Anita Mayo

Education

Ph.D., Mathematics, New York Univ.

B.A., Mathematics, Barnard College

Journal Articles

Mayo, A. (2015). Review of "Derivative Securities and Difference Methods. SIAM Review, 57(3). 5.

Mayo, A. (2015). On the evaluation of integrals for the solution of the modified Helmholtz and heat equations. Global Journal Pure and Applied Mathematics, 11(6). 3543-3559.

(2012). Accurate two and three dimensional interpolation for particle mesh calculations. Discrete and Continuous Dynamical Systems, Series B, 17(4). 23.

Mayo, A. (2011). Review of "Elementary Calculus of Financial Mathematics". SIAM Review, 53(3). 4.

Mayo, A. (2009). On the Numerical Evaluation of Option Prices in the Variance Gamma Model. Intl. J. Computer Math. , 86(2). pp. 86-99.

(2008). Methods for the Rapid Solution of Pricing PIDEs in Exponential and Merton Models. Journal of Computational and Applied Mathematics, 222.

(2007). On the numerical evaluation of option prices in jump diffusion model. European Journal of Finance, 13(4). 353-372.

(2006). Fourth order accurate evaluation of integrals in potential theory on exterior 3D regions. J. of Computational Physics, 220(2). 900-914.

(2005). Rapid fourth order accurate solution of the steady Navier Stokes equations on general regions. Dynamics of Continuous, Discrete and Impulsive System, Series B(12). 59-72.

Mayo, A. (2005). Hedging in illiquid markets. to appear in Encyclopedia of Financial Engineering and Risk Management, 5.

Mayo, A. (2004). High Order Accurate Implicit Method for Valuing American Options. The European Journal of Finance, 10(3). 212-237.

(2003). Rapid, fourth order accurate evaluation of particular solutions fo the biharmonic equation on general regions. Contemporary Mathematics America Mathematical Association (AMS), 323. 233-245.

(2003). Non Orthogonal PEEC Formulation for Time and Frequency Domain EM and Circuit Modeling. IEEE Transactions Electro-Magnetic Compatibility, 45(2). 167-179.

Greenbaum, A., & Mayo, A. (1998). Rapid Parallel Evaluation of Integral in Potential Theory on General Three Dimensional Regions. Journal of Computational Physics, 145. 731-742.

(1998). Numerical Simulation of Etching and Deposition Process. Japan Journal Applied Physics, 36(7B). 4762-4768.

(1997). Numerical Stimulation of Etching and Deposition Processes. Japan Journal Applied Physics, 36(7B). 4762-4768.

(1997). Deferred Correction Finite Difference Methods for the Evaluation of Integrals in Potential Theory and Low Frequency Scattering . Integral methods in Science and Engineering, Addison Wesley, 2. 155-170.

(1997). Across wafer nonuniformity of long throw sputter deposition systems. Journal of the Vacuum Society B, 15. 1788-1793.

(1996). Integral equation methods for Stokes flow and isotropic elasticity in the plane. Journal of Computational Physics, 125. 403-414.

(1995). A fast Poisson solver for complex geometries. Journal of Computational Physics, 118. 348-355.

(1994). ADI Methods for heat equations with discontinuities along an arhitrary interface. Symposia in Applied Mathematics, American Mathematics Society (AMS) , 48. 311-333.

(1993). An implicit numerical method for fluid dynamics problems with immersed elastic boundaries. Contemporary Mathematics, American Mathematics Society (AMS), 141. 261-277.

(1992). The rapid evaluation of volume integrals of potential theory on general regions. Journal of Computational Physics, 100(2). 236-245.

(1992). Fast parallel iterative solution of Poisson's and the biharmonic equations on irregular regions. SIAMS Journal on Scientific and Statistical Computing, 13(1). 101-118.

(1992). On the numerical solution fo the biharmonic equation in the plane. Physica D, 60. 216-225.

(1991). A decomposition method for the finite difference method for the fourth order accurate solution of Poisson's equation on general regions. International Journal on High Speed Computing , 3(2). 89-106.

(1987). Simplified Printhead Structure for Magneographic Printing. Society for Information Display Digest, 1945-1949.

(1986). Rapid methods for the conformal mapping of multiconnected regions. Journal of Comput. and Applied Mathematics, 14. 143-153.

(1985). Fast, high order accurate solution of Laplace's equation on irregular regions. SIAM Journal Scientific and Statistical Computing, 6(1). 145-147.

Mayo, A. (1984). The fast solution of Poisson's and the biharmonic equations on irregular regions. SIAM J. Numer. Anal., 21(2). 285-304.

Book Chapters

Mayo, A. (2020). High Order Accurate Numerical Solution of the Heat Equation. In Columbus, N. (Ed.), A Closer Look at The Heat Equation United States. Nova Publishers.

Patents and Intellectual Properties

Mayo, A. (2004). Method for determining voltage, current and/or power distribution using a rectangular grid algorithm modified for nonrectangular holes and contacts. Regular. United States.

Presentations

Mayo, A. (2018, October 26). On the Accuracy of Particle Mesh Methods. Conference in Honor of Angela Cheer. Davis, CA: Department of Mathematics, UC Davis.

Mayo, A. (2018, July 18). On the Accuracy of Particle Mesh Methods. Recent Advances in Applied and Computaional Mathematics: A Workshop in Memory of Peter Smereka. Ann Arbor Michigan: Michigan Center for Applied and interdisciplinary Mathematics.

Mayo, A. A. (2017, July 25). Rapid Solution of The Modied Helmholtz and Heat Equations. 11th U.K. Conference on Boundary Integral Methods. Nottingham England: Nottingham University.

Mayo, A. (2012, April 30). On the numerical solution of the heat equation on general regions. Numerical Analysis. New York: Courant Institute.

Mayo, A. (2010, August 31). On the accuracy of interpolations weights in particle mesh calculations. Integral Equation Methods, Fast Algorithms and Applications. University of Minnesota: Institute for Mathematics and its Applications.

Mayo, A. (2010, June 30). Methods for accurate interpolation in fluid calculations. Fluid Dynamics, Analysis and Numerics, Conference in honor of Tom Beale. Duke University, North Carolina: National Science Foundation.

Mayo, A. (2008, July 31). High order accurate interpolation schemes for solutions of elliptic equations. SIAM National Meeting. San Diego: Society for Industrial and Applied Mathematics.

Mayo, A. (2007, June 30). On the numerical evaluation of option prices in the Variance Gamma model, pp.312-329. Proceedings 7th International Conference, Computational and Mathematical Methods in Science and Engineering. Chicago

Mayo, A. (2007, June 30). On the numerical evaluation of option prices in the Variance Gamma model. Seventh International Conference on Mathematical Methods in Science and Engineering. Chicago

Mayo, A. (2005, October 31). On a variety of particle mesh methods for the evaluation of fields. Math Department. : Duke University.

Mayo, A. (2005, October 31). On the accuracy of methods for evaluating integrals in potential theory in free space. Numerical Analysis Seminar. : Courant Institute, NYU.

Mayo, A. (2005, April 7). Numerical Evaluation of Option Prices in Jump Diffusion Models. Mathematical Finance Seminar. : Courant Institute, NYU.

Mayo, A. (2005, July 31). Fourth Order Accurate Evaluation of Integrals in Potential Theory on Exterior 3D Regions. SIAM National Meeting. New Orleans

Mayo, A. (2004, July 31). Rapid Evaluation of Multiple Volume Integral in Potential Theory. SIAM National Meeting. Portland, OR

Mayo, A. (2004, June 30). On the numerical evaluation of option prices in jump diffusion processes. 11th International Conference, Forecasting Financial Markets. Paris

Carr, P., & Mayo, A. (2004, June 30). On the numerical evaluation of option prices jump in diffusion models, CD ROM, Session_10:16:45.pdf. Proceedings Forecasting Financial Markets Conference. Paris

Mayo, A. (2004, January 31). On particle mesh methods for the evaluation of fields induced by vortex sheets. Math Department. : New Jersey Institute of Technology.

Mayo, A. (2001, August 31). Rapid, fourth order accurate evaluation of particular solutions of the biharmonic equation on general regions. American Mathematical Society (AMS) - Society for Industry and Applied Mathematics (SIAM) Summer Research Conference on Fast Algorithms. Mt. Holyoke

Mayo, A. (2001, July 31). Rapid, fourth order accurate solution of the steady Navier Stokes equations on general regions. International Conference on Dynamics of Continuous, Discrete and Impulsive Systems. : University Western Ontario.

Mayo, A. (2001, July 31). High Order Accurate Difference Methods for American Options. 11th INFORMS Applied Probability Society Conference. New York

Mayo, A. (2001, June 30). Fourth Order Finite Difference Method for American Options, pp. 195-215. Proceedings Joint Computational Finance/Forecasting Financial Markets Conference. : London Business School, University of London.

Mayo, A. (2000, June 30). Fourth Order Finite Difference Method for American Options. Joint Computational Finance/Forecasting Financial Markets Conference. : London Business School, University of London.

Mayo, A. (2000, February 28). On particle mesh methods for the evaluation of fields induced by vortex sheets. Conference on Sparse Representation of Integral Operators. Oberwolfach, Germany: Mathematics Institute.

Mayo, A. (2000, March 31). Rapid Mesh Methods for Solving Low Reynolds Number Fluid Equations. Switzerland: University of Zurich,.

Mayo, A. (1999, June 30). Integral equation methods for problems in fluid mechanics, minisymposium Sparse Approximation to Integral and Pseudo-Differential Operations: BEM/FEM Applications. MAFELAP99 Conference. Uxbridge, U.K.

Mayo, A. (1999, May 31). An Introduction to Derivative Pricing in the Financial and Commodity Markets. Seattle: Mathematics Department, University of Washington.

Mayo, A. (1997, July 31). Fourth order accurate finite difference methods for fluid problems on general regions, minisymposium, Cartesian grid methods for PDEs in complex geometry. SIAM Annual Meeting. Stanford

Greenbaum, A., Mayo, A., & Sonnad, V. (1996, December 31). Rapid parallel evaluation of integrals in potential theory on general three dimensional regions, pp. 115. Boundary Elements: Implementation and Analysis of Advanced Algorithms, Notes on Numerical Fluid Mechanics Vol. 54. Vieweg-Verlag, Braunschwieg, Wiebaden, Germany

Mayo, A. (1996, October 31). Across wafer nonuniformity in long throw sputter deposition. American Vacuum Society Meeting. Philadelphia

Mayo, A. (1996, October 31). Optical and film diagnostics of relative ionization uniformity in ionized magnetron PVD systems. American Vacuum Society Meeting. Philadelphia

Mayo, A. (1996, June 30). Deferred Correction Finite Difference Methods for the Evaluation of Integrals in Potential Theory and Low Frequency Scattering. 4th International Conference on Integral Methods in Science and Engineering. Oulu, Finland

Mayo, A. (1996, January 31). Rapid parallel evaluation of integrals in potential theory on general three dimensional regions. 12th GAMM Seminar on Boundary Integral Methods. Kiel, Germany

Mayo, A. (1995, November 30). Three dimensional computations in magnetics. : Mathematics Department, University California, Davis.

Mayo, A. (1995, August 31). On the evaluation of heat potentials on general regions. NIST (National Institute Science and Technology) workshop on large scale computation and realistic microstructure.

Mayo, A. (1995, July 31). Integral equation methods for Stokes flow and isotropic elasticity in the plane. SIAM National Meeting. San Diego

Mayo, A. (1994, December 31). Rapid evaluation of integrals in potential theory with applications magnetics and electrodeposition. : Computer Science Department, University of Maryland.

Mayo, A. (1994, November 30). Rapid evaluation of integrals in potential theory with applications to magnetics and electrodeposition. Upstate NY Numerical Analysis Conference. Cornell University

Mayo, A. (1994, July 31). A new class of interpolation weights for particle mesh methods. SIAM National Meeting. Chicago

Mayo, A. (1993, July 31). Fast, accurate solution of Laplace's equation in 3D. SIAM National Meeting. Philadelphia

Mayo, A. (1992, July 31). Application of integral equation methods to problems in elasticity and fluid dynamics. SIAM National Meeting. Los Angeles

Mayo, A. (1992, March 31). The rapid, high order accurate evaluation of volume integrals in potential theory. IMA. : University of Minnesota.

Mayo, A. (1991, July 31). An implicit method for fluid dynamics problems with immersed elastic boundaries. AMS-IMS-SIAM Summer Research Conference on Biofluid dynamics. Seattle

Mayo, A. (1981, December 31). The fast solution of Poissons and the biharmonic equations on general regions, pp 107-111. Proceedings International. Symposium on Computer Methods for Partial Differential Equations. Lehigh, PA

Mayo, A. (1979, December 31). Fast, high order methods for solving elliptic equations on general regions, pp 268-273. Proceedings International Symposium on Computer Methods for Partial Differential Equations. Lehigh, PA

Other Scholarly Works

Reviews

Mayo, A., & Wong, S. (2006,January 1). C++Design Patterns and Derivative Pricing. M. Joshi, SIAM Review.

Mayo, A. (2003,January 1). Derivatives in Financial Markets. SIAM Review.

Research Currently in Progess

Mayo, A.(n.d.). On the Numerical Method for Computing Interface Motion in Stokes Flow. In Progress.

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