Assistant Professor
Department of Mathematics, School of CS & AI
Rajiv Gandhi Institute of Petroleum Technology Jais
0
Research and Teaching
Numerical Methods for Partial Differential Equations, Stiff Dynamical Systems, Computational Finance
Mail: maurya.vikas@sru.edu.in
Ph.D in Applied Mathematics from Rajiv Gandhi Institute of Petroleum Technology Jais (An Institute of National Importance) Amethi
M.Sc in Mathematics and Statistics from Dr. RML Avadh University Ayodhya
B.Sc in Mathematics and Physics from Dr. RML Avadh University Ayodhya
Ph.D
V. Maurya, A. Singh, and M. K. Rajpoot, Option pricing using the IMEX-AVF method with high jump intensity, Journal of Computational and Applied Mathematics, 471, 116759, 2026 DOI: https://doi.org/10.1016/j.cam.2025.116759. (IF: 2.6, Q1)
A. Singh, V. Maurya, and M. K. Rajpoot, Numerical valuation of American options with liquidity shocks using IMEX methods, Numerical Algorithms, 2025 DOI: https://doi.org/10.1007/s11075-025-02148-z. (IF: 2.0, Q2)
V. Maurya, A. Singh, V. S. Yadav, and M. K. Rajpoot, Efficient pricing of options in the jump-diffusion models: Novel implicit-explicit methods for numerical valuation, Mathematics and Computers in Simulation, 217, 202-225, 2024 DOI: https://doi.org/10.1016/j.matcom.2023.10.025. (IF: 4.4, Q1)
V. Maurya, A. Singh, and M. K. Rajpoot, Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models, Journal of Applied Mathematics and Computing, 70, 1601-1632, 2024 DOI: https://doi.org/10.1007/s12190-024-02020-8. (IF: 2.7, Q1)
A. Singh, V. Maurya, and M. K. Rajpoot, Numerical analysis and simulation of European options under liquidity shocks: A coupled semilinear system approach with new IMEX methods, Computers and Mathematics with Applications, 165, 28-38, 2024 DOI: https://doi.org/10.1016/j.camwa.2024.04.002. (IF: 2.5, Q1)
J. Jaglan, V. Maurya, V. S. Yadav, and M. K. Rajpoot, Strong stability preserving multiderivative time-marching methods for stiff reaction-diffusion systems, Mathematics and Computers in Simulation, 225, 267-282, 2024 DOI: https://doi.org/10.1016/j.matcom.2024.05.020. (IF: 4.4, Q1)
J. Jaglan, V. Maurya, V. S. Yadav, and M. K. Rajpoot, Acoustic and soliton propagation using fully-discrete energy preserving partially implicit scheme in homogeneous and heterogeneous mediums, Computers and Mathematics with Applications, 174, 379-396, 2024 DOI: https://doi.org/10.1016/j.camwa.2024.09.033. (IF: 2.5, Q1)
V. S. Yadav, V. Maurya, P. K. Maurya, and M. K. Rajpoot, Novel hybrid compact schemes for stream function-velocity formulation of the incompressible Navier-Stokes equations, Physics of Fluids, 35, 017114, 2023 DOI: https://doi.org/10.1063/5.0135331. (IF: 4.3, Q1)
V. S. Yadav, A. Singh, V. Maurya, and M. K. Rajpoot, New RK type time-integration methods for stiff convection-diffusion-reaction systems, Computers & Fluids, 257, 105865, 2023 DOI: https://doi.org/10.1016/j.compfluid.2023.105865. (IF: 3.0, Q2)
V. S. Yadav, V. Maurya, M. K. Rajpoot, and J. Jaglan, Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods, Applied Mathematics and Computations, 431, 127299, 2022 DOI: https://doi.org/10.1016/j.amc.2022.127299. (IF: 3.4, Q1)
A. Singh, V. Maurya, and M. K. Rajpoot, New two-derivative implicit-explicit Runge-Kutta methods for stiff reaction-diffusion systems, Journal of Computational Physics, 471, 111610, 2022 DOI: https://doi.org/10.1016/j.jcp.2022.111610. (IF: 3.8, Q1)
