Vikas Maurya

About

My research focuses on the development of highly accurate space–time numerical methods for partial differential equations (PDEs), with particular emphasis on error analysis and convergence of numerical algorithms. I work on the formulation, analysis, and implementation of advanced computational schemes and validate these methods through simulations of physically and scientifically relevant problems arising in fluid dynamics, mathematical biology, and mathematical and computational finance.

Employment

• SR University Assistant Professor
  2025 - Present
• Rajiv Gandhi Institute of Petroleum Technology PhD Scholar
  2019 - 2025

Education

• Dr. Ram Manohar Lohia Avadh University M.Sc.
  2013 - 2015

Projects & Funding

Projects & funding information is unavailable.

Publications (11)

• Numerical valuation of American options with liquidity shocks using IMEX methods
  Numerical Algorithms 2026 DOI: 10.1007/s11075-025-02148-z
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• Option pricing using the IMEX-AVF method with high jump intensity
  Journal of Computational and Applied Mathematics 2026 DOI: 10.1016/j.cam.2025.116759
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• Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums
  Computers & Mathematics with Applications 2024 DOI: 10.1016/j.camwa.2024.09.033
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• Numerical analysis and simulation of European options under liquidity shocks: A coupled semilinear system approach with new IMEX methods
  Computers & Mathematics with Applications 2024 DOI: 10.1016/j.camwa.2024.04.002
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• Efficient pricing of options in jump–diffusion models: Novel implicit–explicit methods for numerical valuation
  Mathematics and Computers in Simulation 2024 DOI: 10.1016/j.matcom.2023.10.025
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• Implicit-explicit Runge–Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models
  Journal of Applied Mathematics and Computing 2024 DOI: 10.1007/s12190-024-02020-8
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• Strong stability preserving multiderivative time marching methods for stiff reaction–diffusion systems
  Mathematics and Computers in Simulation 2024 DOI: 10.1016/j.matcom.2024.05.020
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• New RK type time-integration methods for stiff convection–diffusion–reaction systems
  Computers & Fluids 2023 DOI: 10.1016/j.compfluid.2023.105865
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• Novel hybrid compact schemes for stream function-velocity formulation of the incompressible Navier-Stokes equations
  Physics of Fluids 2023 DOI: 10.1063/5.0135331
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• Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods
  Applied Mathematics and Computation 2022 DOI: 10.1016/j.amc.2022.127299
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