"Within any important issue, there are always aspects no one wishes to discuss"
- George Orwell
- George Orwell
28. Numerical Valuation of American Options with Liquidity Shocks Using IMEX Methods
Ankit Singh, Vikas Maurya, and Manoj K. Rajpoot
Numerical Algorithms, (Accepted) 2025
27. Option pricing using the IMEX-AVF method with high jump intensity
Vikas Maurya, Ankit Singh, and Manoj K. Rajpoot
Journal of Computational and Applied Mathematics, 471 (2026) 116759
26. Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums
Jyoti, Vikas Maurya, Ankit Singh, Vivek S. Yadav, and Manoj K. Rajpoot
Computers and Mathematics with Applications, 174, 379-396, 2024
25. Strong Stability Preserving Multiderivative Time Marching Methods for Stiff Reaction-Diffusion Systems
Jyoti, Ankit Singh, Vikas Maurya, Vivek S. Yadav, and Manoj K. Rajpoot
Mathematics and Computers in Simulation, 225, 267-282, 2024
24. Exploring Acoustic and Sound Wave Propagation Simulations: A Novel Time Advancement Method for Homogeneous and Heterogeneous Media
S. Kumar, B. Ramcharan, Vivek S. Yadav, Ankit Singh, Y. G. Bhumkar, and Manoj K. Rajpoot
Advances in Applied Mathematics and Mechanics, 17, 315-349, 2025
23. Numerical Analysis and Simulation of European Options under Liquidity Shocks: A Coupled Semilinear System Approach with New IMEX Methods
Ankit Singh, Vikas Maurya, and Manoj K. Rajpoot
Computers and Mathematics with Applications, 165, 28-38, 2024, https://doi.org/10.1016/j.camwa.2024.04.002
22. Implicit-Explicit Runge-Kutta Methods for Pricing Financial Derivatives in State-Dependent Regime-Switching Jump-Diffusion Models
Vikas Maurya, Ankit Singh, and Manoj K. Rajpoot
Journal of Applied Mathematics and Computing, 70, 1601-1632, 2024, https://doi.org/10.1007/s12190-024-02020-8
21. Efficient Pricing of Options in Jump-Diffusion Models: Novel Implicit-Explicit Methods for Numerical Valuation
Vikas Maurya, Ankit Singh, Vivek S. Yadav, and Manoj K. Rajpoot
Mathematics and Computers in Simulation, 217, 202-225, 2024, https://doi.org/10.1016/j.matcom.2023.10.025
20. Global Spectral Analysis: Review of Numerical Methods
P. Sagaut, V. K. Suman, P. Sundaram, M. K. Rajpoot,Y. G. Bhumkar, S. Sengupta, A. Sengupta, T. K. Sengupta
Computers and Fluids, 261, 105915, 2023, https://doi.org/10.1016/j.compfluid.2023.105915
19. New RK type time-integration methods for stiff convection-diffusion-reaction systems
Vivek S. Yadav, Ankit Singh, Vikas Maurya, and Manoj K. Rajpoot
Computers and Fluids, 257, 105865, 2023
18. Novel hybrid compact schemes for stream function-velocity formulation of the incompressible Navier-Stokes equations
Vivek S. Yadav, Vikas Maurya, Praveen K. Maurya, and Manoj K. Rajpoot
Physics of Fluids, 35, 017114, 2023, https://doi.org/10.1063/5.0135331
17. New compact difference schemes on non‐uniform collocated and staggered grids for convection‐dominated flows
Vivek S. Yadav, Praveen K. Maurya, and Manoj K. Rajpoot
International Journal for Numerical Methods in Fluids, 95, 743-776, 2022, https://doi.org/10.1002/fld.5166
16. New two-derivative implicit-explicit Runge-Kutta methods for stiff reaction-diffusion systems
Ankit Singh, Vikas Maurya, and Manoj K. Rajpoot
Journal of Computational Physics, 471, 111610, 2022, https://doi.org/10.1016/j.jcp.2022.111610
15. Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods
Vivek S. Yadav, Vikas Maurya, Manoj K. Rajpoot, and Jyoti Jaglan
Applied Mathematics and Computation, 431, 127299, 2022, https://doi.org/10.1016/j.amc.2022.127299
Manoj K. Rajpoot, Vivek S. Yadav, Jyoti Jaglan, and Ankit Singh
AIP Advances, 12, 075110, 2022, https://doi.org/10.1063/5.0099853
13. New time-marching methods for compressible Navier-Stokes equations with applications to aeroacoustics problems
V. S. Yadav, N. Ganta, B. Mahato, M. K. Rajpoot, and Y. G. Bhumkar
Applied Mathematics and Computation, 419, 126863, 2022, https://doi.org/10.1016/j.amc.2021.126863
12. New optimized Implicit-Explicit Runge-Kutta methods with applications to the Hyperbolic Conservation Laws
Praveen K. Maurya, V. S. Yadav, B. Mahato, N. Ganta, M. K. Rajpoot, and Y. G. Bhumkar
Journal of Computational Physics, 446, 110650, 2021, https://doi.org/10.1016/j.jcp.2021.110650
11. New hybrid compact schemes for structured irregular meshes using Birkhoff polynomial basis
Praveen K. Maurya, Manoj K. Rajpoot, Vivek S. Yadav, and Ankit Singh
Journal of Computational Physics, 423, 109808, 2020, https://doi.org/10.1016/j.jcp.2020.109808
10. Higher-order optimized hybrid Robert-Asselin type time filters
Praveen K. Maurya, Manoj K. Rajpoot and Vivek S. Yadav
Journal of Computational Physics, 399, 108941, 2019, https://doi.org/10.1016/j.jcp.2019.108941
9. Hybrid sixth-order spatial discretization scheme for non-uniform Cartesian grids
N. Sharma, A. Sengupta, Manoj K. Rajpoot, R. J. Samuel, and T. K. Sengupta
Computers and Fluids, 157, 208-231, 2017, https://doi.org/10.1016/j.compfluid.2017.08.034
8. Dispersion analysis of Robert-Asselin type filters for linear non-dispersive and dispersive systems
Manoj K. Rajpoot
Computers and Fluids, 130, 49, 2016, https://doi.org/10.1016/j.compfluid.2016.02.011
7. Spurious waves in discrete computation of wave phenomena and flow problems
T. K. Sengupta, Y. G. Bhumkar, Manoj K. Rajpoot, V. K. Suman and S. Saurabh
Applied Mathematics and Computation, 218, 9035, 2013, https://doi.org/10.1016/j.amc.2012.03.030
6. Solution of linearized rotating shallow water equations by compact schemes with different grid-staggering strategies
Manoj K. Rajpoot, S. Bhaumik and T. K. Sengupta
Journal of Computational Physics, 231, 2300, 2012, https://doi.org/10.1016/j.jcp.2011.11.025
5. Space-time discretizing optimal DRP schemes for flow and wave propagation problems
T. K. Sengupta, Manoj K. Rajpoot and Y. G. Bhumkar
Computers and Fluids, 47, 144, 2011, https://doi.org/10.1016/j.compfluid.2011.03.003
4. A linear focusing mechanism for dispersive and non-dispersive wave problems
Y. G. Bhumkar, Manoj K. Rajpoot and T. K. Sengupta
Journal of Computational Physics, 230, 1652, 2011, https://doi.org/10.1016/j.jcp.2010.11.026
3. Analysis of anisotropy of numerical wave solutions by high accuracy finite difference methods
T. K. Sengupta, Manoj K. Rajpoot, S. Saurabh and V. V. S. N. Vijay
Journal of Computational Physics, 230, 27, 2011, https://doi.org/10.1016/j.jcp.2010.09.003
2. Optimal time advancing dispersion relation preserving schemes
Manoj K. Rajpoot, T. K. Sengupta and Pravir K. Dutt
Journal of Computational Physics, 229, 3623, 2010, https://doi.org/10.1016/j.jcp.2010.01.018
1. Recent trends in HPC
Manoj K. Rajpoot, V. K. Suman, Y. G. Bhumkar, N. Hussian, V. V. S. N. Vijay
Proceedings of the Asian Technology Information Program (ATIP) Supercomputing 2009 (SC009), 2009, Portland, Oregon , USA
2nd International Conference on Recent Advances in Applied Mathematics (RAAM 2024), Department of Mathematical Sciences, IIT (BHU), July 03-05, 2024
International Conference on Complex Analysis and Computational Fluid Dynamics (ICCACFD-2024), KIIT Deemed to be University, Bhubaneswar, February 16-18, 2024
International Conference on Computational Partial Differential Equations and Applications (ICCPDEA-2022), BML Munjal University, Gurgaon, September 06-08, 2022
Global-Spectral Analysis of the space-time discretization schemes to understand their applicability in performing aeroacoustics simulations, 28th International Congress on Sound and Vibration (ICSV28), Society of Acoustics, Singapore, July 24-28, 2022
International Conference on Advances in Transport Phenomena (ICATP-2022), VIT-AP University, July 16-18, 2022
International Conference on Computational Methods in Sciences and Engineering (CMSE-2022), BITS Pilani (Hyderabad Campus), Hyderabad, April 22-24, 2022
International Conference on Advances in Mechanics, Modelling, Computing and Statistics (ICAMMCS), BITS Pilani (Pilani Campus), Rajasthan, March 19-21, 2022
27th International Conference of International Academy of Physical Sciences on Mathematical Modelling in Biological Sciences (CONIAPSXXVII), National Institute of Technology, Silchar, Assam, October 26 - 28, 2021
International Conference on Advances in Applied and Computational Mathematics (ICAACM-21), Manipal University, Jaipur, September 16 - 17, 2021
International Conference on Mathematical Modelling, Applied Analysis and Computation-2021 (ICMMAAC-21), JECRC University, Jaipur, August 5-7, 2021
International Conference on Differential Equations and Control Problems: Modeling, Analysis and Computations (ICDECP19), IIT Mandi, June 17-19, 2019
Indo-French Conference on Theory and Simulation of Hyperbolic PDEs arising in Mathematical Biology and Fluid Flow, BITS Pilani (Pilani Campus), Rajasthan, January 5-11, 2019
HPC Innovation Symposium, Jaipur, July 11-12, 2018
Summer Research Visit to High-Performance Computing Laboratory (HPCL), IIT Kanpur, May 15 – July 15, 2015
Workshop on Mimetic Spectral Element Methods, IIT Kanpur, March 23 - 28, 2015
Advanced Workshop and Conference on Hyperbolic PDEs: Theory, Numerics, and Applications, LNM Institute of Information Technology, Jaipur, December 01 - 11, 2014
Advanced Instructional School on Theoretical and Numerical Aspects of Inverse Problems, TIFR-CAM, Bangalore, June 16 - 28, 2014
Workshop on Discontinuous Galerkin Methods for Time-Dependent Problems, TIFR-CAM, Bangalore, July 04 - 06, 2013
International Conference on Conservation Laws and Applications, TIFR-CAM, Bangalore, July 01 - 03, 2013
27th Annual Conference of Ramanujan Mathematical Society, New Delhi, October 20-23, 2012
Monsoon School and Conference on Data Assimilation, ICTS and TIFR-CAM, Bangalore, July 04 - 23, 2011
Recent trends in HPC (Poster presentation), Asian Technology Information Program (ATIP) Supercomputing 2009 (SC009), Portland, Oregon, USA, 2009
TEQIP sponsored a short-term course on Numerical Techniques for Scientific Computations (NTSC-2019), jointly organized by KNIT Sultanpur and MNNIT Allahabad, Prayagraj, July 15 - 19, 2019
Journal of Computational Physics, Elsevier
Computers and Mathematics with Applications, Elsevier
Computers and Fluids, Elsevier
Numerical Algorithms, Springer
Computational and Applied Mathematics, Springer
Physics of Fluids, AIP
ESAIM: Mathematical Modelling and Numerical Analysis, Cambridge University Press
Well-Posed Formulations and Operator Splitting Techniques for Solving Large Scale Rotary Flows: Theoretical and Computational Studies
Science and Engineering Research Board (SERB), Department of Science and Technology (DST), New Delhi, 2016-2019 (INR 20.90 Lakh)