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
Educational Qualifications
- Ph.D in Mathematics (IIT Kanpur)
Areas of Research
Numerical Analysis, Computational Finance
Courses Taught
- UG Courses:
- Stochastic Processes (MTH332, S-2022)
- Measure & Probability (MTH316, A-2021)
- Numerical Analysis (MTH213, S-2020, S-2021)
- Linear Algebra and Applications (MTH222, A-2020)
- Linear Algebra (MA106, S-2019)
- Calculus (MA105, A-2018)
- PG Courses:
- Measure Theory (MTH604, A-2021)
- Fourier Analysis and Its Applications (MTH613, S-2021)
- Computational Finance - A PDE Approach (MA608, A-2019)
Professional Appointments
- Assistant Professor, IIT Goa: January 8, 2018 - till date
- Post-doctoral Fellow in the Department of Mathematics IIT-Bombay: May 2016 - December 2017
Recent Publications
- 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)
- 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)
- 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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