Dror Givon

• Department of Mathematics
• University of California, Berkeley
• 761 Evans Hall #3840
• Berkeley, CA 94720 - 3840

Phone:

(510) 486-4196

Fax:

(510) 486-6199

Email:

givon at math dot berkeley dot edu

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Research Interests

Numerical Analysis, Computational Mathematics, Multiscale Analysis of Stochastic Processes, Optimal Prediction, Variable reduction

Publications and preprints

• Multiscale integration schemes for jump-diffusion processes
  D. Givon and I. Kevrekidis
  SIAM Multiscale Modeling and Simulation. Accepted.
• Dimensional reduction for particle filters of systems with time-scale separation
  D. Givon, P. Stinis and J. Weare
  submitted to IEEE Trans. Signal Proc.
• Strong convergence rate for two-time-scale jump-diffusion stochastic differential systems
  D. Givon
  Multiscale Modeling and Simulation Volume 6 Issue 2 Pages 577-594 (2007)
• Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
  D. Givon, I. Kevrekidis and R. Kupferman
  Commun. Math. Sci. Volume 4, Number 4 (2006), 707-729
• Existence proof for orthogonal dynamics and the Mori-Zwanzig formalism
  Israel J. Math. 145 (2005), 221--241
  D. Givon, O. Hald and R. Kupferman
• Extracting macroscopic dynamics: model problems and algorithms
  D. Givon, R. Kupferman and A. Stuart
  INVITED ARTICLE, 2004 Nonlinearity 17 R55-R127 doi:10.1088/0951-7715/17/6/R01
• White noise limits for discrete dynamical systems driven by fast deterministic dynamics
  D. Givon and R. Kupferman
  Physica A: Statistical and Theoretical Physics Volume 335, Issues 3-4, 15 April 2004, Pages 385-412