Boundary Elements, 36, pp. 1756-1765, (2012).

  16. A. Aimi, M. Diligenti, C. Guardasoni: Restriction matrices in space-time energetic BEM, Engineering Analysis with Boundary Elements, 36, pp. 1256-1271, (2012).

  17. A. Aimi, S. Gazzola, C. Guardasoni: Energetic boundary element method analysis of wave propagation in 2D multilayered media, Math. Methods Appl. Sci., 35, pp. 1140-1160, (2012).

  18. A. Aimi, S. Gazzola, C. Guardasoni: Energetic BEM for domain decomposition in 2D wave propagation problems, Communications in Applied and Industrial Mathematics, 2 (1), pp.1-22, (2011)

  19. A. Aimi, M. Diligenti, C. Guardasoni: Numerical integration schemes for applications of energetic Galerkin BEM to wave propagation problems, Riv. Mat. Univ. Parma, 2, pp. 147–187, (2011).

  20. A. Aimi, M. Diligenti, C. Guardasoni: On the energetic Galerkin boundary element method applied to wave propagation problems, J. of Comput. and Appl. Math., 235, pp. 1746–1754, (2011).

  21. A. Aimi, M. Diligenti, C. Guardasoni: Numerical integration schemes for space-time hypersingular integrals in energetic Galerkin BEM, Num. Alg., 55, pp. 145-170, (2010).

  22. A. Aimi, M. Diligenti, C. Guardasoni, I. Mazzieri, S. Panizzi: A space-time Galerkin BEM for 2D exterior wave propagation problems, in Applied and Industrial Mathematics in Italy III, Proceedings of the 9th Conference SIMAI, E. De Bernardis, R. Spigler, V. Valente (Eds.),
    World Scientific, Singapore, 82, pp. 13-24, (2010).

  23. A. Aimi, M. Diligenti, C. Guardasoni, I. Mazzieri, S. Panizzi: An energy approach to space-time Galerkin BEM for wave propagation problems, Internat. J. Numer. Methods Engrg., 80, pp. 1196-1240, (2009).

  24. A. Aimi, M. Diligenti, C. Guardasoni, S. Panizzi: A space-time energetic formulation for wave propagation analysis by BEMs, Riv. Mat. Univ. Parma, (7) 8, pp. 171-207, (2008).

  25. A. Aimi, M. Diligenti, M. Groppi, C. Guardasoni: On the numerical solution of a BGK-type model for chemical reactions, European J. Mech. B/Fluids, 26, pp. 455-472, (2007).

  26. A. Aimi, M. Diligenti, M. Groppi, C. Guardasoni: Numerical approximation of a BGK-type relaxation model for reactive mixtures, in Applied and Industrial Mathematics in Italy II, Series on Advances in Mathematics for Applied Sciences, V. Cutello, G. Fotia, L. Puccio (Eds.), World Scientific, Singapore, 75, pp. 1-12, (2007).

TEACHING ACTIVITY

ACADEMIC YEAR 2017/2018

  • Mathematical Models in Finance for the Master's Degree Course of Mathematics

  • Approximation Methods for Differential and Integral Equations for the Master's Degree Course of Mathematics

PAST YEARS

  • Mathematical Models in Finance for the Master's Degree Course of Mathematics

  • Approximation Methods for Differential and Integral Equations for the Master's Degree Course of Mathematics

  • Laboratory of Numerical Analysis for the Bachelor's Degree Courses of Mathematics, Informatics, Engineering

  • Mathematical Analysis for the Bachelor's Degree Course of Informatics

  • Mathematics for the Bachelor's Degree Course of Biotechnology at the University of Milan

 

USEFUL LINKS

 
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