Publications

  • R. Azencott, A. Beri, and I. Timofeyev, "Parametric Estimation of Stationary Stochastic Processes under Indirect Observability" J. Stat. Phys., 144(1), 150-170, [2011]. Preprint PDF

  • K. Nimsaila and I. Timofeyev, "Markov Chain Stochastic Parametrizations of Essential Variables", SIAM Mult. Mod. Simul., 8(5), 2079-2096, [2010]. PDF

  • R. Azencott, A. Beri, and I. Timofeyev, "Adaptive Sub-sampling for Parametric Estimation of Gaussian Diffusions", J. Stat. Phys., 139(6), 1066-1089, [2010]. Preprint PDF   Issue TOC

  • N. Barlas and I. Timofeyev, "Application of the Stochastic Mode-Reduction Strategy and a-priori Prediction of Symmetry Breaking in Stochastic Systems with Underlying Symmetry", Comm. Math. Sci., 8(2), 393-408, [2010]. PDF

  • I. Timofeyev, "Systematic Deviations from Gaussianity in Models of Quasi-Geostrophic Turbulence", Phys. Fluids, 19, 116603, [2007]. PDF

  • N. Barlas, K. Josic, S. Lapin and I. Timofeyev, "Non-Uniform Decay of Predictability and Return of Skill in Stochastic Oscillatory Models", Physica D, 232(2), 116-127, [2007]. PDF

  • A. J. Majda, I. Timofeyev, and E. Vanden-Eijnden, "Stochastic Models for Selected Slow Variables in Large Deterministic Systems", Nonlinearity, 19, 769-794, [2006]. PDF

  • A. L. Alejandro-Quinones, K. E. Bassler, M. Field, J. L. McCauley, M. Nicol, I. Timofeyev, A. Torok and G. H. Gunaratne, "A theory of fluctuations in stock prices", Physica A, 363(2), 383-392, [2006]. PDF

  • A. J. Majda and I. Timofeyev, "Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model", Physica D, 199, 339-368, [2004]. PDF

  • A. J. Majda, I. Timofeyev, and E. Vanden-Eijnden, "Systematic Strategies for Stochastic Mode Reduction in Climate", Journal of the Atmospheric Sciences, 60(14), 1705-1722, [2003]. PDF

  • A. J. Majda, I. Timofeyev, and E. Vanden-Eijnden, "A priori Tests of a Stochastic Mode Reduction Strategy", Physica D, 170, 206-252, [2002]. PDF

  • R. Kleeman, A. J. Majda, and I. Timofeyev, "Quantifying predictability in a model with statistical features of the atmosphere", Proc. Natl. Acad. Sci. USA, 99(24), 15291-15296, [2002]. PDF

  • A. J. Majda, and I. Timofeyev, "Statistical mechanics for truncations of the Burgers-Hopf equation: A model for intrinsic stochastic behavior with scaling", Milan Journal of Mathematics, 70(1), 39-96, [2002]. PDF

  • A. J. Majda, I. Timofeyev, and E. Vanden-Eijnden, "A Mathematical Framework for Stochastic Climate Models", Comm. Pure App. Math., 54(8), 891-974, [2001]. PDF

  • A. J. Majda, and I. Timofeyev, "Remarkable Statistical Behavior for Truncated Burgers-Hopf Dynamics", Proc. Natl. Acad. Sci. USA, 97(23), 12413-12417, [2000]. PDF

  • M. L. Frankel, G. Kovacic, V. Roytburd, and I. Timofeyev, "Finite-Dimensional Dynamical System Modeling Thermal Instabilities", Physica D, 137, 295-315, [2000]. PDF

  • A. J. Majda, I. Timofeyev, and E. Vanden-Eijnden, "Models for stochastic climate prediction", Proc. Natl. Acad. Sci. USA, 96(26), 14687-14691, [1999]. PDF

  • S. Burtsev, R. Camassa and I. Timofeyev, "Numerical Algorithms for the Direct Spectral Transform with Applications to Nonlinear Schrodinger Type Systems", J. Comp. Phys., 147, 166-186, [1998]. PDF

  • A.Aceves, D. D. Holm, G. Kovacic, and I. Timofeyev, "Homoclinic orbits and chaos in a second-harmonic generating optical cavity", Physics Letters A, 233, 203-208, [1997]. PDF

    last modified 4/19/10