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:
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

C.Guardasoni, M.Rodrigo, S.Sanfelici: Barrier option pricing exploiting Mellin transform, submitted to Journal of Mathematical Analysis and Applications.

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

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

C.Guardasoni: SemiAnalytical method for the pricing of barrier options in case of timedependent parameters (with Matlab codes), accepted for publications in Communications in Applied and Industrial Mathematics.

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

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.103127, (2017).

A.Aimi, M.Diligenti, C.Guardasoni: Energetic BEMFEM coupling for the numerical solution of the damped wave equation, Advances in Computational Mathematics, 43, pp.627651, (2017).

A.Aimi, M.Diligenti, C.Guardasoni: Comparison between numerical methods applied to damped wave equation, Journal of Integral Equations and Applications, 29 (1), pp. 540, (2017).

C. Guardasoni, S. Sanfelici: A Boundary Element approach to barrier option pricing in BlackScholes framework, International Journal of Computer Mathematics, 93 (4), pp.696722, (2016).

C. Guardasoni, S. Sanfelici: Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps, SIAM J. Appl. Math, 76 (1), pp.2757, (2016).

A. Aimi, L. Desiderio, M. Diligenti, C. Guardasoni: A numerical study of energetic BEMFEM applied to wave propagation in 2D multidomains, Publications de l’Institut Mathématique, 96 (110), pp.522, (2014).

A. Aimi, M. Diligenti, A. Frangi, C. Guardasoni: Energetic BEMFEM coupling for wave propagation in 3D multidomains, Internat. J. Numer. Methods Engrg., 97, pp.377394, (2014).

A. Aimi, M. Diligenti, A. Frangi, C. Guardasoni: Neumann exterior wave propagation problems: computational aspects of 3D energetic Galerkin BEM, Comput. Mech., 51, pp. 475493, (2013).

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

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. 17561765, (2012).

A. Aimi, M. Diligenti, C. Guardasoni: Restriction matrices in spacetime energetic BEM, Engineering Analysis with Boundary Elements, 36, pp. 12561271, (2012).

A. Aimi, S. Gazzola, C. Guardasoni: Energetic boundary element method analysis of wave propagation in 2D multilayered media, Math. Methods Appl. Sci., 35, pp. 11401160, (2012).

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.122, (2011)

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).

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).

A. Aimi, M. Diligenti, C. Guardasoni: Numerical integration schemes for spacetime hypersingular integrals in energetic Galerkin BEM, Num. Alg., 55, pp. 145170, (2010).

A. Aimi, M. Diligenti, C. Guardasoni, I. Mazzieri, S. Panizzi: A spacetime 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. 1324, (2010). 
A. Aimi, M. Diligenti, C. Guardasoni, I. Mazzieri, S. Panizzi: An energy approach to spacetime Galerkin BEM for wave propagation problems, Internat. J. Numer. Methods Engrg., 80, pp. 11961240, (2009).

A. Aimi, M. Diligenti, C. Guardasoni, S. Panizzi: A spacetime energetic formulation for wave propagation analysis by BEMs, Riv. Mat. Univ. Parma, (7) 8, pp. 171207, (2008).

A. Aimi, M. Diligenti, M. Groppi, C. Guardasoni: On the numerical solution of a BGKtype model for chemical reactions, European J. Mech. B/Fluids, 26, pp. 455472, (2007).

A. Aimi, M. Diligenti, M. Groppi, C. Guardasoni: Numerical approximation of a BGKtype 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. 112, (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
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