October 1, 2015CURRICULUM VITAE

Jari Antero Toivanen

Office Address:

Institute for Computational and Mathematical EngineeringDurand Building, room 023AStanford UniversityStanford, CA 94305USA

Tel. +1–650–725–9646Email: toivanen@stanford.eduWeb: www.stanford.edu/∼toivanen

Academic Education

Degree Year SchoolDoctor of Philosophy 1997 University of JyvaskylaLicentiate of Philosophy 1994 University of JyvaskylaMaster of Science 1992 University of Jyvaskyla

Academic Positions

In the Institute for Computational and Mathematical Engineering at the Stanford Uni-versity:

October, 2006 – present Visiting Professor

In the Center for Research in Scientific Computation at the North Carolina State Uni-versity:

June, 2004 – September, 2006 Visiting Researcher

In the Department of Mathematics at the North Carolina State University:

August, 2003 – May, 2004 Visiting Professor

In the Department of Mathematics at the University of Houston:

October, 2001 – June, 2003 Visiting Scientist

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In the Department of Mathematical Information Technology at the University of Jyvaskyla:

December, 2000 – present Adjunct ProfessorAugust, 2005 – July, 2010 Academy Research Fellow (Academy of Finland)August, 1999 – July, 2002 Postdoctoral Researcher (Academy of Finland)September, 1998 – July, 1999 Postdoctoral Research/Teaching Assistant

In the Department of Mathematics at the University of Jyvaskyla:

August, 1997 – August, 1998 ResearcherSeptember, 1991 – July, 1997 Research/Teaching AssistantMarch, 1991 – August, 1991 ProgrammerFebruary, 1991 – March, 1991 LecturerApril, 1990 – January, 1991 Programmer

Research Activities

• 53 journal articles

• 45 conference proceedings articles

• 28 invited talks in conferences

• 28 seminar talks

• 60 contributed talks in conferences

• 1 United States patent

See the List of Publications in the end of CV for details

Citations

• ISI Web of Science: 754 citations, h-index 17

• Google Scholar: 1984 citations, h-index 26

Research Interests

• In general efficient numerical solution of PDEs and related optimization problems

• Domain decomposition methods, fast direct solvers, and multigrid methods

• Computational acoustics, elasticity, electromagnetics, and fluid dynamics

• Preconditioning for iterative methods

• Parallel computing

• Numerical methods for option pricing

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Grants

• Grant for the project “Efficient Numerical Methods for Time-harmonic Acoustic Scat-tering”, 429,331 euro, Academy of Finland, 2011–2015.

• Grant for the project “Numerical Methods for Time-harmonic Acoustic Wave Propa-gation”, 138,000 euro, Academy of Finland, 2008–2010.

• Grant for the project “Efficient Numerical Methods for Time-harmonic Acoustic WavePropagation”, PI Kazufumi Ito, Co-PI Jari Toivanen, 175,000 dollars, US NationalScience Foundation, 2006–2010.

• Grant for the project “High-fidelity Finite-element Modeling of Acoustic Scatteringfrom Complex 3-D Elastic Targets in Littoral Environments”, PI Kazufumi Ito, Co-PIJari Toivanen, 450,000 dollars, US Office of Naval Research, 2006–2009.

• Grant for the project “Efficient Numerical Methods for Time-harmonic Wave Propa-gation”, 228,400 euro, Academy of Finland, 2006–2010.

• Grant for the project “Preconditioners for Incompressible Flow Problems”, 80,000 euro,Academy of Finland, 2002 and 2003.

• Grant for the project “Fast Direct Methods and Fictitious Domain Method with Ap-plications in Computational Fluid Dynamics, Acoustics, and Shape Optimization”,Academy of Finland, 25,000 euro, 1999–2002.

• Stipend for traveling, Jenny ja Antti Wihurin rahasto, Helsinki, 2,500 euro, 1995.

• Stipend for the research “Fictitious Domain Approach for Shape Optimization”, Das-sault Aviation, France, 12,000 euro, 1992.

Awards

• The first IMACS award for papers published in Applied Numerical Mathematics duringthe year 2011, 2012.

• The first award in TULI’95, from research results to business –contest, with S. Cheng,H. Suominen, and J. Timonen, Jyvaskyla Science Park, Jyvaskyla, 1995.

Member of Scientific and Program Committee

• The 16th IEEE International Conference on Computational Science and Engineering,Program Committee, Sydney, Australia, December, 2013.

• Eurogen 2013, International Conference on Evolutionary and Deterministic Methods forDesign, Optimization and Control, Scientific Committee, Las Palmas, Gran Canaria,Spain, October, 2013.

• Workshop on Computational & Algorythmic Finance, International Conference on Com-putational Science 2013, Program Committee, Barcelona, Spain, June, 2013.

• The 15th IEEE International Conference on Computational Science and Engineering,Program Committee, Nicosia, Cyprus, December, 2012.

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• Eurogen 2009, Eccomas Thematic Conference, Scientific Committee, Cracow, Poland,June, 2009.

• Eurogen 2007, Eccomas Thematic Conference, Scientific Committee, Jyvaskyla, Fin-land, June, 2007.

• Eccomas 2004 - The Fourth European Congress on Computational Methods in AppliedSciences and Engineering, Scientific Committee, Jyvaskyla, Finland, July, 2004.

• Waves 2003 - The Sixth International Conference on Mathematical and IndustrialAspects of Wave Propagation, Scientific Committee, Jyvaskyla, Finland, July, 2003.

Member of Organizing Committee

• Minisymposium on Operator Splitting Methods for Pricing Options, 2014 SIAM Con-ference on Financial Math and Engineering, Chicago, IL, USA, November, 2014.

• Minisymposium on Numerical Methods for Option Pricing, 2012 SIAM Conference onFinancial Math and Engineering, Minneapolis, MN, USA, July, 2012.

• Minisymposium on Numerical Methods for Option Pricing, 2010 SIAM Conference onFinancial Math and Engineering, San Francisco, CA, USA, November, 2010.

• Minisymposium on Numerical Methods for Option Pricing, Enumath 2009, The EighthEuropean Conference on Numerical Mathematics and Advanced Applications, Up-psala, Sweden, June, 2009.

• Minisymposium on Numerical Methods for Calibration and Pricing, 2008 SIAM Con-ference on Financial Math and Engineering, New Brunswick, NJ, USA, November,2008.

• Minisymposium on Numerical Methods for Option Pricing, ICIAM 07, Zurich, Switzer-land, July, 2007.

• Minisymposium on Deterministic Numerical Methods for Option Pricing, 2006 SIAMConference on Financial Math and Engineering, Boston, MA, USA, July, 2006.

• SCOMA Seminar on Optimal Control, Optimization and Game Theory, University ofJyvaskyla, Jyvaskyla, Finland, March, 2006.

• Two Minisymposia on Efficient Numerical Methods for Option Pricing, Eccomas 2004,Jyvaskyla, Finland, July, 2004.

• Finite Element Methods, Three-dimensional Problems, Jyvaskyla, Finland, June,2000.

• The Fifth French-Russian-Finnish Workshop on Experimentation, Mathematical Mod-eling, and Computation in Engineering Sciences, Jyvaskyla, Finland, June, 2000.

• EUROGEN99, Short Course on Evolutionary Algorithms in Engineering and ComputerScience, Jyvaskyla, Finland, June, 1999.

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Editorial Activities

• Member of Editorial Board:International Journal of Computer Mathematics, 2010 – present

• Editor of Special Issue on “Computational Methods for PDEs in Finance” in In-ternational Journal of Computer Mathematics

• Editor of Proceedings of EUROGEN99, University of Jyvaskyla, 1999.

Referee for Journals

• Abstract and Applied Analysis

• Advances in Engineering Software

• Applied Mathematical Finance

• Applied Mathematical Modelling

• Applied Mathematics and Computation

• Applied Numerical Mathematics

• CMES: Computer Modeling in Engineering & Sciences

• Communications in Numerical Methods in Engineering

• Computational and Mathematical Methods in Medicine

• Computers and Mathematics with Applications

• Electronic Transactions on Numerical Analysis (ETNA)

• ESAIM: Mathematical Modelling and Numerical Analysis

• IMA Journal of Numerical Analysis

• International Journal for Numerical Methods in Engineering

• International Journal of Computer Mathematics

• International Journal of Heat and Fluid Flow

• International Journal of Numerical Analysis & Modeling

• International Journal of Theoretical and Applied Finance

• Journal of Algorithms and Computational Technology

• Journal of Applied Mathematics

• Journal of Applied Mathematics and Computing

• Journal of Computational and Applied Mathematics

• Journal of Computational Finance

• Journal of Computational Physics

• Journal of Engineering Mathematics

• Journal of Mathematical Analysis and Applications

• Journal of Numerical Mathematics

• Journal of Optimization Theory and Applications

• Journal of Parallel and Distributed Computing

• The Journal of Risk

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• Journal on Scientific Computing

• Journal of the Acoustical Society of America

• Mathematical and Computer Modelling

• Mathematical Problems in Engineering

• Mathematics and Computers in Simulation

• Numerical Algorithms

• Numerical Linear Algebra with Applications

• Numerical Methods for Partial Differential Equations

• Mathematical Modelling and Analysis

• Operations Research

• Optimization Methods and Software

• The Quarterly of Applied Mathematics

• SIAM Journal on Financial Mathematics

• SIAM Journal on Matrix Analysis and Applications

• SIAM Journal on Numerical Analysis

• SIAM Journal on Scientific Computing

Other Review Tasks

• Supercomputer resource proposal scientific reviewer for PRACE – Partnership forAdvanced Computing in Europe, Bruxelles, Belgium, 2013.

• Orals committee member for Dalei Wang’s doctoral dissertation “Fully implicitand semi-implicit hybrid discontinuous space-time Galerkin methods for acousticwave propagation”, Stanford University, Stanford, CA, USA, December 2013.

• Project proposal review for Swiss National Science Foundation, Switzerland, 2013.

• Opponent for Timo Lahivaara’s PhD thesis “Discontinuous Galerkin Method forTime-Domain Wave Problems” defence, University of Eastern Finland, Kuopio,Finland, December, 2010.

• Referee for Dr. Yury Gryazin promotion to Full Professor, Idaho State University,Pocatello, ID, USA, 2009.

• Referee for Sampsa Pursiainen’s doctoral dissertation “Computational Methods inElectromagnetic Biomedical Inverse Problems”, Helsinki University of Technology,Helsinki, Finland, 2008.

• Referee for Jarkko Niiranen’s doctoral dissertation “A-priori and A-posteriori ErrorAnalysis of Finite Element Methods for Plate Models”, Helsinki University ofTechnology, Helsinki, Finland, 2007.

• Project proposal review for L’Agence Nationale de la Recherche, France, 2007.

• Opponent for Jonas Persson’s PhD thesis “Accurate Finite Difference Methods forOption Pricing” defence, Uppsala University, Uppsala, Sweden, September, 2006.

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Memberships in Scientific Societies

• Society for Industrial and Applied Mathematics (SIAM), 1996 – present

• International Society for Structural and Multidisciplinary Optimization (ISSMO), 1994– present

References available on request

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Longer Scientific Visits (more than a few weeks)

• Los Alamos National Laboratory, T-7 Group, Los Alamos, NM, USA, May – August,2002, three months.

Short Scientific Visits (at most a few weeks)

• Department of Information Technology, Uppsala University, Uppsala, Sweden, April,2013.

• Department of Mathematics, North Carolina State University, Raleigh, NC, USA,March, 2012.

• Lorentz Center, Quantitative Methods in Financial and Insurance MathematicsWorkshop, Leiden, The Netherlands, April, 2011.

• Department of Mathematics, Hong Kong Baptist University, Hong Kong, April, 2010.

• Center of Mathematical Modeling and Scientific Computing, National Chiao TungUniversity, Hsinchu, Taiwan, December, 2009.

• Department of Mathematical Sciences, University of Tokyo, Tokyo, Japan, December,2007.

• American Institute of Mathematics, High-order Methods for Computational WavePropagation and Scattering Workshop, Palo Alto, CA, USA, September, 2007.

• Institute for Mathematics and Scientific Computing, University of Graz, Graz, Austria,June, 2006.

• Jacques-Louis Lions Laboratory, University of Paris VI, Paris, France, January, 2006.

• Institute for Computational and Mathematical Engineering, Stanford University, Stan-ford, CA, December, 2005.

• Mathematisches Forschungsinstitut Oberwolfach, Optimal Control of Coupled Sys-tems of PDE Workshop, Oberwolfach, Germany, April, 2005.

• Los Alamos National Laboratory, T-7 Group, Los Alamos, NM, USA, June, 2001.

• University of Houston, Department of Mathematics, Houston, TX, USA, April, 2001.

• The Center for the Development of Parallel Scientific Computing, University ClaudeBernard Lyon I, Lyon, France, October, 2000.

• The Laboratory of Numerical Analysis, University of Paris VI, Paris, France, October,2000.

• Technical University of Ostrava, Department of Applied Mathematics, Ostrava, CzechRepublic, September, 2000.

• Russian Academy of Sciences, Institute of Numerical Mathematics, Moscow, Russia,June, 2000.

• University of Houston, Department of Mathematics, Houston, TX, USA, May, 2000.

• Texas Institute for Computational and Applied Mathematics (TICAM), University ofTexas at Austin, Austin, TX, USA, May, 2000.

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• Charles University, Department of Metal Physics, Prague, Czech Republic, August,1998.

• Russian Academy of Sciences, Institute of Numerical Mathematics, Moscow, Russia,June, 1998.

• University of Augsburg, Department of Applied Mathematics, Augsburg, Germany,October, 1997.

• Russian Academy of Sciences, Institute of Numerical Mathematics, Moscow, Russia,August, 1997.

• University of Houston, Department of Mathematics, Houston, TX, USA, March,1997.

• Russian Academy of Sciences, Institute of Numerical Mathematics, Moscow, Russia,July, 1996.

• INRIA, Rocquencourt, France, April, 1995.

• CERFACS, Toulouse, France, May, 1994.

• Russian Academy of Sciences, Institute of Numerical Mathematics, Moscow, Russia,July, 1993.

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Practical Experience in Teaching

In the Department of Mathematical Information Technology at the University of Jyvaskyla:

• Numerical Methods for Option Pricing, summer 2014: lectures, laboratories.

In the Department of Mathematics at the North Carolina State University:

• Calculus I, spring 2004: lectures, laboratories.

• Calculus I, fall 2003: lectures, laboratories.

In the Department of Mathematics at the University of Houston:

• Splitting methods for time-dependent PDEs, spring 2003: guest lecturer.

In the Department of Mathematical Information Technology at the University of Jyvaskyla:

• Basics of using computers, spring 1999: lectures, laboratories.

• Fortran language, fall 1998: laboratories, programming projects.

In the Department of Mathematics at the University of Jyvaskyla:

• Optimization, fall 1995: laboratories, programming projects.

• Numerical analysis, spring 1993: lectures, laboratories, programming projects.

• Software engineering, spring 1992: lectures, laboratories, programming projects.

• Numerical methods, fall 1991: laboratories, programming projects.

• Computer operating systems, spring 1991: lectures.

• Data communication, fall 1990: laboratories.

• Unix and C language, fall 1989: laboratories, programming projects.

Supervised Theses

• Mirko Myllykoski, “On GPU–Accelerated Fast Direct Solvers and Their Applica-tions in Image Denoising”, University of Jyvaskyla, fall 2015, with Prof. TuomoRossi.

• Tuomo Raisanen, “Efficient Numerical Methods for Simulating Continuous Cast-ing Processes”, PhD Thesis, University of Jyvaskyla, fall 2014, with Prof. TimoTiihonen.

• Santtu Salmi, “Numerical Methods for Pricing Options under Jump-Diffusion Pro-cesses”, PhD Thesis, University of Jyvaskyla, fall 2013.

• Tuomas Airaksinen, “Numerical Methods for Acoustics and Noise Control”, PhDThesis, University of Jyvaskyla, fall 2010.

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• Ferrante Neri, “Fitness Diversity Adaptation in Memetic Algorithms”, PhD The-sis, University of Jyvaskyla, fall 2007, with Prof. Raino A.E. Makinen.

• Samuli Ikonen, “Efficient Numerical Methods for Pricing American Options”, PhDThesis, University of Jyvaskyla, fall 2005.

• Samuli Ikonen, “Efficient Numerical Solution of the Black–Scholes Equation byFinite Difference Method”, Licentiate Thesis, University of Jyvaskyla, summer2003.

• Samuli Ikonen, “On Black–Scholes Equation and Its Numerical Solution by Dif-ference Method” (in Finnish), Laudatur (Master) Thesis, University of Jyvaskyla,spring 2001.

Postdoctoral and Graduate Students

• Mirko Myllykoski, PhD student, University of Jyvaskyla, 2011 – 2015, topic: Effi-cient Solvers for Separable PDEs Current position: Postdoctoral Researcher, Uni-versity of Jyvaskyla.

• Tuomo Raisanen, PhD student, University of Jyvaskyla, 2012 – 2014, topic: Nu-merical Modelling of Continuous Casting

• Santtu Salmi, PhD student, University of Jyvaskyla, 2009 – 2013, topic: NumericalMethods for Option Pricing

• Sanna Monkola, Postdoc, University of Jyvaskyla, 2011 – 2012, topic: NumericalMethods for Wave PropagationCurrent position: Postdoctoral Researcher, University of Jyvaskyla.

• Tuomas Airaksinen, PhD student, University of Jyvaskyla, 2006 – 2010, topic:Numerical Methods for Modeling and Optimizing Acoustic WavesCurrent position: Software Developer, Qvantel, Jyvaskyla.

• Zhonghua Qiao, Postdoc, North Carolina State University, 2006 – 2008, withProf. Kazufumi Ito, topic: Efficent Numerical Methods for Acoustic ScatteringCurrent position: Assistant Professor, Hong Kong Polytechnic University, HongKong.

• Ferrante Neri, PhD student, University of Jyvaskyla, with Prof. Raino A.E. Makinen,2004 – 2007, topic: Genetic Algorithms and Applications.Current position: Professor, De Montfort University, Leicester, U.K.

• Samuli Ikonen, PhD student, University of Jyvaskyla, 2001 – 2005, topic: Numer-ical Methods for Pricing Options.Current position: Senior Analyst, Nordea Markets, Nordea Bank, Helsinki, Fin-land.

• Janne Martikainen, Postdoc, University of Jyvaskyla, 2002 – 2003, topic: EfficientNumerical Methods for Computational Elecromagnetics and Fluid Dynamics.Current position: R&D Manager, Numerola Oy (Ltd), Jyvaskyla.

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Other Merits Related to Teaching

• Teaching demonstration lecture “Solution of linear equations with Jacobi method”(in Finnish), Faculty of Mathematics and Natural Sciences, University of Turku,October, 2005, grade: good.

• Teaching demonstration lecture “Solution of linear equations with Jacobi method”(in Finnish), Department of Mathematical Information Technology, University ofJyvaskyla, November, 2000, grade: good teaching skills.

• Docent in Scientific Computing, Faculty of Information Technology, University ofJyvaskyla, December, 2000.

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LIST OF PUBLICATIONS

1. Theses

1. Fictitious Domain Method Applied to Shape Optimization, Doctoral Thesis, Uni-versity of Jyvaskyla, Department of Mathematics, 1997.

2. Fictitious Domain Method Applied to Shape Optimization, Licentiate Thesis, Uni-versity of Jyvaskyla, Department of Mathematics, 1994.

3. Fictitious Domain Method Applied to Potential Flows and Stokes Problem, Lau-datur Thesis, University of Jyvaskyla, Department of Mathematics, 1993.

4. On Implementation of Finite Element Method as Subroutine Library, Master The-sis, University of Jyvaskyla, Department of Mathematics, 1991 (in Finnish).

2. Refereed Publications

2.1. Refereed Journal Articles

1. L. von Sydow, J. Toivanen, and C. Zhang: Adaptive Finite Differences and IMEXTime-stepping to Price Options under Bates Model, International Journal of Com-puter Mathematics, to appear.

2. L. von Sydow, L.J. Hook, E. Larsson, E. Lindstrom, S. Milovanovic, J. Persson,V. Shcherbakov, Y. Shpolyanskiy, S. Siren, J. Toivanen, J. Walden, M. Wiktors-son, J. Levesley, J. Li, C.W. Oosterlee, M.J. Ruijter, A. Toropov, Y. Zhao: BEN-CHOP — The BENCHmarking Project in Option Pricing, International Journalof Computer Mathematics, to appear.

3. S. Salmi, J. Toivanen, and L. von Sydow: An IMEX-scheme for Pricing Optionsunder Stochastic Volatility Models with Jumps, SIAM Journal on Scientific Com-puting, 36(2014), pp. B817–B834.

4. S. Salmi and J. Toivanen: IMEX Schemes for Pricing Options under Jump-diffusion Models, Applied Numerical Mathematics, 84(2014), pp. 33–45.

5. T. Airaksinen and J. Toivanen: An Optimal Local Active Noise Control Methodbased on Stochastic Finite Element Models, Journal of Sound and Vibration,332(2013), pp. 6924–6933.

6. S. Salmi and J. Toivanen: A Comparison and Survey of Finite Difference Meth-ods for Pricing American Options under Finite Activity Jump-Diffusion Models,International Journal of Computer Mathematics, 89(2012), pp. 1112–1134.

7. C. Farhat and J. Toivanen: A Hybrid Discontinuous Galerkin Method for Com-puting the Ground State Solution of Bose-Einstein Condensates, Journal of Com-putational Physics, 231(2012), pp. 4709–4722.

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8. D. Wang, R. Tezaur, J. Toivanen, and C. Farhat: Overview of the DiscontinuousEnrichment Method, the Ultra-Weak Variational Formulation, and the Partitionof Unity Method for Acoustic Scattering in the Medium Frequency Regime andPerformance Comparisons, International Journal for Numerical Methods in Engi-neering, 89(2012), pp. 403–417.

9. J. Toivanen and C.W. Oosterlee: A Projected Algebraic Multigrid Method forLinear Complementarity Problems, Numerical Mathematics: Theory, Methods andApplications, 5(2012), pp. 85–98.

10. T. Airaksinen, E. Heikkola, and J. Toivanen: Local Control of Sound in StochasticDomains Based on Finite Element Models, Journal of Computational Acoustics,19(2011), pp. 205–219.

11. S. Salmi and J. Toivanen: An Iterative Method for Pricing American Optionsunder Jump-Diffusion Models, Applied Numerical Mathematics, 61(2011), pp. 821–831.

12. J. Toivanen: A High-order Front-tracking Finite Difference Method for PricingAmerican Options under Jump-Diffusion Models, Journal of Computational Fi-nance, 13(2010), pp. 61–79.

13. C. Farhat, R. Tezaur, and J. Toivanen: A Domain Decomposition Method forDiscontinuous Galerkin Discretizations of Helmholtz Problems with Plane Wavesand Lagrange Multipliers, International Journal for Numerical Methods in Engi-neering, 78(2009), pp. 1513–1531.

14. S. Ikonen and J. Toivanen: Operator Splitting Methods for Pricing AmericanOptions under Stochastic Volatility, Numerische Mathematik, 113(2009), pp. 299–324.

15. K. Ito and J. Toivanen: Lagrange Multiplier Approach with Optimized FiniteDifference Stencils for Pricing American Options under Stochastic Volatility, SIAMJournal on Scientific Computing, 31(2009), pp. 2646–2664.

16. T. Airaksinen, A. Pennanen, and J. Toivanen: A Damping Preconditioner forTime-harmonic Wave Equations in Fluid and Elastic Material, Journal of Com-putational Physics, 228(2009), pp. 1466–1479.

17. K. Ito, Z. Qiao, and J. Toivanen: A Domain Decomposition Solver for AcousticScattering by Elastic Objects in Layered Media, Journal of Computational Physics,227(2008), pp. 8685–8698.

18. J. Toivanen: Numerical Valuation of European and American Options underKou’s Jump-Diffusion Model, SIAM Journal on Scientific Computing, 30(2008),pp. 1949–1970.

19. S. Ikonen and J. Toivanen: Efficient Numerical Methods for Pricing AmericanOptions under Stochastic Volatility, Numerical Methods for Partial DifferentialEquations, 24(2008), pp. 104–126.

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20. T. Airaksinen, E. Heikkola, A. Pennanen, and J. Toivanen: An Algebraic Multi-grid based Shifted-Laplacian Preconditioner for the Helmholtz Equation, Journalof Computational Physics, 226(2007), pp. 1196–1210.

21. K. Ito and J. Toivanen: A Fast Iterative Solver for Scattering by Elastic Objectsin Layered Media, Applied Numerical Mathematics, 57(2007), pp. 811–820.

22. S. Ikonen and J. Toivanen: Componentwise Splitting Methods for Pricing Amer-ican Options under Stochastic Volatility, International Journal of Theoretical andApplied Finance, 10(2007), pp. 331–361.

23. S. Ikonen and J. Toivanen: Pricing American Options Using LU Decomposition,Applied Mathematical Sciences, 1(2007), pp. 2529–2551.

24. L. Lehtovaara, J. Toivanen, and J. Eloranta: Solution of Time-independent Schro-dinger Equation by Imaginary Time Propagation Method, Journal of Computa-tional Physics, 221(2007), pp. 148–157.

25. F. Neri, J. Toivanen, G.L. Cascella, and Y.-S. Ong: An Adaptive MultimemeAlgorithm for Designing HIV Multidrug Therapies, IEEE/ACM Transactions onComputational Biology and Bioinformatics, 4(2007), pp. 264–278.

26. F. Neri, J. Toivanen, and R.A.E. Makinen: An Adaptive Evolutionary Algorithmwith Intelligent Mutation Local Searchers for Designing Multidrug Therapies forHIV, Applied Intelligence, 27(2007), pp. 219–235.

27. H.T. Banks, S.L. Grove, K. Ito, and J. Toivanen: Static Two-Player Evasion-Interrogation Games with Uncertainty, Computational & Applied Mathematics,25(2006), pp. 289–306.

28. H.T. Banks, H.-D. Kwon, J.A. Toivanen, and H.T. Tran: An State DependentRiccati Equation Based Estimator Approach for HIV Feedback Control, OptimalControl, Applications and Methods, 27(2006), pp. 93–121.

29. H.T. Banks, K. Ito, G.M. Kepler, and J.A. Toivanen: Material Surface Designto Counter Electromagnetic Interrogation of Targets, SIAM Journal on AppliedMathematics, 66(2006), pp. 1027–1049.

30. K. Ito and J. Toivanen: Preconditioned Iterative Methods on Sparse Subspaces,Applied Mathematics Letters, 19(2006), pp. 1191–1197.

31. H.T. Banks, K. Ito, and J. Toivanen: Determination of Interrogating Frequenciesto Maximize Electromagnetic Backscatter from Objects with Material Coatings,Communications in Computational Physics, 1(2006), pp. 357–377.

32. R. Glowinski and J. Toivanen: A Multigrid Preconditioner and Automatic Differ-entiation for Non-equilibrium Radiation Diffusion Problems, Journal of Computa-tional Physics, 207(2005), pp. 354–374.

33. S. Ikonen and J. Toivanen: Operator Splitting Methods for American OptionPricing, Applied Mathematics Letters, 17(2004), pp. 809–814.

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34. E. Heikkola, T. Rossi, and J. Toivanen: A Domain Imbedding Method for Scatter-ing Problems with an Absorbing Boundary or a Perfectly Matched Layer, Journalof Computational Acoustics, 11(2003), pp. 159–174.

35. E. Heikkola, T. Rossi, and J. Toivanen: Fast Direct Solution of the HelmholtzEquation with a Perfectly Matched Layer/an Absorbing Boundary Condition, In-ternational Journal for Numerical Methods in Engineering, 57(2003), pp. 2007–2025.

36. E. Heikkola, T. Rossi, and J. Toivanen: A Parallel Fictitious Domain Method forthe Three-Dimensional Helmholtz Equation, SIAM Journal on Scientific Comput-ing, 24(2003), pp. 1567–1588.

37. J. Toivanen, J.P. Hamalainen, K. Miettinen, and P. Tarvainen: Designing PaperMachine Headbox Using GA, Materials and Manufacturing Processes, 18(2003),pp. 533–541.

38. N. Barberou, M. Garbey, M. Hess, M.M. Resch, T. Rossi, J. Toivanen, and D. Tro-meur-Dervout: Efficient Metacomputing of Elliptic Linear and Non-linear Prob-lems, Journal of Parallel and Distributed Computing, 63(2003), pp. 564–577.

39. K. Miettinen, M.M. Makela, and J. Toivanen: Numerical Comparison of SomePenalty-Based Constraint Handling Techniques in Genetic Algorithms, Journal ofGlobal Optimization, 27(2003), pp. 427–446.

40. J. Martikainen, T. Rossi, and J. Toivanen: Multilevel Preconditioners for La-grange Multipliers in Domain Imbedding, Electronic Transactions on NumericalAnalysis, 15(2003), pp. 94–105.

41. J.P. Hamalainen, K. Miettinen, P. Tarvainen, and J. Toivanen: Interactive Solu-tion Approach to a Multiobjective Optimization Problem in Paper Machine Head-box Design, Journal of Optimization Theory and Applications, 116(2003), pp. 265–281.

42. J. Martikainen, T. Rossi, and J. Toivanen: A Fast Direct Solver for Elliptic Prob-lems with a Divergence Constraint, Numerical Linear Algebra with Applications,9(2002), pp. 629–652.

43. J. Martikainen, T. Rossi, and J. Toivanen: Computation of a Few Smallest Eigen-values of Elliptic Operators Using Fast Elliptic Solvers, Communications in Nu-merical Methods in Engineering, 17(2001), pp. 521–527.

44. T. Karkkainen and J. Toivanen: Building Blocks for Odd-Even Multigrid withApplications to Reduced Systems, Journal of Computational and Applied Mathe-matics, 131(2001), pp. 15–33.

45. S. Del Pino, E. Heikkola, O. Pironneau, and J. Toivanen: A Finite ElementMethod for Virtual Reality Data, Comptes rendus de l’Academie des sciences -Serie I - Mathematique, 330(2000), pp. 1107–1111.

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46. R.A.E. Makinen, T. Rossi, and J. Toivanen: A Moving Mesh Fictitious DomainApproach for Shape Optimization Problems, M2AN. Mathematical Modelling andNumerical Analysis, 34(2000), pp. 31–45.

47. M. Koskinen, J. Kolehmainen, S.M. Reimann, J. Toivanen, and M. Manninen:Quantum Dots in Magnetic Fields: Unrestricted Symmetries in the Current Spin-density Functional Formalism, The European Physical Journal D, 9(1999), pp. 487–490.

48. T. Rossi and J. Toivanen: A Parallel Fast Direct Solver for Block Tridiagonal Sys-tems with Separable Matrices of Arbitrary Dimension, SIAM Journal on ScientificComputing, 20(1999), pp. 1778–1793.

49. R.A.E. Makinen, J. Periaux, and J. Toivanen: Multidisciplinary Shape Optimiza-tion in Aerodynamics and Electromagnetics Using Genetic Algorithms, Interna-tional Journal for Numerical Methods in Fluids, 30(1999), pp. 149–159.

50. T. Rossi and J. Toivanen: Parallel Fictitious Domain Method for a NonlinearElliptic Neumann Boundary Value Problem, Numerical Linear Algebra with Ap-plications, 6(1999), pp. 51–60.

51. T. Rossi and J. Toivanen: A Nonstandard Cyclic Reduction Method, its Vari-ants and Stability, SIAM Journal on Matrix Analysis and Applications, 20(1999),pp. 628–645.

52. E. Heikkola, Yu.A. Kuznetsov, P. Neittaanmaki, and J. Toivanen: Fictitious Do-main Methods for the Numerical Solution of Two-Dimensional Scattering Prob-lems, Journal of Computational Physics, 145(1998), pp. 89–109.

53. S. Cheng, J.A. Toivanen, H. Suominen, J.T. Toivanen, and J. Timonen: Esti-mation of Structural and Geometrical Properties of Cortical Bone by Computer-ized Tomography in 78–Year–Old Women, Journal of Bone and Mineral Research,10(1995), pp. 139–148.

2.2. Refereed Conference Papers

54. S. Salmi, J. Toivanen, and L. von Sydow: Iterative Methods for Pricing AmericanOptions under the Bates Model, in “Proceedings of 2013 International Confer-ence on Computational Science”, V. Alexandrov, M. Lees, V. Krzhizhanovskaya,J. Dongarra, P. Sloot (eds.), Procedia Computer Science Series, Vol. 18, Elsevier,2013, pp. 1136–1144.

55. C. Farhat, R. Tezaur, and J. Toivanen: A Domain Decomposition Solver forthe Discontinuous Enrichment Method for the Helmholtz Equation, in: “DomainDecomposition Methods in Sciences and Engineering XX”, R. Bank, M. Holst,O. Widlund, J. Xu (eds.), Lecture Notes in Computational Science and Engineer-ing, Vol. 91, Springer, 2013, pp. 207–214.

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56. M. Myllykoski, T. Rossi, and J. Toivanen: Fast Poisson Solvers for Graphics Pro-cessing Units, in “Proceedings of PARA 2012 - Workshop on the State-of-the-Art inScientific and Parallel Computing”, Lecture Notes in Computer Science, Vol. 7782,Springer, 2013, pp. 265–279.

57. J. Toivanen: A Componentwise Splitting Method for Pricing American Optionsunder the Bates Model, in “Applied and Numerical Partial Differential Equations:Scientific Computing in Simulation, Optimization and Control in a Multidisci-plinary Context”, W. Fitzgibbon, Yu. Kuznetsov, P. Neittaanmaki, J. Periaux,O. Pironneau (eds.), Computational Methods in Applied Sciences, Vol. 15, Springer,2010, pp. 213–227.

58. H. Xie, K. Ito, Z. Li, and J. Toivanen: A Finite Element Method for InterfaceProblems with Locally Modified Triangulations, AMS Contemporary Mathemat-ics, Vol. 466, AMS, 2008, pp. 179–190.

59. S. Ikonen and J. Toivanen: An Operator Splitting Method for Pricing AmericanOptions, in “Partial Differential Equations: Modelling and Numerical Simulation”,R. Glowinski, P. Neittaanmaki (eds.), Computational Methods in Applied Sciences,Vol. 16, Springer, 2008, pp. 279–292.

60. J. Toivanen: Numerical Valuation of Options under Kou’s Model, Proceedings inApplied Mathematics and Mechanics, 7(2007), pp. 1024001–1024002.

61. C. Farhat, R. Tezaur, and J. Toivanen: A Domain Decomposition Method for aClass of Discontinuous Galerkin Discretizations of Helmholtz Problems, in “Pro-ceedings of Waves 2007 - The 8th International Conference on Mathematical andNumerical Aspects of Waves”, University of Reading, U.K., 2007, pp. 370–372.

62. Q. Huynh, K. Ito, and J. Toivanen: A Fast Helmholtz Solver for Scattering by aSound-soft Target in Sediment, in “Domain Decomposition Methods in Science andEngineering XVI”, O. Widlund, D. Keyes (eds.), Lecture Notes in ComputationalScience and Engineering, Vol. 55, Springer, 2007, pp. 595–602.

63. K. Ito and J. Toivanen: Efficient Domain Decomposition Method for AcousticScattering in Multi-Layered Media, in “Proceedings of the Eccomas CFD 2006Conference”, Eccomas, in CD-ROM format.

64. H.Q. Chen, R. Glowinski, J. Periaux, and J. Toivanen: Domain Embedding/Con-trollability Methods for the Conjugate Gradient Solution of Wave PropagationProblems, in “Domain Decomposition Methods in Science and Engineering”, R. Ko-rnhuber, R. Hoppe, J. Periaux, O. Pironneau, O. Widlund, J. Xu (eds.), LectureNotes in Computational Science and Engineering, Vol. 40, Springer, 2004, pp. 537–546.

65. R. Glowinski, J. Periaux, and J. Toivanen: Time-Periodic Solutions of Wave Equa-tion via Controllability and Fictitious Domain Methods, in “Proceedings of Waves2003 – the Sixth International Conference on Mathematical and Numerical As-pects of Wave Propagation”, G.C. Cohen, E. Heikkola, P. Joly, P. Neittaanmaki(eds.), Springer-Verlag, 2003, pp. 805–810.

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66. E. Heikkola, T. Rossi, and J. Toivanen: A Domain Imbedding Method with Dis-tributed Lagrange Multipliers for Acoustic Scattering Problems, in “Proceedings ofWaves 2003 – the Sixth International Conference on Mathematical and NumericalAspects of Wave Propagation”, G.C. Cohen, E. Heikkola, P. Joly, P. Neittaanmaki(eds.), Springer-Verlag, 2003, pp. 252–256.

67. J. Martikainen, T. Rossi, K. Rogovin, and J. Toivanen: Fast Direct Solver foran Electromagnetic Problem with an Application, in “Proceedings of Waves 2003– the Sixth International Conference on Mathematical and Numerical Aspects ofWave Propagation”, G.C. Cohen, E. Heikkola, P. Joly, P. Neittaanmaki (eds.),Springer-Verlag, 2003, pp. 675–680.

68. N. Barberou, M. Garbey, M. Hess, M. Resch, T. Rossi, J. Toivanen, and D. Tro-meur-Dervout: An Aitken-Schwarz Method for Efficient Metacomputing of Ellip-tic Equations, in “Proceedings of the 14th International Conference on DomainDecomposition Methods”, I. Herrera, D. Keyes, O. Widlund, R. Yates (eds.),DDM.org, 2002, pp. 349–356.

69. J. Martikainen, R.A.E. Makinen, T. Rossi, and J. Toivanen: A Preconditioner forLinear Elasticity Problems, in “Proceedings of the 13th International Conferenceon Domain Decomposition Methods”, N. Debit, M. Garbey, R. Hoppe, J. Periaux,D. Keyes, Yu. Kuznetsov (eds.), CIMNE, Barcelona, 2002, pp. 427–434.

70. J. Martikainen, R.A.E. Makinen, T. Rossi, and J. Toivanen: A Fictitious DomainMethod for Linear Elasticity Problems, in “Proceedings of the First M.I.T. Con-ference on Computational Fluid and Solid Mechanics”, K.J. Bathe (ed.), Elsevier,Oxford, 2001, pp. 346–350.

71. E. Heikkola, T. Rossi, and J. Toivanen: Efficient Iterative Solution of High Fre-quency Acoustic Scattering Problems, in “Proceedings of the Fifth InternationalConference on Mathematical and Numerical Aspects of Wave Propagation”, A. Ber-mudez, D. Gomez, C. Hazard, P. Joly, J.E. Roberts (eds.), SIAM, 2000, pp. 837–841.

72. T. Karkkainen, and J. Toivanen: Multigrid Methods with Extended Subspacesfor Reduced Systems, in “Proceedings of the Third European Conference on Nu-merical Mathematics and Advanced Applications”, P. Neittaanmaki, T. Tiihonen,P. Tarvainen (eds.), World Scientific, Singapore, 2000, pp. 564–570.

73. R. Glowinski, Yu.A. Kuznetsov, T. Rossi, and J. Toivanen: A Fictitious Do-main Method with Distributed Lagrange Multipliers, in “Proceedings of the ThirdEuropean Conference on Numerical Mathematics and Advanced Applications”,P. Neittaanmaki, T. Tiihonen, P. Tarvainen (eds.), World Scientific, Singapore,2000, pp. 733–742.

74. T. Rossi and J. Toivanen: Numerical Experiments with a Parallel Fast DirectElliptic Solver on Cray T3E, in “Parallel processing: proceedings / EuroPar ’97,Third International Euro–Par Conference”, C. Lengauer et al. (eds.), Berlin, Lec-ture Notes in Computer Science, Vol. 1300, Springer, 1997, pp. 722–725.

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75. R.A.E. Makinen, P. Neittaanmaki, J. Periaux, M. Sefrioui, and J. Toivanen:Parallel Genetic Solution for Multiobjective MDO, in “Algorithms and ResultsUsing Advanced Computers, Proceedings of the Parallel CFD 1996 Conference”,A. Schiano, A. Ecer, J. Periaux, N. Satofuka (eds.), Elsevier, 1997, pp. 352–359.

76. R.A.E. Makinen, J. Periaux, and J. Toivanen: Shape Design Optimization in 2DAerodynamics Using Genetic Algorithms on Parallel Computers, in “Parallel Com-putational Fluid Dynamics: Implementations and Results Using Parallel Com-puters, Proceedings of the Parallel CFD 1995 Conference”, A. Ecer, J. Periaux,N. Satofuka, S. Taylor (eds.), Elsevier, 1996, pp. 395–402.

3. Conference Papers

1. S. Salmi and J. Toivanen: Operator Splitting Methods for Pricing American Op-tions under Jump-diffusion Models and Stochastic Discrete Dividends, in “Pro-ceedings of Eccomas 2012 Conference”, Eccomas, 2012, in CD-ROM format.

2. T. Airaksinen and J. Toivanen: Quadratic Least-squares Formulation for a LocalActive Noise Control with Stochastic Domain and Noise Source, in “Proceedingsof Eccomas 2012 Conference”, Eccomas, 2012, in CD-ROM format.

3. H.T. Banks, J.A. David, H.-D. Kwon, J.A. Toivanen, and H.T. Tran: DynamicMultidrug Therapies for HIV: Feedback and Structured Treatment InterruptionControl Approaches, in “Proceedings of MTNS2006 – the 17th International Sym-posium on Mathematical Theory of Networks and Systems”, 2006, in CD-ROMformat.

4. K. Ito and J. Toivanen: Efficient Iterative Solution of Time-harmonic Scatteringby Objects in Layered Fluid, in “Proceedings of European Conference on Compu-tational Mechanics 2006”, Springer, 2006, in CD-ROM format.

5. S. Ikonen and J. Toivanen: Operator Splitting Methods for American Optionswith Stochastic Volatility, in “Proceedings of Eccomas 2004 Conference”, Eccomas,2004, in CD-ROM format.

6. T. Raisanen, S. Louhenkilpi, T. Hatonen, J. Toivanen, J. Laine, and M. Keka-lainen: A Coupled Heat Transfer Model for Simulation of Continuous Casting, in“Proceedings of Eccomas 2004 Conference”, Eccomas, 2004, in CD-ROM format.

7. E. Heikkola, S. Monkola, T. Rossi, and J. Toivanen: Efficient Iterative Solution ofthe Helmholtz Equation with an Optimized PML, in “Special Issue of the Revistade Acustica, Vol. XXXIII, Proceedings of Forum Acusticum Sevilla 2002”, 2002,in CD-ROM format.

8. N. Barberou, M. Garbey, M. Hess, T. Rossi, M. Resch, J. Toivanen, and D. Tro-meur-Dervout: Scalable Numerical Algorithms for Efficient Meta-computing of El-liptic Equations, in “Parallel Computational Fluid Dynamics, Practice and Theory,Proceedings of the Parallel CFD 2001 Conference”, P. Wilders, A. Ecer, J. Periaux,N. Satofuka, P. Fox (eds.), Elsevier, North-Holland, 2002, pp. 47–54.

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9. J.P. Hamalainen, K. Miettinen, P. Tarvainen, and J. Toivanen: Solving a Three-Objective Optimization Problem in Paper Machine Shape Design, in “EvolutionaryMethods for Design, Optimization, and Control with Applications to IndustrialProblems, Proceedings of the EUROGEN2001 Conference”, K.C. Giannakoglou,D.T. Tsahalis, J. Periaux, K.D. Papailiou, T. Fogarty (eds.), CIMNE, Barcelona,2002, pp. 349–354.

10. J.P. Hamalainen, K. Miettinen, P. Tarvainen, and J. Toivanen: MultiobjectivePaper Machine Headbox Shape Optimization, in “Evolutionary Methods for De-sign, Optimization, and Control with Applications to Industrial Problems, Pro-ceedings of the EUROGEN2001 Conference”, K.C. Giannakoglou, D.T. Tsahalis,J. Periaux, K.D. Papailiou, T. Fogarty (eds.), CIMNE, Barcelona, 2002, pp. 343–348.

11. E. Heikkola, T. Rossi, and J. Toivanen: Fast Solvers for the Helmholtz Equationwith a Perfectly Matched Layer / an Absorbing Boundary Condition, in “Proceed-ings of WCCM V - Fifth World Congress on Computational Mechanics”, WCCM,2002, in electronic form.

12. E. Heikkola, T. Rossi, and J. Toivanen: A Domain Decomposition Techniquefor Two-Dimensional Scattering Problems with Coated Obstacles, in “InnovativeTools for Scientific Computation in Aeronautical Engineering”, J. Periaux, P. Joly,O. Pironneau, E. Onate (eds.), CIMNE, Barcelona, 2001, pp. 183–194.

13. E. Heikkola, T. Rossi, and J. Toivanen: Parallel Solution Methods for Large-scale Acoustic Scattering Problems, in “Proceedings of European Conference onComputational Mechanics 2001”, ECCM, 2001, in CD-ROM format.

14. J.P. Hamalainen, R.A.E. Makinen, P. Tarvainen, and J. Toivanen: Evolution-ary Shape Optimization in CFD with Industrial Applications, in “Proceedings ofEccomas 2000 Conference”, Eccomas, 2000, in CD-ROM format.

15. J.P. Hamalainen, T. Malkamaki, and J. Toivanen: Genetic Algorithms in ShapeOptimization of a Paper Machine Headbox, in “Evolutionary Algorithms in En-gineering and Computer Science”, K. Miettinen, M.M. Makela, P. Neittaanmaki,J. Periaux (eds.), Wiley, 1999, pp. 435–443.

16. E. Heikkola, T. Rossi, and J. Toivanen: A Parallel Fictitious Domain Method forthe Three-Dimensional Helmholtz Equation, in “Proceedings of the Ninth SIAMConference on Parallel Processing for Scientific Computing”, SIAM, 1999, in CD-ROM format.

17. R.A.E. Makinen, P. Neittaanmaki, J. Periaux, and J. Toivanen: A Genetic Algo-rithm for Multiobjective Design Optimization in Aerodynamics and Electromag-netics, in “Computational Fluid Dynamics ’98, Proceedings of the Eccomas 98Conference”, Athens, Greece, September 7–11, 1998, K.D. Papailiou et al. (eds.),Vol. 2, Wiley, 1998, pp. 418–422.

18. R.A.E. Makinen, T. Rossi, and J. Toivanen: A Parallel Fast Direct Solver withApplications, in “High–Performance Computing and Networking: proceedings of

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HPCN Europe 1998”, P. Sloot et al. (eds.), Berlin, Lecture notes in computerscience, Vol. 1401, Springer, 1998, pp. 910–912.

19. T. Rossi and J. Toivanen: A Parallel Fast Direct Solver for the Discrete Solution ofSeparable Elliptic Equations, in “Proceedings of the Eighth SIAM Conference onParallel Processing for Scientific Computing”, SIAM, 1997, in CD-ROM format.

20. J. Toivanen, R.A.E. Makinen, and R. Lahdelma: The Reconstruction of an Air-foil in 2D Potential Flow Using a Genetic Algorithm on a Parallel Computer,in “Proceedings of the 1st Nordic Workshop on Genetic Algorithms and theirApplications”, J.T. Alander (ed.), Reports 2, University of Vaasa, Vaasa, 1995,pp. 229–240.

21. R.A.E. Makinen and J. Toivanen: Parallel Solution of Optimal Shape DesignProblem Governed by Helmholtz/Potential Flow Equations, in “Proceedings of the7th SIAM Conference on Parallel Processing for Scientific Computing”, D.H. Bai-ley et al. (eds.), SIAM, 1995, pp. 102–103.

22. R.A.E. Makinen and J. Toivanen: Optimal Shape Design for Helmholtz/Poten-tial Flow Problem Using Fictitious Domain Method, in “Proceedings of the 5thAIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Op-timization”, AIAA, 1994, pp. 529–536.

4. Scientific Talks

4.1. Invited Talks in Conferences

1. IMEX Schemes for Pricing Options under Jump-Diffusion Models, NUMDIFF–14Conference, Numerical PDEs in Financial Mathematics Minisymposium, Halle,Germany, September, 2015.

2. Models and Operator Splitting Methods Option Pricing, Contributions to PDEfor Applications Conference, University of Paris VI, Paris, France, August, 2015.

3. Operator Splitting Methods for Pricing Options, The Third Finance and Comput-ing Forum, Tianjin University of Finance and Economics, Tianjin, China, July,2015.

4. Operator Splitting Methods for Option Pricing, Workshop on Models and Nu-merics in Financial Mathematics, Lorentz Center, Leiden, The Netherlands, May,2015.

5. Operator Splitting Methods for Pricing Options under Jump-Diffusion Models,AMS Special Session on Recent Advances in the Analysis and Applications ofModern Splitting Methods, 2015 Joint Mathematics Meetings, San Antonio, TX,January, 2015.

6. Active Noise Control in Stochastic Domains, International Conference on InverseProblems and Optimal Control, Minisymposium on Optimal Control Problems,Hong Kong, December, 2014.

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7. Pricing Options under Stochastic Volatility Models with Jumps, Workshop inMathematical and Numerical Modeling in Finance, Institut Mittag-Leffler, Stock-holm, Sweden, June, 2014.

8. A Front-Tracking Method for Pricing American Options under Jump-DiffusionModels, Workshop in Computational and Mathematical Finance, Uppsala Univer-sity, Uppsala, Sweden, October, 1013.

9. Iterative Methods for Pricing American Options under the Bates Model, Workshopon Computational & Algorythmic Finance, International Conference on Compu-tational Science 2013, Barcelona, Spain, June, 2013.

10. Finite Difference Methods for Pricing American Options under Finite ActivityJump-diffusion Models, Highly Efficient Numerical Methods in Finance Minisym-posium, Eccomas 2012, Vienna, Austria, September, 2012.

11. Operator Splitting Methods for Pricing American Options under Jump-diffusionModels, Conference on Optimization and PDEs with Applications, Jyvaskyla, Fin-land, June, 2012.

12. Pricing Options under Jump-Diffusion Models, The 8th International Conferenceon Scientific Computing and Applications, Las Vegas, NV, USA, April, 2012.

13. A Hybrid Discontinuous Galerkin Method with Plane Waves for Helmholtz Prob-lems and a Domain Decomposition Method, The 4th International Conference onScientific Computing and Partial Differential Equations, Hong Kong, December,2011.

14. Domain Decomposition and Multigrid Preconditioners for the Helmholtz equationin Layered and Heterogeneous Media, Workshop on Wave Propagation and Scat-tering, Inverse Problems and Applications in Energy and the Environment, Linz,Austria, November, 2011.

15. A Hybrid Discontinuous Galerkin Method with Plane Waves for Helmholtz Prob-lems and a Domain Decomposition Method, ESFWavesWorkshop 2011, Wurzburg,Germany, September, 2011.

16. An Iterative Method for Pricing American Options under Jump-Diffusion Models,Special Session on Computational and Mathematical Finance, AMS 2011 SpringWestern Section Meeting, Las Vegas, NV, USA, April, 2011.

17. Valuation of Options and Calibration under Finite Activity Jump-Diffusion Mod-els, PDE Constrained Optimization Problems in Finance Session, The 20th Inter-national Symposium on Mathematical Programming, Chicago, IL, USA, August2009.

18. Pricing American Options under a Stochastic Volatility Model with Jumps, Numer-ical Pricing of Financial Derivatives Minisymposium, 2009 SIAM Annual Meeting,Denver, CO, USA, July, 2009.

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19. The Discontinuous Enrichment Method for the Helmholtz Equation, FEM withNon-polynomial Basis Functions Minisymposium, MAFELAP 2009 Conference -The Mathematics of Finite Elements and Applications, Uxbridge, U.K., June,2009.

20. Plane Wave Discretizations of the Helmholtz Equation with Lagrange Multipliersand a Domain Decomposition Method for Resulting Systems, Nonstandard FiniteElement Methods Workshop, Oberwolfach, Germany, August, 2008.

21. Fast Numerical Valuation of European and American Options under Kou’s Jump-Diffusion Model, Special Session on Financial Mathematics, AMS 2007 Fall South-eastern Meeting, Murfreesboro, TN, USA, November, 2007.

22. Operator Splitting Methods for Pricing American Options under Stochastic Volatil-ity, Conference on Scientific Computing in Simulation, Optimization and Controland its Multidisciplinary Applications, Jyvaskyla, Finland, June, 2007.

23. A Parallel Partial Solution Variant of Cyclic Reduction and Applications, The 4thInternational Workshop on Parallel Matrix Algorithms and Applications, Rennes,France, September, 2006.

24. Efficient Domain Decomposition Method for Acoustic Scattering in Multi-LayeredMedia, Fast Iterative Solvers for the Helmholtz Equation Minisymposium, Ecco-mas CFD 2006 - European Conference on Computational Fluid Dynamics, Egmondaan Zee, The Netherlands, September, 2006.

25. A Fast Iterative Solver for Scattering by Elastic Objects in Layered Media, Ad-vances in Finite/Boundary Element Modeling of Acoustic and Structural AcousticPhenomena Minisymposium, The 7th World Congress on Computational Mechan-ics, Los Angeles, CA, USA, July, 2006.

26. Time-harmonic Solutions of Wave Equation via Controllability and Fictitous Do-main Methods, Domain Decomposition and Fictitious Domain Methods Minisym-posium, The 8th U.S. National Congress on Computational Mechanics, Austin,TX, USA, July, 2005.

27. An SDRE Based Estimator Approach for HIV Feedback Control, Estimation andControl in Biological Systems Minisymposium, The Sixth SIAM Conference onControl and Its Applications, New Orleans, LA, USA, July, 2005.

28. A Fictitious Domain Method for Linear Elasticity Problems, Fictitious DomainMethods Minisymposium, The First M.I.T. Conference on Computational Fluidand Solid Mechanics, Cambridge, MA, USA, June, 2001.

4.2. Seminar Talks

29. Numerically Pricing European and American Options under Hierarchy of Model,Hong Kong Polytechnic University, Hong Kong, January, 2014.

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30. Asset Price Models with Jumps and Pricing Options under Jump Models, Depart-ment of Mathematics, Uppsala University, Uppsala, Sweden, April, 2013.

31. Efficient Numerical Methods for Time-Harmonic Acoustic Wave Propagation, De-partment of Mathematics, University of Houston, Houston, TX, USA, October,2010.

32. Efficient Numerical Solution of Acoustic Scattering Problems in Layered Media,Department of Mathematics, Hong Kong Baptist University, Hong Kong, April,2010.

33. Pricing Options under Jump-diffusion and Stochastic Volatility Models, Depart-ment of Mathematical Sciences, Stevens Institute of Technology, Hoboken, NJ,USA, February, 2009.

34. The Partial Solution Variant of Cyclic Reduction and Applications, Linear Algebra& Optimization Seminar, Stanford Universtity, Stanford, CA, USA, November,2006.

35. Efficient Numerical Solution of Acoustic Scattering Problems in Layered Media,Department of Information Technology, Uppsala University, Uppsala, Sweden,September, 2006.

36. Pricing American Options, Institute for Mathematics and Scientific Computing,University of Graz, Graz, Austria, June, 2006.

37. Feedback Control for HIV Medications, SCOMA Seminar on Optimal Control,Optimization and Game Theory, Jyvaskyla, Finland, March, 2006.

38. Numerical Methods for Pricing American Options, Jacques-Louis Lions Labora-tory, University of Paris VI, Paris, France, January, 2006.

39. Efficient Numerical Methods for Time-Harmonic Scattering Problems and Appli-cations, School of Mathematics, Georgia Institute of Technology, Atlanta, GA,USA, January, 2006.

40. Efficient Numerical Methods for Time-Harmonic Scattering Problems and Applica-tions, Department of Mathematics, University of Pittsburgh, Pittsburg, PA, USA,January, 2006.

41. Multigrid Methods for Pricing American Options under Stochastic Volatility, AF-FRST Seminar, Helsinki, Finland, October, 2005.

42. Finite Element Solution of Large-scale Time-harmonic Acoustic Scattering Prob-lems, The First International SCOMA Seminar, Jyvaskyla, Finland, October,2005.

43. Fictitious Domain Methods for Scattering Problems and Applications, Depart-ment of Mathematics and Statistics, Wichita State University, Wichita, KS, USA,February, 2005.

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44. Efficient Numerical Methods for Time-Harmonic Scattering Problems and Appli-cations, Department of Mathematics, Wayne State University, Detroit, MI, USA,February, 2005.

45. Efficient Numerical Methods for Time-Harmonic Scattering Problems and Appli-cations, Department of Mathematics, Drexel University, Philadelphia, PA, USA,February, 2005.

46. Efficient Numerical Methods for Time-Harmonic Scattering Problems and Appli-cations, Department of Mathematical Sciences, University of Delaware, Newark,DE, USA, January, 2005.

47. Fictitious Domain Methods for Scattering Problems and Applications, SCOMASeminar on Electromagnetics and Acoustics, Jyvaskyla, Finland, January, 2005.

48. Operator Splitting Method for Pricing American Options with Stochastic Volatil-ity, Helsinki School of Economics, Helsinki, Finland, December, 2004.

49. Finite Element Method for Acoustic Scattering, Naval Surface Warfare Center,Panama City, FL, USA, October, 2004.

50. Fictitious Domain Methods for Scattering Problems and Applications, NumericalAnalysis Seminar, Department of Mathematics, North Carolina State University,Raleigh, NC, USA, September, 2004.

51. Fictitious Domain Methods for Linear Elasticity and Stokes Problems, Institute forTheoretical and Engineering Science, University of Houston, Houston, TX, USA,November, 2002.

52. Efficient Iterative Solution of High Frequency Acoustic Scattering Problems, T-7Group, Los Alamos National Laboratory, Los Alamos, NM, USA, June, 2001.

53. Efficient Fictitious Domain Solvers for Problems with Lagrange Multipliers En-forcing Dirichlet Boundary Conditions and Divergence Constraints, Departmentof Applied Mathematics, Technical University of Ostrava, Ostrava, Czech Repub-lic, September, 2000.

54. A Parallel Fast Direct Elliptic Solver with Some Applications, Department of Ap-plied Mathematics, University of Augsburg, Augsburg, Germany, October, 1997.

55. Fictitious Domain Approach for Optimal Shape Design, Dassault Aviation, SaintCloud, France, April, 1995.

56. Fictitious Domain Approach for Optimal Shape Design, Dassault Aviation, SaintCloud, France, May, 1994.

4.3. Contributed Talks in Conferences

57. Pricing Options under Stochastic Volatility Models with Jumps, Workshop inMathematical and Numerical Modeling in Finance, 2014 SIAM Conference onFinancial Mathematics and Engineering, Chicago, IL, USA, November, 2014.

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58. Implicit-Explicit Time Discretizations for Option Pricing under Jump-DiffusionModels, 2013 SIAM Annual Meeting, San Diego, CA, USA, July, 2013.

59. An Active Noise Control Method based on Stochastic Finite Element Models,Waves 2013 - The 11th International Conference on Mathematical and NumericalAspects of Waves, Gammarth, Tunisia, June, 2013.

60. Pricing American Options Under Jump-diffusion Models, 2012 SIAM Conferenceon Financial Mathematics and Engineering, Minneapolis, MN, USA, July, 2012.

61. A Hybrid Discontinuous Galerkin Method with Plane Waves for Helmholtz Prob-lems and a Domain Decomposition Method, Waves 2011 - The 10th Interna-tional Conference on Mathematical and Numerical Aspects of Waves, Vancouver,Canada, July, 2011.

62. A Domain Decomposition Method for a Hybrid Discontinuous Galerkin Methodfor Scattering in Fluids and Solids, ECCOMAS Thematic Conference on Compu-tational Analysis and Optimization, Jyvaskyla, Finland, June, 2011.

63. A Projected Algebraic Multigrid Method for Pricing American Options, 2010SIAM Conference on Financial Mathematics and Engineering, San Francisco, CA,USA, November, 2010.

64. A Projected AMG for Linear Complementarity Problems, EMG 2010 - The 10thEuropean Multigrid Conference, Ischia, Italy, September, 2010.

65. A Domain Decomposition Method for a Discontinuous Galerkin Method for Scat-tering in Fluids and Solids, ECCM 2010 - The Fourth European Conference onComputational Mechanics, Paris, France, May, 2010.

66. Pricing American Options under the Bates Model, Enumath 2009, The 8th Euro-pean Conference on Numerical Mathematics and Advanced Applications, Uppsala,Sweden, June, 2009.

67. A Domain Decomposition Method for Helmholtz Problems Discretized using theDiscontinuous Enrichment Method, Waves 2009 - The 9th International Conferenceon Mathematical and Numerical Aspects of Waves, Pau, France, June, 2009.

68. An AMG Preconditioner Based on Damped Operators for Time-harmonic WaveEquations, The 14th Copper Mountain Conference on Multigrid Methods, CopperMountain, CO, USA, March, 2009.

69. Pricing Options under Stochastic Volatility Models, 2008 SIAM Conference onFinancial Mathematics and Engineering, New Brunswick, NJ, USA, November,2008.

70. Numerical Valuation of American Options as Free Boundary Problems, 2008 SIAMAnnual Meeting, San Diego, CA, USA, July, 2008.

71. Numerical Valuation of American Options as Free Boundary Problems, Interna-tional Conference on Numerical Methods for Finance, Dublin, Ireland, June, 2008.

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72. A Domain Decomposition Method for Discontinuous Galerkin Discretizations ofHelmholtz Problems with Lagrange Multipliers, The tenth Copper Mountain Con-ference on Iterative Methods, Copper Mountain, CO, USA, April, 2008.

73. A Domain Decomposition Method for Discontinuous Galerkin Discretizations ofHelmholtz Problems with Lagrange Multipliers, The 18th International Conferenceon Domain Decomposition Methods, Jerusalem, Israel, January, 2008.

74. Fast Numerical Valuation of European and American Options under Kou’s JumpDiffusion Model, Computational Methods in Finance Conference, Waterloo, On-tario, Canada, July, 2007.

75. A Domain Decomposition Method for a Class of Discontinuous Galerkin Discretiza-tions of Helmholtz Problems, Waves 2007 - The 8th International Conference onMathematical and Numerical Aspects of Waves, Reading, U.K., July, 2007.

76. Numerical Valuation of Options under Kou’s Model, The 6th International Congresson Industrial and Applied Mathematics, Zurich, Switzerland, July, 2007.

77. An Efficient Domain Decomposition Preconditioner for Time-harmonic AcousticScattering in Multi-layered Media, 2007 International Conference on Precondi-tioning Techniques for Large Sparse Matrix Problems in Scientific and IndustrialApplications, Meteopole, Toulouse, France, July, 2007.

78. Numerical Valuation of European and American Options with Kou’s Jump-DiffusionModel, SIAM Conference on Financial Mathematics and Engineering, Boston, MA,USA, July, 2006.

79. Domain Decomposition Preconditioners for Acoustic Scattering in Layered Media,The 17th International Conference on Domain Decomposition Methods, Strobl,Austria, July, 2006.

80. Efficient Iterative Solution of Time-harmonic Scattering by Objects in LayeredFluid, ECCM 2006 - The Third European Conference on Computational Mechan-ics, Lisbon, Portugal, June, 2006.

81. A Fast Iterative Solver for Acoustic Scattering by Objects in Layered Media, TheNinth Copper Mountain Conference on Iterative Methods, Copper Mountain, CO,USA, April, 2006.

82. Numerical Valuation of European and American Options with Kou’s Jump-DiffusionModel, Amamef Conference on Numerical Methods in Finance, Inria-Rocquencourt,France, February, 2006.

83. Multigrid Methods for Pricing American Options under Stochastic Volatility, EMG2005 Conference, The Hague, The Netherlands, September, 2005.

84. A Domain Decomposition Method for Time-harmonic Acoustic Scattering by Elas-tic Objects in Sediment, Waves 2005 - The 7th International Conference on Math-ematical and Numerical Aspects of Waves, Providence, RI, USA, June, 2005.

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85. Domain Decomposition Preconditioners for Scattering by Objects in Layered Me-dia, The 2005 International Conference on Preconditioning Techniques for LargeSparse Matrix Problems in Scientific and Industrial Applications, Atlanta, GA,USA, May, 2005.

86. Multigrid Methods for Pricing American Options under Stochastic Volatility, The12th Copper Mountain Conference on Multigrid Methods, Copper Mountain, CO,USA, April, 2005.

87. Fictitious Domain Methods for Acoustic Scattering by Objects in Sediment, The16th International Conference on Domain Decomposition Methods, Courant Insti-tute, New York, NY, USA, January, 2005.

88. Time-periodic Solutions of Wave Equation via Controllability and Fictitious Do-main Methods, Waves 2003 - The Sixth International Conference on Mathematicaland Industrial Aspects of Wave Propagation, University of Jyvaskyla, Jyvaskyla,Finland, July, 2003.

89. Solution of Non-Equilibrium Radiation Diffusion Problems Using Multigrid, The11th Copper Mountain Conference on Multigrid Methods, Copper Mountain, CO,USA, March, 2003.

90. Efficient Iterative Solution of High Frequency Acoustic Scattering Problems, TexasFinite Element Rodeo, Houston, TX, USA, March, 2003.

91. Efficient Iterative Solution of High Frequency Acoustic Scattering Problems, FiniteElement Methods: Fifty Years of Conjugate Gradients, Jyvaskyla, Finland, June,2002.

92. Matrix Polynomial Approximations for a Schur Complement Matrix, Latsis 2002Symposium, Iterative Solvers for Large Linear Systems, Zurich, Switzerland, Febru-ary, 2002.

93. Fictitious Domain Methods for Linear Elasticity and Stokes Problems, The 14thInternational Conference on Domain Decomposition Methods, Cocoyoc, Morelos,Mexico, January, 2002.

94. Multiobjective Paper Machine Headbox Shape Optimization, EUROGEN 2001 –Evolutionary Methods for Design, Optimisation, and Control with Applications toIndustrial Problems, Athens, Greece, September, 2001.

95. Preconditioners for Boundary Lagrange Multipliers, Enumath 2001, The EuropeanConference on Numerical Mathematics and Advanced Applications, Ischia Porto,Italy, July, 2001.

96. Multilevel Preconditioners for Boundary Lagrange Multipliers, The Tenth CopperMountain Conference on Multigrid Methods, Copper Mountain, CO, USA, April,2001.

97. Matrix Polynomial Approximations for a Schur Complement Matrix, The 13thInternational Conference on Domain Decomposition Methods, Lyon, France, Oc-tober, 2000.

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98. Evolutionary Shape Optimization in CFD with Industrial Applications, Eccomas2000, Barcelona, Spain, September, 2000.

99. Efficient Iterative Solution of High Frequency Acoustic Scattering Problems, Waves2000, The Fifth International Conference on Mathematical and Numerical Aspectsof Wave Propagation, Santiago de Compostela, Spain, July, 2000.

100. Numerical Simulation for Incompressible Viscous Flows by a Fictitious DomainMethod, The 5th French-Russian-Finnish Workshop, Jyvaskyla, Finland, June,2000.

101. Solution of Generalized Stokes Problem Using Fictitious Domain Methods withApplication to Time-dependent Navier-Stokes Equations, Finite Elements in FlowProblems 2000, Austin, TX, USA, May, 2000.

102. A Moving Mesh Fictitious Domain Approach for Shape Optimization Problems,The 12th International Conference on Domain Decomposition Methods, Chiba,Japan, October, 1999.

103. A Fictitious Domain Method with Distributed Lagrange Multipliers for MixedBoundary Value Problems, The 12th International Conference on Domain Decom-position Methods, Chiba, Japan, October, 1999.

104. A Moving Mesh Fictitious Domain Approach for Shape Optimization Problems,PDE Prague ’98, Prague, Czech Republic, August, 1998.

105. Multiobjective Design Optimization in Aerodynamics and Electromagnetics UsingGenetic Algorithms, The 5th International Workshop on Optimization and InverseProblems in Electromagnetism, Jyvaskyla, Finland, August, 1998.

106. A Fictitious Domain Method for Elasticity Problems, The 11th International Con-ference on Domain Decomposition Methods, Greenwich, U.K., July, 1998.

107. A Parallel Fictitious Domain Method for the Helmholtz Equation, Enumath 97,The Second European Conference on Numerical Mathematics and Advanced Ap-plications, Heidelberg, Germany, October, 1997.

108. A Parallel Fictitious Domain Method for Elliptic Neumann Boundary Value Prob-lems, IMPC’97 Czech–U.S. Workshop on Iterative Methods and Parallel Comput-ing, Milovy, Czech Republic, June, 1997.

109. A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equa-tions, The Eighth SIAM Conference on Parallel Processing for Scientific Comput-ing, Minneapolis, MN, USA, March, 1997.

110. Multidisciplinary Shape Optimization in Aerodynamics and Electromagnetics Us-ing Genetic Algorithms, Eccomas 96, Paris, France, September, 1996.

111. Pareto Genetic Solution for Multiobjective MDO in Aerospace Engineering, TheSecond Nordic Workshop on Genetic Algorithms, Vaasa, Finland, August, 1996.

112. Fictitious Domain Method for Full Potential Flows, The Ninth International Con-ference on Domain Decomposition Methods, Bergen, Norway, June, 1996.

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113. Coupled Fictitious Domain and Domain Decomposition Method for the HelmholtzEquation, ENUMATH 95, The First European Conference on Numerical Mathe-matics and Advanced Applications, Paris, France, September, 1995.

114. Shape Optimization in 2D Aerodynamics Using Genetic Algorithms on ParallelComputers, Parallel CFD’95 Conference, Pasadena, CA, USA, June, 1995.

115. Numerical Experiments Using Coupled Fictitious Domain and Domain Decom-position Method for 2D Helmholtz Equation, Workshop on Approximations andNumerical Methods for the Solution of the Maxwell Equations, Oxford, U.K.,March, 1995.

116. The Reconstruction of an Airfoil in 2D Potential Flow Using a Genetic Algorithmon a Parallel Computer, The First Nordic Workshop on Genetic Algorithms, Vaasa,Finland, January, 1995.

5. Lecture Notes

1. J. Toivanen: Lecture notes for Calculus I, 2004.

2. T. Rossi, E. Heikkola, and J. Toivanen: Fast Direct Solvers and the FictitiousDomain Method with Separable Preconditioners, 1998.

6. Software

1. J. Toivanen: Implementations of finite diffence methods for pricing American op-tions under Kou’s jump-diffusion model (C/Fortran 77), 2005–2007.

2. S. Ikonen and J. Toivanen: Implementations of several methods for pricing Amer-ican options under stochastic volatility (Fortran 90), 2003–2005.

3. E. Heikkola, T. Rossi, and J. Toivanen: Sequential and parallel implementationsof a fictitious domain method for 2D and 3D acoustic scattering problems (Fortran77/90), 1993–2001.

4. J. Toivanen: Genetic algorithms for single objective and multiobjective optimiza-tion (Fortran 77), 1993–1997.

5. Many authors including J. Toivanen: Commercial BonAlyse 1.3 software for ana-lyzing computer tomography images of bones (C++/Delphi), 1996–2001

6. T. Rossi and J. Toivanen: Sequential and parallel implementations of the PSCRfast direct method for 2D and 3D problems (Fortran 77), 1995–1999.

7. J. Toivanen: Software for analysing computer tomography images of bones (C),1993–1995.

8. R.A.E. Makinen and J. Toivanen: FEMPAK finite element library and mesh gen-erators (Fortran 77), tools for visualizing finite element solutions (C), 1990–1992.

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7. Patents

1. S.L. Cheng, J. Timonen, H. Suominen, and J. Toivanen: Method for Diagnosingand Monitoring Osteoporosis, United States Patent 5,772,592, June 30, 1998.

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