I am presently working on the following topics:
I am currently involved in the following teaching activities:
International Workshop at IITB: Quantitative Finance: From Stochastic Models to Deep Learning
July 2026
MA5001: Mathematics of Deep Learning Architecture
Autumn 2026–27
MA 110: Linear Algebra Part
Spring 2026–27 (Jan–Feb)
Daisy Dahiya
Characteristic Fast Marching Method for the Generalized Eikonal Equation in a Moving Medium • 2013
Rakesh Kumar
B-Spline Quasi-Interpolation Based Numerical Methods for Some Evolution PDEs • 2016
Ram Murti
Weakly Nonlinear Ray Theory in Moving Media • 2018
Ramesh Mondal (Jointly with Prof. S. Sivaji Ganesh)
Quasi-Linear Parabolic Regularization to Scalar Conservation Laws • 2019
Akansha Agarwal
Construction of B-spline Quasi-Interpolation for Non-Smooth Functions and Applications • 2022
Samala Rathan
Jan 2019 – July 2019
Harsita Srivastava
Oct 2025 – Present
Fast Marching Method for Monotonically Propagating Fronts in an Inhomogeneous Moving Fluid
Principal Investigator • IRCC, IIT Bombay • 2006–2010
Characteristic Fast Marching Method for Fronts Propagating in an Inhomogeneous Moving Fluid
Principal Investigator • SERB, DST, Govt. of India • 2011–2015
Discontinuous Galerkin Methods for Nonlinear Acoustics
Principal Collaborator (India) • CEFIPRA • Collaborating Institution: Institut Jean Le Rond d’Alembert, Paris • 2011–2015
National Program on Differential Equations: Theory, Computation, and Applications
Co-Investigator • DST, Govt. of India • PI: Prof. A. K. Pani • 2012–2017
Shock Ray Theory in Inhomogeneous Moving Media
Principal Investigator • SERB MATRICS Scheme • 2018–2021
Deep Learning for American Puts: A Neural Approach to Optimal Stopping and Option Pricing
Principal Investigator • Citadel Securities Quantitative Research Lab • Co-PIs: Prof. Suresh Kumar & Prof. Harsha Hutridurga • March 2026–Present
I enjoy teaching the following topics:
Institute Level Excellence in Teaching Award
Prof. S. P. Sukhatme Award, IIT Bombay • 2020
Departmental Excellence in Teaching Award
Mathematics Department, IIT Bombay • 2018
Numerical Analysis
Offered five times • Highest Student Feedback: 95.85% (Class Strength: 58)
Ordinary Differential Equations
Offered five times • Highest Student Feedback: 98.04% (Class Strength: 33)
Partial Differential Equations
Offered once • Student Feedback: 79.78% (Class Strength: 25)
Advanced Level Partial Differential Equations (for Ph.D.)
Offered twice • Highest Student Feedback: 100% (Class Strength: 2)
Mathematical Methods
Offered once • Student Feedback: 96.44% (Class Strength: 14)
Probability Theory
Offered once • Student Feedback: 71.72% (Class Strength: 73)
Multivariable Calculus
Offered once • Student Feedback: 87.52% (Class Strength: 34)
Hyperbolic Conservation Laws
Offered once • Student Feedback: 89.50% (Class Strength: 14)
Numerical Methods for Partial Differential Equations
Offered twice • Highest Student Feedback: 84.67% (Class Strength: 30)
Derivative Pricing (Financial Mathematics)
Offered five times • Highest Student Feedback: 91.98% (Class Strength: 86) • Course Webpage
Mathematics of Deep Learning Architecture
Offered once • Student Feedback: 87.7% (Class Strength: 53) • Course Webpage
Numerical Analysis
Offered six times • Highest Student Feedback: 92.66% (Class Strength: 224)
Introduction to Probability Theory
Offered twice • Highest Student Feedback: 95.43% (Class Strength: 45)
Developed course materials on:
Designed an elective course on Hyperbolic Conservation Laws.
Designed an elective course on Mathematics of Deep Learning Architectures.
Instructor, 12-week NPTEL–NOC online course on Numerical Analysis — Course Link
Developed and delivered online lecture series on YouTube during Covid:
+91-22-25767463 (Office)
E-106, First Floor
Department of Mathematics
Indian Institute of Technology Bombay
Mumbai - 400 076, INDIA