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Yury Gryazin

Department of Mathematics

Idaho State University, Campus Box#8085

Pocatello ID 83209

Phones: (208)-282-5293(office)

E-mail: gryazin@isu.edu, FAX: (208)-282-2636

Content:

Description: Z:\public_html\greenball.gifResearch interests

Description: Z:\public_html\greenball.gifEducation

Description: Z:\public_html\greenball.gifEmployment

Description: Z:\public_html\greenball.gifTeaching Experience

Description: Z:\public_html\greenball.gifAdministrative work

Description: Z:\public_html\greenball.gifGrant support

Description: Z:\public_html\greenball.gifComputer Skills:

Description: Z:\public_html\greenball.gifPublications

Description: Z:\public_html\greenball.gifRecent Conference Presentations

Research interests:

  1. Multilevel and Krylov subspace based numerical methods for nonsymmetrical large sparse algebraic systems.
  2. Numerical algorithms in Financial Mathematics.
  3. Numerical algorithms for the solution of ill-posed and inverse problems.
  4. High-order finite volume non-oscillatory schemes and their applications in CFD.

Education:

  • 1996, Ph.D., Physical-Mathematical Sciences (Computational Mathematics), Computer Center, Siberian Branch of Russian Academy of Science (SB RAS), Novosibirsk, Russia with Ph.D. thesis (Kandidat of Science Dissertation) " Applications of high order up-wind schemes for numerical modeling of hydrodynamics problems based on artificial compressibility method".
  • 1991, M.S., Computational Mathematics, Mechanics-Mathematics department of Novosibirsk State University, Novosibirsk, Russia.
  • 1986, M.S., Physics, Physics Department of Novosibirsk State University, Novosibirsk, Russia.

Employment:

  1. 2005-Present Associate Professor, Mathematics Department, Idaho State University, Pocatello, ID 83209.
  2. 2001-2005 Assistant Professor, Mathematics Department, Idaho State University, Pocatello, ID 83209.
  3. 1997-2001 Visiting Assistant Professor, Mathematics Department, The University of North Carolina at Charlotte, Charlotte, NC 28223.
  4. 1994-1997 Researcher, Institute of Computational Technologies, Siberian Branch of Russian Academy of Science, Novosibirsk 630090, Russia.
  5. 1992-1994 Engineer, Novosibirsk State University, Novosibirsk 630090, Russia.
  6. 1986-1987 Junior Researcher; Institute of Automation and Electrometry, Siberian Branch of Russian Academy of Science, Novosibirsk 630090, Russia.

Teaching Experience:

  • Mathematics Department, Idaho State University (2001-2011).
    • Graduate courses: Functional Analysis, Applied Mathematics, Financial Mathematics, Numerical Analysis, Advanced Engineering Mathematics.
    • Undergraduate courses: Introduction to Numerical Analysis, Linear Algebra, Introduction to Linear Algebra, Brief Calculus, Calculus I,II and III, Introduction to Statistics, Differential equations,  Math in Modern Society , Precalculus, College Algebra.
  • Mathematics Department, The University of North Carolina at Charlotte (1997-2001).
    • Graduate courses: Numerical Analysis.
    • Undergraduate courses: Calculus I and III, Differential equations.
  • Mathematics Department, Novosibirsk State University, Novosibirsk, Russia

Publications:

  1. Y.Gryazin,  A compact sixth order scheme combined with GMRES method for the 3D Helmholtz equation, Proceedings of the 10th International Conference on the Mathematical and Numerical Aspects of Waves (Waves 2011), Vancouver, Canada, July 25-29, 2011, pp. 339-342.
  2. M. Landrigan, Y.Gryazin, Spread Variance Minimization for Collateralized Mortgage Obligations, The Journal of Fixed Income, Vol. 19, no. 2(2009), pp. 56 – 62.  
  3. Y. Gryazin, M. Landrigan, A regularized unconstrained optimization in the bond portfolio valuation and hedging, Advances in Electrical Engineering and Computational Science, Series: Lecture Notes in Electrical Engineering, Vol. 39 (2009), pp. 539-549.
  4. Y.Gryazin, M. Landrigan, A regularization approach to hedging of Collateralized Mortgage Obligations, Proceedings of the 2008 International Conference of Financial Engineering, London, UK, 2-4 July, 2008, Vol. II, pp.1119-1123.
  5. Y. Yuriy Gryazin, Yu Chen, Wenxiang Zhu, Application of a modified FFT approach to the subsurface scattering problem, Proc. of The International Society of Optical Engineering (SPIE), 6553(2007).
  6. Y.A. Gryazin, Application of multigrid approach to the subsurface imaging problem, Proc. of The International Society of Optical Engineering (SPIE), 5089 (2003), 1271-1278.
  7.  Y.A. Gryazin, M.V. Klibanov and T.R.Lucas, Two Novel Methods for an Inverse Problem for the 2-D Helmholtz Equation, Journal of Computational Physics, 184 (2003), 122-148.
  8. Y.A. Gryazin and T.R.Lucas, Preconditioning Technique in land mine imaging, Proc. of The International Society of Optical Engineering (SPIE), 4742 (2002), 132-141.
  9. T.P. Weldon, Y.A. Gryazin and M.V. Klibanov, "Novel Inverse Methods in Land Mine Imaging", Proc. of The International Conference on Acoustics, Speech, and Signal Processing(ICASSP), May 5-11 2001 , 1897-1901.
  10. Y.A. Gryazin, M.V. Klibanov and T.R.Lucas, Numerical Solution of a Subsurface Imaging Inverse Problem, SIAM J. Appl. Math., 62, no.2 (2001), 664-683.
  11. Y.A. Gryazin and M.V. Klibanov, Solution of inverse problem of mine detection by the elliptic systems method, Proc. of The International Society of Optical Engineering (SPIE), 4038 (2000), 1140-1148.
  12. T.P. Weldon, Y.A. Gryazin and M.V. Klibanov, Comparison of 2D and 1D approaches in mine detection, Proc. of The International Society of Optical Engineering (SPIE), 4038 (2000), 1171-1179.
  13. Y.A. Gryazin, M.V. Klibanov and T.R. Lucas, GMRES computation of high frequency electrical field propagation in land mine detection, Journal of Computational Physics, 158 (2000), 98-115.
  14. Y.A. Gryazin, M.V. Klibanov and T.R. Lucas, Tomographic Images of Land Mines by the Elliptic Systems Method Using GPR: Efficient Solution of the Forward Problem, Proc. of The International Society of Optical Engineering (SPIE), ``Detection and Remediation Technologies for Mines and Minelike Targets IV'' 3710 (1999),  875-886.
  15. Y.A. Gryazin, M.V. Klibanov and T.R. Lucas, Imaging the Diffusion Coefficient in a Parabolic Inverse Problem in Optical Tomography, Inverse Problems 15 (1999), 373-397.
  16. S.G. Cherny, P.A.Shashkin and Yu.A. Gryazin, Turbulent flows of incompressible fluid based on k-e model, Computational technology, 4 , N2 (1999), 74-94 . (in Russian)
  17. Y.A. Gryazin, S.G. Cherny, S.V. Sharov and P.A. Shashkin, On One of the Methods for the Numerical Solution of Three-Dimensional Problems in the Dynamics of Incompressible Fluid, Physics-Doklady, 42, N4 (1997), 201-207.
  18. S.V. Sharov, Yu.A. Gryazin, S.G. Cherny, V.L. Okulov, Selection of boundary conditions at the outlet cross-section of a tube required for swirl flow simulation, Thermophysics and Aeromechanics, 4, N3 (1997), pp.321-324 .
  19. Y.A. Gryazin, Applications of high order up-wind schemes for numerical modeling of hydrodynamics problems based on artificial compressibility method, Ph.D. thesis (kandidat of science dissertation), p.145, Computer Center of Siberian Branch of Russian Academy of Science, Novosibirsk, 1996. (in Russian)
  20. S.G. Cherny, Y.A. Gryazin, S.V. Sharov and P.A. Shashkin, An efficient LU-TVD finite volume method for 3D inviscid and viscous incompressible flow problems, Computational Fluid Dynamics '96, Proceedings of the Third ECCOMAS Computational fluid Dynamics Conference, 9-13 September, 1996, Paris, France, 90-96.
  21. S.G. Cherny, Y.A. Gryazin, S.V. Sharov and P.A. Shashkin, An Efficient LU-TVD Finite Volume Scheme for Incompressible 3-D Navier-Stokes Equations, based on Pseudo-compressible formulation, International Conference on the Methods of Aerophysical Research, September 2-6, 1996, Novosibirsk, Russia, Proceedings, 1, 73-78 .
  22. Y.A. Gryazin, S.G. Cherny and S.V. Sharov, On using of the LU type methods for solving implicit difference scheme for the 3-D equations of incompressible fluid dynamic, Computational technology, 4, 13, 306-321. (in Russian)
  23. Y.A. Gryazin, S.G. Cherny and S.V. Sharov, Numerical modeling of incompressible flows on base of the artificial compressibility method. Computational technology, 4, 13 (1995), 306-320. (in Russian).
  24. Y.A. Gryazin and S.G. Cherny, Marching algorithms for solution of stationary Euler equations, based on high accuracy splitting-up schemes, Modeling in mechanics, 7(24), N 4 (1993), 17-25. (in Russian).
  25. A.K. Akinov, Y.A. Gryazin and S.G. Cherny, Numerical experiments with one implicit up-wind scheme, Computational technology, 2 , N 6 (1993), 56-69. (in Russian).
  26. V.M. Kovenya, S.G. Cherny, Y.A. Gryazin and A.K. Akinov, Development of global iterations method for aerodynamics problems, Computational technology, 2, N 5 (1993), 114-121. (in Russian)
  27. M.Arsenin, V.V.Bachurin, V.I.Geras'ko, Y.A.Gryazin, B.K.Zinger, V.A.Ivanchenko, A.N.Kasperovich, M.Kononov, I.E.Lobov, Y.E.Nesterichin, V.I.Prokopenko, A.N.Prosekov, V.G.Sutyagin and A.A.Yantimiriv, System for digital recording and processing of images from scanning electron microscope, Optoelectronics, Instrumentation and Data Processing, 5 (1988), 86-93.

Recent Conference Presentations:

  1. Y.Gryazin,  A compact sixth order scheme combined with GMRES method for the 3D Helmholtz equation, The 10th International Conference on the Mathematical and Numerical Aspects of Waves (Waves 2011), Vancouver, Canada, July 25-29, 2011, Abstracts, p.34.
  2. Y. Gryazin, M. Landrigan, A regularization approach to hedging of Collateralized Mortgage Obligations, The 2008 International Conference of Financial Engineering, London, UK, 2-4 July, 2008.
  3. Yuriy Gryazin; Yu Chen; Wenxiang Zhu, Application of a modified FFT approach to the subsurface scattering problem, SPIE's 21st Annual International Symposium on Aerospace/Defense Sensing, Simulation, and Controls, 23-27 April 2007, Orlando, Florida.
  4. Y.A. Gryazin, Application of multigrid approach to the subsurface imaging problem, SPIE's 17th Annual International Symposium AeroSense, 21-25 April 2003, Orlando, Florida.
  5. Y.A. Gryazin and T.R.Lucas, Preconditioning Technique in land mine imaging, SPIE's 16th Annual International Symposium on Aerospace/Defense Sensing, Simulation, and Controls, 1-5 April 2002, Orlando, Florida.
  6. Y.A. Gryazin and T.R.Lucas, Preconditioning Technique for the Solution of a Subsurface Object Detection Problem, The 2001 SIAM Annual Meeting, July 9-13 2001, San Diego, California.
  7. T.P. Weldon, Y.A. Gryazin and M.V. Klibanov, "Novel Inverse Methods in Land Mine Imaging", The International Conference on Acoustics, Speech, and Signal Processing(ICASSP), May 5-11 2001.
  8. Y.A. Gryazin, M.V. Klibanov and T.R.Lucas, "Identification of Antipersonnel Land Mine Imaging", National Radio Science Meeting, 8-11 January 2001, Boulder, Colorado, Abstracts, p.331.
  9. Y.A. Gryazin and M.V. Klibanov, Solution of inverse problem of mine detection by the elliptic systems method, SPIE's 14th Annual International Symposium on Aerospace/Defense Sensing, Simulation, and Controls, 24-28 April 2000, Orlando, Florida.
  10. T.P. Weldon, Y.A. Gryazin and M.V. Klibanov, Comparison of 2D and 1D approaches in mine detection, SPIE's 14th Annual International Symposium on Aerospace/Defense Sensing, Simulation, and Controls, 24-28 April 2000, Orlando, Florida.
  11. Y.A. Gryazin, M.V. Klibanov and T.R. Lucas, Tomographic imaging of the land mines by the elliptic systems method using GPR signal, SPIE's 13th Annual International Symposium on Aerospace/Defense Sensing, Simulation, and Controls, 5-9 April 1999, Orlando, Florida.