Lok Pati Tripathi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A second order non-uniform IMEX-Alikhanov-FEM for time-fractional PDEs and PIDEs with time-dependent coefficients Numerical Algorithms	2026-02-16	Paper
Optimal error estimates of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs Applied Numerical Mathematics	2024-08-26	Paper
Radial-basis-function-based finite difference operator splitting method for pricing American options International Journal of Computer Mathematics	2022-02-10	Paper
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	2019-01-22	Paper
A numerical study of Asian option with radial basis functions based finite differences method Engineering Analysis with Boundary Elements	2018-08-06	Paper
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	2017-05-24	Paper
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option Computers & Mathematics with Applications	2017-05-03	Paper
A radial basis function based implicit-explicit method for option pricing under jump-diffusion models Applied Numerical Mathematics	2016-10-13	Paper
An efficient numerical method for pricing option under jump diffusion model International Journal of Advances in Engineering Sciences and Applied Mathematics	2016-08-03	Paper
A radial basis functions based finite differences method for wave equation with an integral condition Applied Mathematics and Computation	2016-06-21	Paper
Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models Journal of Scientific Computing	2015-12-17	Paper
Application of the local radial basis function-based finite difference method for pricing American options International Journal of Computer Mathematics	2015-07-30	Paper
A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation IMA Journal of Numerical Analysis	2014-02-28	Paper
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation Mathematical and Computer Modelling	2013-01-27	Paper
Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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