Department of Mathematics

IIT-Bombay, Mumbai-400076, India.

**Research****Teaching Experience: As a Teaching Assistant / Tutor***MA-214 - Introduction to Numerical Analysis, Spring 2016-17, at IIT-Bombay.**MA-105 - Calculus, Autumn 2016, at IIT-Bombay.**MTH-101 - Real Analysis (Mathematics I), I st -semester 2012-13, at IIT-Kanpur.**MTH-102 - Linear Algebra & Complex Analysis (Mathematics II), II nd -semester 2011-12, at IIT-Kanpur.**MTH-203 - Differential Equations (Mathematics III), I st -semester 2011-12 at IIT- Kanpur.**MTH-102 - Linear Algebra & Complex Analysis (Mathematics II), II nd -semester 2010-11, at IIT-Kanpur.***Selected Recent Publications***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*‒*(with Mohan K. Kadalbajoo and Alpesh Kumar)*SIAM J. Numer. Anal. 55 (2017), no. 2, 869–891.*A radial basis function based implicit-explicit method for option pricing under jump-diffusion models*‒*(with Mohan K. Kadalbajoo and Alpesh Kumar)*Appl. Numer. Math. 110 (2016), 159–173.*Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models*‒*(with Mohan K. Kadalbajoo and Alpesh Kumar)*J. Sci. Comput. 65 (2015), no. 3, 979–1024.**Technical Reports***A qualocation method for parabolic partial integro-differential equations in one space variable*‒*(with Amiya K. Pani and Graeme Fairweather)*December 2016.**Complete List of Publications****MathSciNet Profile****ResearchGate Profile****Google Scholar Profile****Curriculam Vitae****Contact**
Room No. B-2, Basement, - tripathi AT math.iitb.ac.in
- lokpati.tripathi AT gmail.com

My research interests lie in the area of numerical analysis of partial differential / integro-differential equations and inequalities with a special focus on parabolic partial integro-differential inequalities arising in finance.

I have been involved as a Teaching Assistant / Tutor in the following Under Graduate courses:

Department of Mathematics,

Indian Institute of Technology Bombay,

Powai, Mumbai-400076, India.

Email ID:

Mob. No.: +91-9838134315