personal

Marianito R. Rodrigo
PhD, University of Tokyo

Senior Lecturer
School of Mathematics and Applied Statistics
University of Wollongong



Research interests

  • ordinary and partial differential equations
  • mathematical finance
  • mathematical biology and medicine
  • fractional calculus

Research articles


31. M. R. Rodrigo (2016), On fractional matrix exponentials and their explicit calculation, Journal of Differential Equations, http://dx.doi.org/10.2016/j.jde.2016.06.023

30.
M. R. Rodrigo and A. L. Worthy (2016), Solution of multilayer diffusion problems via the Laplace transform, Journal of Mathematical Analysis and Applications, http://dx.doi.org/10.2016/j.jmaa.2016.06.042

29. M. R. Rodrigo (2016), Laplace and Z transforms of linear dynamical systems and conic sections, Zeitschrift fuer Angewandte Mathematik und Physik (ZAMP), 67: 57. doi:10.1007/s00033-016-0633-3

28. A. B. Holder and M. R. Rodrigo (2015), Model for acid-mediated tumour invasion with chemotherapy intervention I: spatially homogeneous populations, submitted

27. T. R. Li and M. R. Rodrigo (2015), Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms, submitted

26. M. R. Rodrigo (2016), A nonlinear least squares approach to time of death estimation via body cooling, Journal of Forensic Sciences, 61 (1), pp. 230-233, doi: 10.1111/1556-4029.12875, Available online at: onlinelibrary.wiley.com

25. A. B. Holder and M. R. Rodrigo (2015), Model for acid-mediated tumour invasion with chemotherapy intervention II: spatially heterogeneous populations, Mathematical Biosciences, 270, pp. 10-29, doi:10.1016/j.mbs.2015.09.007

24. M. R. Rodrigo (2015), Time of death estimation from temperature readings only: a Laplace transform approach, Applied Mathematics Letters, 39, pp. 47-52

23. M. R. Rodrigo and R. S. Mamon (2014), An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions, Quantitative Finance, 14 (11), pp. 1961-1970

22. M. R. Rodrigo (2014), Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options, European Journal of Applied Mathematics, 25, pp. 27-43

21. A. B. Holder, M. R. Rodrigo, and M. A. Herrero (2014), A model for acid-mediated tumour growth with nonlinear acid production term, Applied Mathematics and Computation, 227, pp. 176-198

20. M. R. Rodrigo and R. S. Mamon (2013), Valuation formulas for American options with general payoffs, submitted

19. A. B. Holder and M. R. Rodrigo (2013), An integration-based method for estimating parameters in a system of differential equations, Applied Mathematics and Computation, 219 (18), pp. 9700-9708

18. X. Xi, M. R. Rodrigo, and R. S. Mamon (2012), Parameter estimation of a regime-switching model using an inverse Stieltjes moment approach, in S. Cohen, D. Madan, T. Siu and H. Yang (Editors), Advances in Statistics, Probability and Actuarial Science - Festschrift Volume in Honour of Robert Elliott's 70th Birthday, World Scientific Publishing, pp. 549-568

17. M. R. Rodrigo and R. S. Mamon (2011), A unified approach to explicit bond price solutions under a time-dependent affine term structure framework, Quantitative Finance (Feature Article), 11 (4), pp. 487-493

16. M. R. Rodrigo and R. M. Miura (2011), Exact and approximate traveling waves of reaction-diffusion systems via a variational approach, Analysis and Applications, 9 (2), pp. 187-199

15. A. Fasano, M. A. Herrero, and M. R. Rodrigo (2009), Slow and fast waves in a model of acid-mediated tumour growth, Mathematical Biosciences, 220, pp. 45-56

14. M. R. Rodrigo and R. S. Mamon (2008), A new representation of the local volatility surface, International Journal of Theoretical and Applied Finance, 11 (7), pp. 1-12

13. M. R. Rodrigo and R. S. Mamon (2007), Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach, Journal of Applied Mathematics, Vol. 2007,      Article ID 62098, 8 pages, doi: 10.1155/2007/62098

12. M. R. Rodrigo (2007), On the infinitude of the prime numbers: a topological approach, Miscelanea Matematica, 44, pp. 79-82 (in Spanish)

11. M. A. Herrero and M. R. Rodrigo (2007), Remarks on accessible steady states for some coagulation-fragmentation systems, Discrete and Continuous Dynamical Systems Series A, 17 (3), pp. 541-552

10. M. R. Rodrigo and R. S. Mamon (2007), An application of Mellin transform techniques to a Black-Scholes equation problem, Analysis and Applications, 5 (1), pp. 1-16

9. M. R. Rodrigo and R. S. Mamon (2006), An alternative approach to solving the Black-Scholes equation with time-varying parameters, Applied Mathematics Letters, 19, pp. 398-402

8. R. S. Mamon and M. R. Rodrigo (2005), Explicit solutions to European options in a regime-switching economy, Operations Research Letters, 33, pp. 581-586

7. M. A. Herrero and M. R. Rodrigo (2005), A note on Smoluchowski's equations with diffusion, Applied Mathematics Letters, 18, pp. 969-975

6. M. Rodrigo and M. Mimura (2004), On some classes of linearizable reaction-convection-diffusion equations, Analysis and Applications,       2 (1), pp. 1-8

5. M. Rodrigo (2003), Evolution of bounding functions for the solution of the KPP-Fisher equation in bounded domains, Studies in Applied Mathematics, 110, pp. 49-61

4. M. Rodrigo and M. Mimura (2002), Annihilation dynamics in the KPP-Fisher equation, European Journal of Applied Mathematics, 13,   pp. 195-204

3. M. Rodrigo and M. Mimura (2001), Exact solutions of reaction-diffusion systems and nonlinear wave equations, Japan Journal of Industrial and Applied Mathematics, 18, pp. 657-696

2. M. Rodrigo and M. Mimura (2000), Exact solutions of a competition-diffusion system, Hiroshima Mathematics Journal, 30, pp. 257-270

1. H. Ikeda and M. Rodrigo (1997), Travelling front waves in parallel coupled nerve fibers, Mathematics Journal of Toyama University, 19, pp. 211-252





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