Alpesh Kumar

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 8

Top Topics

Diffusion Models

Finite Difference

Top Venues

Comput. Math. Appl.

Int. J. Comput. Math.

SIAM J. Numer. Anal.

Publications

Deepak Kumar Yadav, Akanksha Bhardwaj, Alpesh Kumar
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model. Comput. Appl. Math. 43 (1) (2024)
Shengliang Zhang, Zhengjie Sun, Alpesh Kumar
Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation. Comput. Math. Appl. 134 (2023)
Akanksha Bhardwaj, Alpesh Kumar
A numerical solution of time-fractional mixed diffusion and diffusion-wave equation by an RBF-based meshless method. Eng. Comput. 38 (2) (2022)
Alpesh Kumar, Akanksha Bhardwaj, Shruti Dubey
A local meshless method to approximate the time-fractional telegraph equation. Eng. Comput. 37 (4) (2021)
Alpesh Kumar, Akanksha Bhardwaj
A local meshless method for time fractional nonlinear diffusion wave equation. Numer. Algorithms 85 (4) (2020)
Alpesh Kumar, Akanksha Bhardwaj, B. V. Rathish Kumar
A meshless local collocation method for time fractional diffusion wave equation. Comput. Math. Appl. 78 (6) (2019)
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
Radial-basis-function-based finite difference operator splitting method for pricing American options. Int. J. Comput. Math. 95 (11) (2018)
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar
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 J. Numer. Anal. 55 (2) (2017)
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
A radial basis functions based finite differences method for wave equation with an integral condition. Appl. Math. Comput. 253 (2015)
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
Application of the local radial basis function-based finite difference method for pricing American options. Int. J. Comput. Math. 92 (8) (2015)
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar
Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models. J. Sci. Comput. 65 (3) (2015)
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi
Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option. Comput. Math. Appl. 66 (4) (2013)
Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar
A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation. Math. Comput. Model. 55 (3-4) (2012)