Mårten Gulliksson

Artiklar i tidskrifter

• Gulliksson, M. , Mazur, S. & Oleynik, A. (2025). Minimum VaR and minimum CVaR optimal portfolios: The case of singular covariance matrix.  Results in Applied Mathematics, 26. [BibTeX]
• Gulliksson, M. , Oleynik, A. & Mazur, S. (2024). Portfolio Selection with a Rank-Deficient Covariance Matrix.  Computational Economics, 63, 2247-2269. [BibTeX]
• Rousse, F. , Fasi, M. , Dmytryshyn, A. , Gulliksson, M. & Ögren, M. (2024). Simulations of quantum dynamics with fermionic phase-space representations using numerical matrix factorizations as stochastic gauges.  Journal of Physics A: Mathematical and Theoretical, 57 (1). [BibTeX]
• Dmytryshyn, A. , Fasi, M. & Gulliksson, M. (2022). The dynamical functional particle method for multi-term linear matrix equations.  Applied Mathematics and Computation, 435. [BibTeX]
• Gulliksson, M. & Ögren, M. (2021). Dynamical representations of constrained multicomponent nonlinear Schrödinger equations in arbitrary dimensions.  Journal of Physics A: Mathematical and Theoretical, 54 (27). [BibTeX]
• Ögren, M. & Gulliksson, M. (2020). A numerical damped oscillator approach to constrained Schrödinger equations.  European journal of physics, 41 (6). [BibTeX]
• Gulliksson, M. & Mazur, S. (2020). An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection.  Computational Economics, 56, 773-794. [BibTeX]
• Zhang, Y. , Gong, R. , Gulliksson, M. & Cheng, X. (2019). A coupled complex boundary expanding compacts method for inverse source problems.  Journal of Inverse and Ill-Posed Problems, 27 (1), 67-86. [BibTeX]
• Baravdish, G. , Svensson, O. , Gulliksson, M. & Zhang, Y. (2019). Damped second order flow applied to image denoising.  IMA Journal of Applied Mathematics, 84 (6), 1082-1111. [BibTeX]
• Ögren, M. , Jha, D. , Dobberschütz, S. , Müter, D. , Carlsson, M. , Gulliksson, M. , Stipp, S. & Sørensen, H. (2019). Numerical simulations of NMR relaxation in chalk using local Robin boundary conditions.  Journal of magnetic resonance, 308. [BibTeX]
• Zhang, Y. , Gong, R. , Cheng, X. & Gulliksson, M. (2018). A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations.  Inverse Problems, 34 (6). [BibTeX]
• Cheng, X. , Lin, G. , Zhang, Y. , Gong, R. & Gulliksson, M. (2018). A modified coupled complex boundary method for an inverse chromatography problem.  Journal of Inverse and Ill-Posed Problems, 26 (1), 33-49. [BibTeX]
• Lin, G. , Zhang, Y. , Cheng, X. , Gulliksson, M. , Forssén, P. & Fornstedt, T. (2018). A regularizing Kohn–Vogelius formulation for the model-free adsorption isotherm estimation problem in chromatography.  Applicable Analysis, 97 (1), 13-40. [BibTeX]
• Zhang, Y. , Fornstedt, T. , Gulliksson, M. & Dai, X. (2018). An adaptive regularization algorithm for recovering the rate constant distribution from biosensor data.  Inverse Problems in Science and Engineering, 26 (10), 1464-1489. [BibTeX]
• Roussou, A. , Smyrnakis, I. , Magiropoulos, M. , Efremidis, N. , Kavoulakis, G. , Sandin, P. , Ögren, M. & Gulliksson, M. (2018). Excitation spectrum of a mixture of two Bose gases confined in a ring potential with interaction asymmetry.  New Journal of Physics, 20. [BibTeX]
• Dai, X. , Zhang, C. , Zhang, Y. & Gulliksson, M. (2018). Topology optimization of steady Navier-Stokes flow via a piecewise constant level set method.  Structural and multidisciplinary optimization (Print), 57 (6), 2193-2203. [BibTeX]
• Zhang, Y. , Lin, G. , Gulliksson, M. , Forssén, P. , Fornstedt, T. & Cheng, X. (2017). An adjoint method in inverse problems of chromatography.  Inverse Problems in Science and Engineering, 25 (8), 1112-1137. [BibTeX]
• Sandin, P. , Ögren, M. , Gulliksson, M. , Smyrnakis, J. , Magiropoulos, M. & Kavoulakis, G. M. (2017). Dimensional reduction in Bose-Einstein condensed clouds of atoms confined in tight potentials of any geometry and any interaction strength.  Physical Review E, 95 (1). [BibTeX]
• Gulliksson, M. & Oleynik, A. (2017). Greedy Gauss-Newton algorithms for finding sparse solutions to nonlinear underdetermined systems of equations.  Optimization, 66 (7), 1201-1217. [BibTeX]
• Gulliksson, M. (2017). The Discrete Dynamical Functional Particle Method for Solving Constrained Optimization Problems.  Dolomites Research Notes on Approximation, 10, 6-12. [BibTeX]
• Zhang, Y. , Guang-Liang, L. , Forssén, P. , Gulliksson, M. , Fornstedt, T. & Cheng, X. (2016). A regularization method for the reconstruction of adsorption isotherms in liquid chromatography.  Inverse Problems, 32 (10). [BibTeX]
• Gulliksson, M. , Holmbom, A. , Persson, J. & Zhang, Y. (2016). A separating oscillation method of recovering the G-limit in standard and non-standard homogenization problems.  Inverse Problems, 32 (2). [BibTeX]
• Sandin, P. , Ögren, M. & Gulliksson, M. (2016). Numerical solution of the stationary multicomponent nonlinear Schrodinger equation with a constraint on the angular momentum.  Physical Review E, 93 (3). [BibTeX]
• Zhang, Y. , Gulliksson, M. , Hernandez Bennetts, V. & Schaffernicht, E. (2016). Reconstructing gas distribution maps via an adaptive sparse regularization algorithm.  Inverse Problems in Science and Engineering, 24 (7), 1186-1204. [BibTeX]

Kapitel i böcker, del av antologier

• Gulliksson, M. , Ögren, M. , Oleynik, A. & Zhang, Y. (2019). Damped Dynamical Systems for Solving Equations and Optimization Problems. I: Bharath Sriraman, Handbook of the Mathematics of the Arts and Sciences. . Springer. [BibTeX]

Konferensbidrag

• Lockby, A. , Sandin, P. , Ögren, M. & Gulliksson, M. (2016). Finding Stationary Solutions of PDEs with Constraints using Damped Dynamical Systems. I:  Comsol Conference 2016. Konferensbidrag vid Comsol Conference 2016, Münich, Germany, October 12-14 2016. [BibTeX]

Rapporter

• Gulliksson, M. , Mazur, S. & Oleynik, A. (2024). Minimum VaR and minimum CvaR optimal portfolios: The case of singular covariance matrix. Örebro: Örebro University School of Business (Working Papers, School of Business 9/2024). [BibTeX]
• Gulliksson, M. , Oleynik, A. & Mazur, S. (2021). Portfolio Selection with a Rank-deficient Covariance Matrix. Örebro: Örebro University, School of Business (Working Papers, School of Business 12). [BibTeX]