Dr. Lok Pati Tripathi

Designation : Assistant Professor

Broad Area of Expertise : Mathematics

Email : lokpati{at}iitgoa.ac.in

Contact Number : 0832-2490-120

Address : F-5, Academic Block A

Personal Page

Educational Qualifications

  • Ph.D in Mathematics (IIT Kanpur)

Areas of Research

Numerical Analysis, Computational Finance

Courses Taught

  • UG Courses:
    1. Stochastic Processes (MTH332, S-2022)
    2. Measure & Probability (MTH316, A-2021)
    3. Numerical Analysis (MTH213, S-2020, S-2021)
    4. Linear Algebra and Applications (MTH222, A-2020)
    5. Linear Algebra (MA106, S-2019)
    6. Calculus (MA105, A-2018)
  • PG Courses:
    1. Measure Theory (MTH604, A-2021)
    2. Fourier Analysis and Its Applications (MTH613, S-2021)
    3. Computational Finance - A PDE Approach (MA608, A-2019)

    Professional Appointments

    1. Assistant Professor, IIT Goa: January 8, 2018 - till date
    2. Post-doctoral Fellow in the Department of Mathematics IIT-Bombay: May 2016 - December 2017

    Recent Publications

    1. A qualocation method for parabolic partial integro-differential equations in one space variable. Contemporary computational mathematics�a celebration of the 80th birthday of Ian Sloan. Vol. 1, 2, 1147�1174, Springer, Cham, 2018 (with A.K. Pani and G. Fairweather)
    2. An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options, SIAM J. Numer. Anal., 55(2017), no. 2, 869-891 (with M.K. Kadalbajoo and A. Kumar)
    3. Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models, J. Sci. Comput., 65(2015), no. 3, 979�1024 (with M.K. Kadalbajoo and A. Kumar)

    Recognition and Awards

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