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

  1. Numerical Analysis: Partial Differential Equations, Stochastic Differential Equations, Fractional Differential Equations, and Variational Inequalities.
  2. Computational Finance: Pricing option derivatives using deterministic and stochastic approaches.

Courses Taught

  • UG Core Courses:
    1. Measure & Probability (Autumn 2021, 2022, 2023)
    2. Stochastic Processes (Spring 2022, 2023)
    3. Numerical Analysis (Spring 2020, 2021)
    4. Linear Algebra and Applications (Autumn 2020)
    5. Ordinary Differential Equations (Spring 2024)
    6. Basic Linear Algebra (Spring 2019)
    7. Calculus (Autumn 2018)
  • UG Elective Courses:
    1. Computational Finance - An Introduction to Option Pricing (Spring 2023)
  • PG Core Courses:
    1. Measure Theory (Autumn 2021, 2022, 2023, 2024)
    2. Differential Equations (Spring 2024)
  • PG Elective Courses:
    1. Computational Finance - A PDE Approach (Autumn 2019)
    2. Topics in Numerical Analysis - I (Spring 2019)
    3. Fourier Analysis and Its Applications (Spring 2021)

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

Selected Journal Articles:

  1. Optimal error estimates of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs, Applied Numerical Mathematics, (2024). (with A. Tomar and A.K. Pani)
  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 Journal on Numerical Analysis (2017) (with M.K. Kadalbajoo and A. Kumar)
  3. Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models, Journal of Scientific Computing (2015) (with M.K. Kadalbajoo and A. Kumar)
  4. A robust nonuniform B-spline collocation method for solving the generalized Black–Scholes equation, IMA Journal of Numerical Analysis (2014). (with M.K. Kadalbajoo and P. Arora)

Book Chapter:

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, Springer, Cham (2018) (with A.K. Pani and G. Fairweather)

Complete List of Publications

Recognition and Awards

Received SERB grant to organize a workshop “High-End Workshop on Computational Finance” from July 10 to July 16, 2022, at the School of Mathematics and Computer Science, IIT Goa.

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