Sudarshan Santra

About

Dr. Sudarshan Santra is currently working as an Assistant Professor in the Department of Mathematics, Birla Institute of Technology and Science (BITS) Pilani, Pilani Campus. In this role, he is actively engaged in teaching undergraduate and postgraduate courses, supervising student research projects, and contributing to curriculum development. His responsibilities also include pursuing independent research in numerical analysis and scientific computing, collaborating on interdisciplinary projects, mentoring students, and participating in departmental and institutional activities aimed at academic and research excellence.

Employment

• Birla Institute of Technology and Science, Pilani Assistant Professor
  2025 - Present
• Indian Institute of Science Post-Doctoral Fellow
  2023 - 2025
• Indian Institute of Science Project Associate
  2022 - 2023
• National Institute of Technology Rourkela Research Scholar
  2018 - 2023
• Future Institute of Technology Assistant professor
  2015 - 2018

Education

• University of Calcutta B.Sc (Honours)
  2009 - 2012

Projects & Funding

Projects & funding information is unavailable.

Publications (21)

• Wavelet‐Based L2‐1σ Scheme and Its Higher Order Convergence Analysis for Time‐Fractional Option Pricing Model Under Jump‐Diffusion
  Mathematical Methods in the Applied Sciences 2026 DOI: 10.1002/mma.70290
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• Physics-informed fractional machine intelligence and space–time wavelet frameworks for non-local integro-partial differential equations involving weak singularities
  Communications in Nonlinear Science and Numerical Simulation 2026 DOI: 10.1016/j.cnsns.2025.109184
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• An efficient hybrid numerical approach for time-fractional sub-diffusion equations with multi-singularities
  Numerical Algorithms 2026 DOI: 10.1007/s11075-025-02122-9
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• A Unified Multifaceted Space-Time Wavelet Framework and Its Singularity Analysis for Weakly Singular Non-local Partial Integro-Differential Equations in High Dimensions
  Acta Applicandae Mathematicae 2025 DOI: 10.1007/s10440-025-00756-4
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• $H^1$ stability and convergence analysis of the L1/L1-2 Legendre spectral method for non-local weakly singular integro-PDEs
  Calcolo 2025 DOI: 10.1007/s10092-025-00671-y
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• Enhancing accuracy with an adaptive discretization for the non-local integro-partial differential equations involving initial time singularities
  Computers & Mathematics with Applications 2025 DOI: 10.1016/j.camwa.2025.05.019
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• An Adaptive Mesh Based Computational Approach to the Option Price and Their Greeks in Time Fractional Black–Scholes Framework
  Differential Equations and Dynamical Systems 2025 DOI: 10.1007/s12591-025-00708-2
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• Analysis of a higher-order scheme for multi-term time-fractional integro-partial differential equations with multi-term weakly singular kernels
  Numerical Algorithms 2024 DOI: 10.1007/s11075-024-01927-4
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• Simultaneous space–time Hermite wavelet method for time-fractional nonlinear weakly singular integro-partial differential equations
  Communications in Nonlinear Science and Numerical Simulation 2024 DOI: 10.1016/j.cnsns.2024.108324
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• Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion
  Computational Economics 2024 DOI: 10.1007/s10614-023-10386-3
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