EXPERTISE INFORMATION
Research Group
- Applied Mathematics
Areas of Interest
- Computational Finance
19
PUBLICATIONS7
DOCTORAL STUDENTS1
CONTINUING EDUCATIONPERSONAL INFORMATION
Ankur Kanaujiya
Assistant Professor Grade-II
Mathematics
Room Number: MN-329
Department of Mathematics, National Institute of Technology Rourkela, Sundargarh, Odisha, India - 769008
2018
Ph.D.
Computational FinanceIIT Guwahati
2012
M.Sc
Mathematics & ComputingIIT Guwahati
Teaching Experience
- Assistant Professor, NIT Rourkela, 05 Mar 2020 - Present
- Assistant Professor (TEQIP-III), BIT Mesra, 03 Jan 2018 - 04 Mar 2020
Total Publications: 19
S. P. Chakrabarty and A. Kanaujiya,"Mathematical Portfolio Theory and Analysis", pp.150, Birkhäuser Singapore, compact textbooks in mathematics 2023, 10.1007/978-981-19-8544-7 Book
N. Sahoo, R. Singh, A. Kanaujiya, and C. Cattani,"A new fourth-order compact finite difference method for solving Lane-Emden-Fowler type singular boundary value problems", Journal of Computational Science, vol.83, no.102474, Elsevier, December 2024, 10.1016/j.jocs.2024.102474 Article
A. Singh, A. Kanaujiya, and J. Mohapatra,"Fractional Legendre wavelet approach resolving multi-scale optimal control problems involving Caputo-Fabrizio derivative", Numerical Algorithms, June 2024, 10.1007/s11075-024-01871-3 Article
A. Kanaujiya and S. Chakrabarty,"Pricing and estimates of Greeks for passport option: A three time level approach", Journal of Computational and Applied Mathematics, vol.315, pp.49-64, Elsevier 2017, 10.1016/j.cam.2016.10.027 Article
U. Kumar and A. Kanaujiya,"Global dynamics of a prey–predator model with component Allee effect for predator reproduction and Crowley–Martin-type functional response: the role of strong Allee effect", The European Physical Journal Plus, vol.139, no.878, Springer 2024, 10.1140/epjp/s13360-024-05628-8 Article
National Conference on Recent Advances in Mathematics and its Applications 2024 (NC RAMA 2024) Mathematics (Conference)
- Coordinator
- 28 Sep 2024 - 29 Sep 2024
- Brochure
- MA1001 : Mathematics - I {Theory}
- MA1003 : Mathematics - I {Theory}
- MA2005 : Numerical Methods {Theory}
- MA3202 : Linear Programming {Theory}
- MA4103 : Complex Analysis - II {Theory}
- MA4304 : Optimization {Theory}
- MA5262 : Optimization {Theory}
- MA5331 : Mathematical Finance {Theory}
- MA6103 : Advanced Complex Analysis {Theory}
- MA3370 : Computing Laboratory {Practical}
- MA4272 : Statistics Laboratory {Practical}
- MA4373 : Nemerical Methods Laboratory {Practical}
- MA4373 : Numerical Methods Laboratory {Practical}
Ph.D. Students [7]
Differential Equation, Numerical Analysis
Amit Kumar BeheraEnrolled: Jul 2025ContinuingSupervisor
Numerical Analysis
Dipesh Kumar PradhanEnrolled: Jan 2025ContinuingCo-Supervisor
Numerical Analysis, Differential Equations
Shubham YadavEnrolled: Jul 2023ContinuingCo-Supervisor
Differential Equations, Numerical Analysis
Gunjan DewanganEnrolled: Jan 2023ContinuingSupervisor
Numerical Analysis, PDE
Santoshi TareiEnrolled: Jul 2022ContinuingSupervisor
ORDINARY DIFFERENTIAL EQUATION & PARTIAL DIFFERENTIAL EQUATION
Akanksha SinghEnrolled: Aug 2021ContinuingSupervisor
Differential equation, Numerical Analysis
Gayatri DasEnrolled: Aug 2020ContinuingSupervisor



