Floyd B. Hanson
Professor Emeritus
Laboratory for Advanced Computing
Department of Mathematics, Statistics, and Computer Science
Publications

(Some recent papers have preprint links. )

  1. F. B. Hanson and P. D. Richardson, Mechanics of Turbulent Separated Flows as Indicated by Heat Transfer: A Review, Symposium on Fully Separated Flows, edited by A. G. Hansen, Amer. Soc. Mech. Engr., New York, pp. 27-32, March 1964.

  2. F. B. Hanson and P. D. Richardson, Use of a Transcendental Approximation in Laminar Boundary Layer Analysis, J. Mech. Engr. Sci., vol. 7, pp. 131-137, March 1965.

  3. F. B. Hanson, S. H. Kozak and P. D. Richardson, Velocity Spikes in Separated Flows, Journal of Fluid Mechnics, vol. 25, issue 1, pp. 43-50, May 1966.

  4. F. B. Hanson and T. F. Morse, Kinetic Models for a Gas with Internal Structure, Physics of Fluids, vol. 10, issue 2, pp. 345-353, February1967.

  5. F. B. Hanson and P. D. Richardson, The Near-Wake of a Circular Cylinder in Crossflow, Journal of Fluids Engineering, vol. 90, issue 4, pp. 476-483 (was J. Basic Engineering, vol. 10, pp. 476-484), June 1969.

  6. F. B. Hanson, The Structure of the Distribution Function for Molecular Interactions of Infinite Range I, Rarefied Gas Dynamics, 6th Int. Symp., Academic Press Inc., New York, pp. 81-84, July 1969.

  7. F. B. Hanson, T. F. Morse and L. Sirovich, A Kinetic Description of the Propagation of Plane Sound Waves in a Diatomic Gas, Physics of Fluids, vol. 12, issue 1, pp. 84-95, January 1969.

  8. F. B. Hanson and T. F. Morse, Free Molecule Expansion Polynomials and Sound Propagation in Rarefied Gases, Physics of Fluids, vol. 12, issue 8, pp. 1564-1572, August 1969.

  9. [JMAA73]. F. B. Hanson, A. Klimas, G. V. Ramanathan, and G. Sandri, Analysis of a Model for Transport of Charged Particles in a Random Magnetic Field, Journal of Mathematical Analysis and Applications, vol. 44, no. 3, pp. 786-798, December 1973.

  10. [JMP73]. F. B. Hanson, A. Klimas, G. V. Ramanathan, and G. Sandri, Uniformly Valid Asymptotic Solution to a volterra Equation on an Infinite Interval, Journal of Mathematical Physics, vol. 14, no. 11, pp. 1592-1600, November 1973.

  11. [IJES77]. F. B. Hanson, Numerical Analysis for a Model of Kinetic Theory of Long Range Potentials, International Journal of Engineering Science, vol. 15, no. 3, pp. 199-210, March 1977.

  12. [PAMS77]. F. B. Hanson, J. M. Steele and F. Stenger, Distinct Sum Over Subsets, Proc. Amer. Math. Soc., vol. 66, no. 1, pp. 179-180, September 1977.

  13. [TPB78]. F. B. Hanson and H. C. Tuckwell, Persistence Times of Populations with Large Random Fluctuations, Theoretical Population Biology, vol. 14, no. 1, pp. 46-61, 1978.

  14. [IJES79]. F. B. Hanson, Asymptotic Analysis for a Rarefied Gas with Molecular Interactions of Infinite Range, International Journal of Engineering Science, vol. 17, no. 1, pp. 23-34, January 1979.

  15. [SIAP81]. F. B. Hanson and C. Tier An Asymptotic Solution of the First Passage Problem for Singular Diffusions in Population Biology, SIAM J. Appl. Math., vol. 40, no. 1, pp. 113-132, 1981.

  16. [MBS81]. C. Tier and F. B. Hanson, Persistence of Density Dependent Stochastic Populations, Math. Biosci., vol. 53, no. 1, pp. 89-117, February 1981.

  17. [TPB81]. F. B. Hanson and H. C. Tuckwell, Logistic Growth with Random Density Independent Disasters, Theoretical Population Biology, vol. 19, no. 1, pp. 1-18, February 1981.

  18. [MBS82]. F. B. Hanson and C. Tier, A Stochastic Model of Tumor Growth, Mathematical Biosciences, vol. 61, no.1, pp. 73-100, September 1982.

  19. [JAMA83]. F. B. Hanson, Analysis of a Singular Functional Differential Equation that Arises from Stochastic Modeling of Population Growth, Journal of Mathematical Analysis and Applications, vol. 96, no. 2, pp. 405-419, 30 October 1983.

  20. [LNBM83 (Book Chapter)]. F. B. Hanson and C. Tier, Harvesting Under Small Demographic Uncertainty, Population Biology, Lecture Notes in Biomathematics, Edited by H.I. Freedman and C. Strobek, vol. 52, pp. 401-406, 1983.

  21. [JTNB83]. F. B. Hanson and H. C. Tuckwell, Diffusion Approximation for Neuronal Activity Including Reversal Potentials, J. Theor. Neurobiol., vol. 2, pp. 127-153, 1983.

  22. [MMRR84a]. D. Ryan and F. B. Hanson, Optimal Harvesting in Disastrous Environments, in Mathematical Models of Renewable Resources, vol. II, edited by R. Lamberson, The Humboldt State University Mathematical Modeling Group, Arcata, Cal., pp. 171-177, 1984.

  23. [MMRR84b]. D. Ryan and F. B. Hanson, Poisson Search and Harvesting, in Mathematical Models of Renewable Resources, vol. III, edited by R. Lamberson, The Humboldt State University Mathematical Modeling Group, Arcata, Cal., pp. 109-112, 1984.

  24. [MMRR84c]. F. B. Hanson and D. Ryan, Optimal Harvesting in a Stochastic Environment with Density Dependent Jumps, in Mathematical Models of Renewable Resources, vol. III, edited by R. Lamberson, The Humboldt State University Mathematical Modeling Group, Arcata, Cal., pp. 117-123, 1984.

  25. [MBS85]. D. Ryan and F. B. Hanson, Optimal Harvesting with Exponential Growth in an Environment with Random Disasters and Bonanzas, Math. Biosci., vol. 74, n0. 1, pp. 37-57, May 1985.

  26. [JMB86]. D. Ryan and F. B. Hanson, Optimal Harvesting of a Logistic Population in an Environment with Stochastic Jumps, J. Math. Biol., vol. 24, no. 3, pp. 259-277, August 1986.

  27. [SIAP86a]. A. M. Wazwaz and F. B. Hanson, " Matched Uniform Approximations for a Singular Boundary Point and an Interior Turning Point, SIAM J. Appl. Math., vol. 46, pp. 943-961, 1986.

  28. [SIAP86b]. A. M. Wazwaz and F. B. Hanson, Singular Boundary Resonance with Turning Point Resonance, SIAM J. Appl. Math., vol. 46, pp. 962-977, 1986.

  29. [CJAS87]. F. B. Hanson, Bioeconomic Model of the Lake Michigan Alewife Fishery, Can. J. Fish. Aquat. Sci., vol. 44, suppl. 2, pp. s298-s305, 15 June 1987

  30. [NRM88]. F. B. Hanson and D. Ryan, Optimal Harvesting with Density Dependent Random Effects, Natural Resource Modeling, Resource Modeling Association, vol. 2, pp. 439-455, 1988.

  31. [DPTC88]. F. B. Hanson, Vector Multiprocessor Implementation for Stochastic Dynamic Programming, IEEE Distributed Processing Technical Committee Newsletter, vol. 10, pp. 44-48, 1988.

  32. [AML88]. F. B. Hanson and A. M. Wazwaz, Singular and turning point resonance: Small perturbations - big effects, Appl. Math. Letters, vol. 1, no. 2, pp. 137-140, March 1988.

  33. [IEEECPP88]. F. B. Hanson, Parallel Computation for Stochastic Dynamic Programming: Row Versus Column Code Orientation, in Proc. 1988 Int. Conf. on Parallel Processing, vol. III Algorithms and Applications, Penn. State Univ. Press, pp. 117-119, August 1988.

  34. [SC88]. F. Hanson, T. Moher, N. Sabelli and A. Solem, A Training Program for Scientific Supercomputing Users, in Proc. Supercomputing '88, vol.1, pp. 342-349, 14 November 1988.

  35. [MBS89]. F. B. Hanson and D. Ryan, Mean and Quasi-Deterministic Equivalence for Linear Stochastic Dynamics, Mathematical Biosciences, vol. 93(1), pp. 1-14, March 1989.

  36. [CDC89]. F. B. Hanson, Stochastic Dynamic Programming: Advanced Computing Constructs, in Proc. 28th IEEE Conf. on Decision and Control, vol. 1, pp. 901-903, 13 December 1989.

  37. [JPL89]. F. B. Hanson, Parallel and Vector Computation for Optimal Control Applications, in Proc. 3rd Annual Conference on Aerospace Computational Control, JPL Publication 85-45, vol. 1, D. E. Bernard and G. K. Man, Editors, Jet Propulsion Laboratory, Pasadena, pp. 184-197, 15 December 1989.

  38. [Olver65 (Book Chapter)]. F. B. Hanson, Singular Point and Exponential Asymptotics , in Asymptotic and Computational Analysis: Conference in Honor of Frank W. J. Olver's 65th Birthday, Lecture Notes in Pure and Applied Mathematics, R. Wong, Editor, Marcel Dekker (now CRC Press), NY, pp. 211-240, 30 March 1990.

  39. 39[CPE90]. F. B. Hanson and D. C. Sorensen, The SCHEDULE Parallel Programming Package with Recycling Job Queues and Iterated Dependency Graphs, Concurrency: Practice and Experience, vol. 2(1), pp. 33-53, March 1990.

  40. [ICPP90]. S.-L. Chung and F. B. Hanson, Parallel Optimizations for Computational Stochastic Dynamic Programming, in Proc. 1990 Int. Conf. on Parallel Processing, vol. III Algorithms and Applications, Edited by Benjamin W. Wah, Pen-Chung Yew, and David A. Padua, Penn State University Press, pp. 254-260, 13 August 1990.

  41. [SC90]. F. B. Hanson, A Real Introduction to Supercomputing: A User Training Course , in Proc. Supercomputing '90, pp. 376-385, November 1990.

  42. [CDC90]. S.-L. Chung and F. B. Hanson, Optimization Techniques for Stochastic Dynamic Programming, in Proc. 29th IEEE Conf. on Decision and Control, vol. 4, pp. 2450-2455, 5 December 1990.

  43. [SIAM91]. A. M. Wazwaz and F. B. Hanson, Moments of Extinction for a Singular Perturbation Problem in the Diffusion Process , SIAM J. Appl. Math., vol. 51(1), pp. 233-265, February 1991.

  44. [NASA91]. S.-L. Chung, F. B. Hanson and H. Xu, Supercomputer Optimizations for Stochastic Optimal Control Applications, in Proc. 4th NASA Workshop on Computational Control of Flexible Aerospace Systems, NASA Conf. Publ. 10065, Part 1, L. W. Taylor, Editor, NASA Langley Research Center, pp. 57-70, 1 March 1991.

  45. [TAC91]. F. B. Hanson, Computational Dynamic Programming on a Vector Multiprocessor, IEEE Trans. Automatic Control, vol. 36(4), pp. 507-511, April 1991.

  46. [ICPP91]. H. H. Xu, F. B. Hanson and S.-L. Chung, Optimal Data Parallel Methods for Stochastic Dynamic Programming, in Proc. 1991 Int. Conf. on Parallel Processing, vol. III Algorithms and Applications, pp. 142-146, 12 August 1991.

  47. [CDC91]. H. H. Xu, F. B. Hanson and S.-L. Chung, Data Parallel Solutions of Dimensionality Problems in Stochastic Dynamic Programming, in Proc. 30th IEEE Conf. on Decision and Control, vol. 2, pp. 1717-1723, 11 December 1991.

  48. [SHPCC92]. F. B. Hanson, D. J. Jarvis and H. H. Xu, Applications of FORALL-Formed Computations in Large Scale Stochastic Dynamic Programming, in Proc. Scalable High Perf. Comp. Conf.: SHPCC-92, IEEE Computer Society, pp. 182-185, April 1992.

  49. [ACC92]. H. H. Xu, D. J. Jarvis and F. B. Hanson, Parallel Data Vault Methods for Larger Scale Stochastic Dynamic Programming, in Proc. 1992 Amer. Control Conf., vol. 1, pp. 142-146, June 1992.

  50. [LAA92]. S.-L. Chung, F. B. Hanson and H. H. Xu, Parallel Stochastic Dynamic Programming: Finite Element Methods , Lin. Alg. Applic., vol. 172, pp. 197-218, July 1992.

  51. [SC92]. C. J. Pratico, F. B. Hanson, H. H. Xu, D. J. Jarvis and M. S. Vetter, Visualization for the Management of Renewable Resources in an Uncertain Environment, in Proc. Supercomputing '92, pp. 258-266, color plates p. 843, November 1992.

  52. [SCPPSC]. F. B. Hanson, C. J. Pratico, M. S. Vetter, and H. H. Xu, Multidimensional Visualization Applied to Renewable Resource Management, Proc. Sixth SIAM Conference on Parallel Processing for Scientific Computing, vol. 2, pp. 1033-1036, March 1993.

  53. [DC93]. K. Naimipour and F. B. Hanson, Convergence of a Numerical Method for the Bellman Equation of Stochastic Optimal Control with Quadratic Costs and Constrained Control , Dynamics and Control, vol. 3(3), pp.237-259, July 1993.

  54. [IFAC93]. F. B. Hanson and K. Naimipour, Convergence of Numerical Method for Multistate Stochastic Dynamic Programming , in Proc. Int. Federation of Automatic Control 12th World Congress, vol. 9, pp. 501-504, July 1993.

  55. [PC93]. F. B. Hanson, J.-D. Mei, C. Tier and H. H. Xu, PDAC: A Data Parallel Algorithm for the Performance Analysis of Closed Queueing Networks , Parallel Computing, vol. 19, pp. 1345-1358, December 1993.

  56. [CDC94]. F. B. Hanson and J. J. Westman, Computational Stochastic Dynamic Programming Problems: Groundwater Quality Remediation, in Proc. 33th IEEE Conf. on Decision and Control, vol. 1, pp. 455-460, December 1994.

  57. [ICCI95]. F. B. Hanson and J. J. Westman, Parallel Stochastic Dynamic Programming Applications: Spatial and State Finite Elements, in Proc. International Conference on Control and Information, The Chinese University Press, Chinese University of Hong Kong, Sha Tin, Hong Kong, pp. 145-150, June 1995.

  58. [CADS96 (Book Chapter)]. F. B. Hanson, Techniques in Computational Stochastic Dynamic Programming , in Stochastic Digital Control System Techniques, invited book chapter within series Control and Dynamical Systems: Advances in Theory and Applications, vol. 76, (C. T. Leondes, Editor), Academic Press, New York, NY, pp. 103-162, April 1996.

  59. [IAST96]. Jan-Jo Chen, Floyd B. Hanson, Chong-Yen Lee and Shin-Fa Wei, The path oriented synthesis of single-contact networks, in Proceedings of International Association of Science and Technology for Development International Conference on Modelling, Identification and Control , accepted paper number 258-201, 5 pages in ms., 01 November 1996 (conference to be held 17-19 February 1997 in Innsbruck, Austria).

  60. [ICCTA97]. Jan-Jo Chen, Floyd B. Hanson, Chong-Yen Lee and Li-Ping Chen, The realization of single-contact networks by the multiple switching function specification and the transmission matrix, in Proceedings of the ISCA 12th International Conference on Computers and Their Applications, pp. 284-288, March 1997. (Conference held 13-15 March 1997 in Tempe, Arizona).

  61. [ACC97]. John J. Westman and Floyd B. Hanson, The LQGP problem: a manufacturing application, in Proceedings of 1997 American Control Conference, vol. 1, American Automatic Control Council, pp. 566-570, June 1997. (paper presented in Session WM06 on 04 June 1997; Westman won a Finalist Award of $700 in the Best Student Paper Competition).

  62. [DC97]. R. M. Abu-Saris and F. B. Hanson, Computational Suboptimal Filter for a Class of Wiener-Poisson Driven Stochastic Process, Dynamics and Control, vol. 7, no. 3, pp. 279-292, July 1997.

  63. [JMB97]. F. B. Hanson and H. C. Tuckwell, Population Growth with Randomly Distributed Jumps, J. Math. Biology, vol. 36(2), pp. 169-187, December 1997.

  64. [MBS98]. F. B. Hanson and D. Ryan, Optimal Harvesting with Both Population and Price Dynamics, Mathematical BioSciences, vol. 148, issue 2, pp. 129-146, March 1998.

  65. [ACC98]. John J. Westman and Floyd B. Hanson, The NLQGP problem: Application to a Multistage Manufacturing System, Proceedings of 1998 American Control Conference, American Automatic Control Council, vol. 2, pp. 1104-1108, June 1998. (paper presented in Session W08 on 24 June 1998; again Westman won a Finalist Award of $700 in the Best Student Paper Competition).

  66. [Casa98]. F. B. Hanson and J. J. Westman, Nonlinear State Dynamics, Computational Approximations and Multistage Manufacturing System Application , in Proc. Deuxième Conférence Internationale Sur les Mathématiques Appliquées et les Sciences de l'Ingénieur (CIMASI'98), Ecole Supérierure de Technologie de Casablanca, Morocco, vol. 2, pp. 736-739, 27 October 1998.

  67. [CDC98]. Daniel L. Kern and Floyd B. Hanson, Systematic Perturbations of Discrete-Time Stochastic Dynamical Systems, in Proc. 37th IEEE Conference on Decision and Control, pp. 1871-1876, December 1998.

  68. [ACC99a]. Daniel L. Kern and Floyd B. Hanson, Filtering Approximation Using Systematic Perturbations of a Discrete-Time Stochastic Dynamical System, in Proceedings of 1999 American Control Conference, Paper no. ACC99-IEEE0116, pp. 445-449, June 1999.

  69. [ACC99b]. John J. Westman and Floyd B. Hanson, Computational Method for Nonlinear Stochastic Optimal Control, in Proceedings of 1999 American Control Conference, Paper no. ACC99-IEEE0038, pp. 2798-2802, June 1999.

  70. [CDC99]. John J. Westman and Floyd B. Hanson, State Dependent Jump Models in Optimal Control, in Proceedings of 38th IEEE Conference on Decision and Control, pp. 2378-2384, 07 December 1999.

  71. [IJC00]. John J. Westman and Floyd B. Hanson, Nonlinear State Dynamics: Computational Methods and Manufacturing Application, International Journal of Control, vol. 73, pp. 464-480, April 2000.

  72. [MTNS00]. Floyd B. Hanson and John J. Westman, Computational Stochastic Multistage Manufacturing Systems with Strikes and Other Adverse Random Events, Proceedings of Fourteenth International Symposium of Mathematical Theory of Networks and Systems, MTNS2000, 10 pages, 20 June 2000.

  73. [ACC00]. John J. Westman and Floyd B. Hanson, MMS Production Scheduling Subject to Strikes in Random Environments, Proceedings of 2000 American Control Conference, pp. 2194-2198, 28 June 2000.

  74. [CCA00]. John J. Westman and Floyd B. Hanson, Manufacturing Production Scheduling with Preventive Maintenance in Random Environments, Proceedings of IEEE International Conference on Control and Applications, pp. 582-587, 25 September 2000.

  75. [ACC01mfg]. John J. Westman, Floyd B. Hanson and E. Kebir Boukas, Optimal Production Scheduling for Manufacturing Systems with Preventive Maintenance in an Uncertain Environment, Proceedings of 2001 American Control Conference, pp.4456-4661, 25 June 2001.

  76. [ACC01fin]. Floyd B. Hanson and John J. Westman, Optimal Consumption and Portfolio Policies for Important Jump Events: Modeling and Computational Considerations, Proceedings of 2001 American Control Conference, pp. 1375-1380, 25 June 2001.

  77. [CDC01]. J. J. Westman, E. K. Boukas and F. B. Hanson, Optimal Production Scheduling for Manufacturing Systems with Preventive Maintenance and Finite Buffers, Proceedings of 2001 Conference on Decision and Control, pp. 2343-2348, 04 December 2001.

  78. [ACC02]. F. B. Hanson and J. J. Westman, Optimal Consumption and Portfolio Control for Jump-Diffusion Stock Process with Log-Normal Jumps (corrected), Proceedings of 2002 American Control Conference, pp. 4256-4261, 8 May 2002.

  79. [CM02 (Book Chapter)]. Daniel L. Kern, John J. Westman and Floyd B. Hanson, Locally Optimal Pumping and Treatment Rates in Uncertain Environments, in Fluid Flow and Transport in Porous Media: Mathematical and Numerical Treatment, AMS Contempory Mathematics, vol. 295, edited by Zhangxin Chen and Richard E. Ewing, pp. 305-315, 17 July 2002.

  80. [KU02FM (Book Chapter)]. Floyd B. Hanson and John J. Westman, Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes (corrected), Proceedings of Stochastic Theory and Control Workshop, University of Kansas, Springer-Verlag, New York, pp. 169-184, 24 July 2002.

  81. [KU02cancer]. J. J. Westman, B. R. Fabijonas, D. L. Kern, and F. B. Hanson, Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling, in Stochastic Theory and Control, Proceedings of a Workshop held in Lawrence, Kansas, October 18-20, 2001, Lecture Notes in Control and Information Sciences, B.Pasik-Duncan (Editor), Springer-Verlag, New York, pp. 491-506, 24 July 2002 (invited paper).

  82. [MTNS02Cancer]. J. J. Westman, B. R. Fabijonas, D. L. Kern, and F. B. Hanson, Cancer Treatment Using Multiple Chemotherapeutic Agents Subject to Drug Resistance, Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems, 6 pages, 12 August 2002.

  83. [MTNS02FMB]. F. B. Hanson and J. J. Westman, Computational Methods for Portfolio and Consumption Optimization in Log-Normal Diffusion, Log-Uniform Jump Environments, Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems, 9 pages, 12 August 2002, (invited paper).

  84. [MTNS02FMT]. F. B. Hanson and J. J. Westman, Jump-Diffusion Stock Return Models in Finance: Stochastic Process Density with Uniform-Jump Amplitude, Proceedings of the 15th International Symposium on Mathematical Theory of Networks and Systems, 7 pages, 12 August 2002 (invited paper).

  85. [CDC02}. F. B. Hanson and J. J. Westman, Portfolio Optimization with Jump--Diffusions: Estimation of Time-Dependent Parameters and Application, Proceedings of 2002 Conference on Decision and Control, pp. 377-382, 09-13 December 2002, invited paper CDC02-INV0302.

  86. [FGCS03]. F. B. Hanson, Local Supercomputing Training in Computational Sciences Using Remote National Centers, Future Generation of Computer Systems: Special Issue on Education in the Computational Sciences, vol. 19, pp. 1335-1347, November 2003.

  87. [ACC03]. F. B. Hanson and J. J. Westman, Jump--Diffusion Stock-Return Model with Weighted Fitting of Time-Dependent Parameters, Proceedings of 2003 American Control Conference, pp. 4869-4874, 04 June 2003.

  88. [CDC03]. Floyd B. Hanson, Computational Stochastic Control: Basic Foundations, Complexity and Techniques, Proceedings of 2003 Conference on Decision and Control, Invited Poster/Interactive Paper in a Control Education Session, pp. 3024-3029, December 2003.

  89. [TAC04]. Floyd B. Hanson and John J. Westman, Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods, Trans. Automatic Control, vol. 49, no. 3, Special Issue on Stochastic Control Methods in Financial Engineering, pp. 326-337, March 2004.

  90. [CSM04]. Molly H. Shor and Floyd B. Hanson, Bringing Control to Students and Teachers, Control Systems Magazine, vol. 24, no. 3, pp. 20-30, June 2004. (CDC03 Conference Report on Ideas and Technology of Control Systems: NSF Workshop for Middle School and High School Students and Teachers in Maui, Hawaii in December 2003. See CSM issue for figures and sidebars.)

  91. [CM04 (Book Chapter)]. Floyd~B. Hanson, John J. Westman and Zongwu Zhu, Maximum Multinomial Likelihood Estimation of Market Parameters for Stock Jump-Diffusion Models, in Mathematics of Finance: Proc. 2003 AMS-IMS-SIAM Summer Research Conference on Mathematics of Finance, AMS Contemporary Mathematics, vol. 351, G. Yin and Q. Zhang (Editors), pp.~155-169, 24 June 2004.

  92. [CDC04]. Floyd B. Hanson and Zongwu Zhu, Comparison of Market Parameters for Jump-Diffusion Distributions Using Multinomial Maximum Likelihood Estimation, Proceedings of 43nd IEEE Conference on Decision and Control, pp. 3919-3924, invited paper, 13 December 2004.

  93. [ACC05]. Siddhartha P. Chakrabarty and Floyd B. Hanson, Optimal Control of Drug Delivery to Brain Tumors for a Distributed Parameters Model, Proceedings of 2005 American Control Conference, pp. 973-978, 08 June 2005.

  94. [CDC05ch]. Siddhartha P. Chakrabarty and Floyd B. Hanson, Optimal Control of Drug Delivery to Brain Tumors for a PDE Driven Model Using the Galerkin Finite Element Method, Proceedings of Joint 44nd IEEE Conference on Decision and Control and European Control Conference, pp. 1613-1618, 12 December 2005.

  95. [CDC05zh]. Zongwu Zhu and Floyd B. Hanson, A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model, Proceedings of Joint 44nd IEEE Conference on Decision and Control and European Control Conference, pp. 5221-5226, 12 December 2005.

  96. [ACC06]. Guoqing Yan and Floyd B. Hanson, Option Pricing for a Stochastic-Volatility Jump-Diffusion Model with Log-Uniform Jump-Amplitudes, Proceedings of American Control Conference, pp. 2989-2994, 14 June 2006.

  97. [Sethi06 (Book Chapter)]. Zongwu Zhu and Floyd B. Hanson, Optimal Portfolio Application with Double-Uniform Jump Model, Stochastic Processes, Optimization, and Control Theory:Applications in Financial Engineering, Queueing Networks and Manufacturing Systems/A Volume in Honor of Suresh Sethi, International Series in Operations Research & Management Sciences, Vol.~94, H. Yan, G. Yin, Q. Zhang (Eds.), Springer Verlag, New York, Chapt.~16, pp.~331-358, invited, 19 June 2006.

  98. [CDC06]. Siddhartha P. Chakrabarty and Floyd B. Hanson, Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite Elements, Proceedings of 45th Conference on Decision and Control , pp. 2088-2093, San Diego, CA, December 2006.

  99. [ACC07]. Floyd B. Hanson and Guoqing Yan, American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models, Proceedings of 2007 American Control Conference, pp. 384-389, 11 July 2007; in invited WeA12.1: Stochastic Theory and Control in Finance I session.

  100. [SIAM Book] Floyd B. Hanson, Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation,   SIAM Books: Advances in Design and Control Series, Order Code DC13, published 03 October 2007, 28 + 441 pages. See also Cambridge University Press for International Distribution, or see author book and course information.

  101. [MBS09]. Siddhartha P. Chakrabarty and Floyd B. Hanson, Distributed Parameters Deterministic Model for Treatment of Brain Tumors Using Galerkin Finite Element Method, Mathematical Biosciences, vol. 219, pp. 129-141, June 2009.

  102. [MTNS2010] Floyd B. Hanson, Stochastic Calculus of Heston's Stochastic-Volatility Model,   in Proceedings of 19th Int. Symp. on Mathematical Theory of Networks and Circuits , 430_270.pdf, 7 CD pages pages, 05 July 2010.

  103. [WEORMS11 (Encylopedia Chapter)] Floyd B. Hanson, Dynamic Programming, Control, and Computation,   in Wiley Encyclopedia of Operations Research and Management Science, James J. Cochran, Editor-in-Chief, John Wiley & Sons, Inc., New York, NY, pp. 1-6, DOI: 10.1002/9780470400531.eorms0171, February 2011.

  104. [IISC07] Floyd B. Hanson, Stochastic Processes and Control for Jump-Diffusions, under revision, 44 pages, 22 October 2007. OR SSRN paper ssrn.1023497 Abstract and Download, 44 pages, 11 October 2007

  105. [BFS08]. Floyd B. Hanson, Optimal Portfolio Problem for Stochastic-Volatility, Jump-Diffusion Models with Jump-Bankruptcy Condition: Practical Theory and Computation, Fifth World Congress of Bachelier Finance Society, 2008, 27 pages, revised 11 July 2008. Or SSRN paper ssrn id. 1080504 Abstract and Download, 22 pages, 10 January 2008.

  106. [SIAMCT11]. Floyd B. Hanson, Stochastic-Volatility, Jump-Diffusion Optimal Portfolio Problem with Jumps in Returns and Volatility , SIAM Conference on Control and Its Applications (CT11), 26 pages, to be presented in Invited Session MS22 Stochastic Methods in Finance, Baltimore, MD. And/Or Slides? Or SSRN paper ssrn.220819 Abstract and Download, 44 pages, 18 June 2011.

  107. [MF05zh]. Zongwu Zhu and Floyd B. Hanson, Risk-Neutral Option Pricing for Log-Uniform Jump-Amplitude Jump-Diffusion Model, pp. 1-44, 20 August 2005. Or SSRN paper ssrn.2208191Abstract and Download,44 pages, 28 January 2011.

REPORTS with wide circulation
    TM113. F. B. Hanson, Computational dynamic programming for stochastic optimal control on a vector multiprocessor, Argonne National Laboratory Technical Memorandum ANL/MCS-TM-113, 26 pages, June 1988.

SUPERCOMPUTER GUIDES

  1. F. B. Hanson, UIC User's Guide to the ANL/Encore Multimax , 10 pages, February 1986.

  2. F. B. Hanson, UIC User's Guide to the ANL/ACRF/Alliant FX/8 Vector Multiprocessor: An Alliant User's Local Guide , Applied Computer Science Research Paper Number ACS90-09 revised, Department of Math., Stat., and Comp. Science, University of Illinois at Chicago, Version 6.00, 28 (10pt LaTeX) pages, September 1991.

  3. F. B. Hanson, UIC User's Guide to the NCSA Cray Vector Multiprocessors: A Cray User's Local Guide , Applied Computer Science Research Paper Number ACS90-10 revised, Department of Math., Stat., and Comp. Science, University of Illinois at Chicago, Version 8.00, 44 (10pt LaTeX) pages, October 1993.

  4. F. B. Hanson, UIC User's Guide to the NCSA Connection Machines CM-5 and CM-2: Massively Data Parallel Processors (A CM User's Local Guide) , University of Illinois at Chicago, Version 3.00, 57 (10pt LaTeX) pages, November 1993.

  5. F. B. Hanson UIC User's Local Guide to NCSA TMC Connection Machine CM-5 Massively Parallel Processor, Version 4.02, 41 HTML pages, 10 December 1995.

  6. F. B. Hanson MCS572 UIC HP-Convex SPP1200/XA-16 Scalable Parallel Processor User's Local Guide, Version 2.13, 38 HTML pages, 30 October 1997.

  7. Floyd B. Hanson, "MCS572 UIC Cray User's Local Guide to NPACI Cray T90 Vector Multiprocessor and T3E Massively Parallel Processor," version 11.75, 35 web pages, 25 November 1998.

  8. F. B. Hanson MCS572 UIC Cray User's Local Guide to PSC Cray C90 Vector Multiprocessor and T3E Massively Parallel Processor, Version 13.35, 35 HTML pages, 30 November 2000.

  9. F. B. Hanson, PSC Terascale Computing System (TCS) Cluster, version 0.60, 16 February 2003.

  10. F. B. Hanson, MCS572 UIC User's Local Guide to NCSA Platinum (pt) IA32 Linux Cluster, version 0.60, 06 April 2003.

  11. F. B. Hanson, MCS572 UIC User's Local Guide to UIC ACCC Argo Linux Cluster, version 0.60, 14 April 2003.

Acknowledgements

Much of this material is based upon work supported by the National Science Foundation under Grants Numbers 880699, 9102343, 9301107, 9626692, 9973231, 0207081, and earlier grants.

Supercomputing research support was provided by San Diego Supercomputing Center NPACI Account UIL203, National Center for Supercomputing Applications Grant Numbers DCR860001N, DMS890009N, DMS900016N, DMS920003N, DMS960002N; Pittsburgh Supercomputing Center Grant Numbers DMS940001P and DMS9400011P; Argonne National Laboratory's Advanced Computing Research Facility; Los Alamos National Laboratory's Advanced Computing Laboratory ACL-Accounts Z803835 and gwqfbh-d.

Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation or other agency.

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