Abdul Q. M.  Khaliq

 E-mail: akhaliq@mtsu.edu
 
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SCHOLARLY ACTIVITIES

| Research Supervision | Conferences | Workshops |
| Mini-Symposiums Organized |  Conferences Organized | Sessions Chaired | Doctoral Theses Examiner |
| Refereeing | Main Presenter at Workshops |

Research Supervision:

Graduate Research: Rakesh Maskara, Parallel algorithms for option pricing models using MPI on Beowulf cluster, Jan 2006 - June 2006.
 
Undergraduate Research Jason Wix, Computational study of Dynamic Equity Model with MATLAB, Funded by STEPMT grant, College of Basic and Applied Sciences, September 2005 - May 2006.

Robert Greenwood, Statistical analysis for the risk management of modern portfolio theory, Funded by STEPMT grant, College of Basic and Applied Sciences, January 2006 - August 2006.
 
Doctoral Theses Supervised Co-advisor (jointly with Professor Bruce Wade, University of Wisconsin, Milwaukee): Higher Order Smoothing Schemes for Parabolic equations with applications to Option Pricing,  Dec. 2004.

Co-advisor  (jointly with Professor  Bruce Wade, University of  Wisconsin- Milwaukee), the thesis topic : Smoothing with Positive preserving schemes for  parabolic Equations, Dec. 2002.

Co-Supervisor (jointly with Professor Edward. H. Twizell, Brunel University England) of  two students who worked on the topic Sequential and Parallel Algorithm for Time Dependent PDEs, 1990-1993.

Supervised a Ph.D. student on the topic, Numerical Modeling of Tidal Flows in the Arabian Gulf. The student was registered as an external student at Brunel University, England, while working at Bahrain University, 1986-1993.
 
Masters Dissertations   Supervised Syed H.K. Kazmi, Numerical Methods for Option Pricing Models, May 2002. Syed Karma presented the earlier findings of his thesis at the conference, 5th Mississippi State Conference on Differential Equations & Computational Simulation,  Mississippi State University, May18-19, 2001.

Tuanjie Tong, Explicit- Implicit Methods for Reaction-Diffusion Systems, April 02 2002.

Gilbert Shanga, Locally One Dimensional Methods for Parabolic Partial Differential Equations, October, 1998.

Bader  M. Abukhodair, A Predictor-corrector Scheme for the sine-Gordon Equations, May , 1998.

Shahan Ahmed, A Numerical Study of Reaction-Diffusion Equations, May,1998.

Thurya  Juma, Parallel Splitting Methods for Parabolic PDEs, May 1996.

Jianlin Cheng, Numerical Methods for Reaction Diffusion Equations: Finite Difference and Finite Element Approaches, May 1992.

 Yun Duck Kim, Finite Element Solution of Parabolic Equations with Non-  Smooth Data, July 1991.

Xiaoli Zhao, Finite Element Methods for One Dimensional Fourth Order Time Dependent Partial Differential Equations, July 1991.

P. A. Mulconrey, Multiderivative Methods for Hyperbolic PDEs, May1991.
 
MS Independent Study  Research   Projects Mike Robertson, Portfolio optimization, Dec, 2002.

Hao He, Barrier options, August 2002.

Elizabeth Hamilton, PDE approach for Asian Options, May 2002.

Thomas T. Johnson, Comparison of the Simplex Algorithm and the Interior Point Predictor-Corrector method, Dec. 2002.

George Rus, Analysis of Quasi-Newton Methods for Unconstrained Optimization, Dec. 2002.                    

Paul Gunsel, Smoothing Schemes for In-homogenous Parabolic Partial Differential Equations, May 1998.
 
Undergraduate Capstone Projects David Putnam, Parallel Binomial methods for American option using MPI, May 2004.

Will J. Middlecamp, Convergence analysis of Binomial and Trinomial models for European options, May 2004.

Salina Baafi, Cox Robison option pricing model with Excel, May 2004.

Differential Equation with non-smooth data, May 2001.

M. Sameer, A Numerical Study of Black-Scholes Equation for European Option, May 2000.

 Lauren Morris, Cubic Spline Interpolation with JAVA, May 1998.
 
Undergraduate Honors  Project Wai-Tang Lee, Splitting Methods for Multidimensional Parabolic Partial   Differential Equations, Dec. 1990 (Presented at The Annual Argonne Symposium  for Undergraduates, Argonne National Lab, Argonne, IL).

 

SESSIONS / MINI-SYMPOSIUMS ORGANIZED:

bullet Special Session on , Financial Mathematics, AMS South Eastern meeting, Middle Tennessee State University, Murfreesboro, TN, November 3-4, 2007
bullet Two Mini-Symposiums, Advances on Modeling in Financial Mathematics, ICIAM07, Zurich, Switzerland, July 16-20, 2007.
bullet Two Mini-Symposiums, Advances on Computation in Financial Mathematics, ICIAM07, Zurich, Switzerland, July 16-20, 2007.
bullet Special Session on Financial Mathematics, 7th International Conference on Mathematical and Computational methods in Science and Engineering, Illinois Institute of technology, Chicago, IL, USA, June 20-23, 2007
bullet Mini- Symposium, PDE in Financial Engineering: Modeling and Computation, SIAM Conference on Financial Mathematics and Engineering, Boston, MA, July 09-12, 2006.
bullet Mini- Symposiums, Recent Trends in Splitting and Adaptive Methods for Differential Equations, SIAM Annual Meeting, Boston, MA, July 10-14, 2006.
bullet Mini-symposium on Computational Techniques for Chemical Systems, SIAM Conference on Computational Sciences and Engineering, Washington, DC. Sept. 21-24, 2000.
bullet Mini-symposium on Recent Advances on Splitting Methods for PDEs International Congress on Industrial and Applied Mathematics (ICIAM99),  Edinburgh, Scotland, July 5-9, 1999.
bullet Mini-symposium on Finite Element Methods for Time Dependent PDEs  9th International Conference on Mathematics of Finite Element and its Applications, Brunel University, Uxbridge, England, June 25-28, 1996.
bullet Two sessions on Splitting Methods for PDEs  at 14th IMACS World Congress on Comp. and Applied Mathematics, Georgia Tech. Atlanta, July 11-15, 1994.

REGIONAL/ INTERNATIONAL CONFERENCES ORGANIZED:

bullet 7th International Conference on Computational and Mathematical Methods in Science and Engineering, Illinois  Institute of Technology, Chicago, IL, June 20-23, 2007.
bullet Midwest Numerical Analysis Day, Western Illinois University, Macomb, IL, April 26, 2003.      
bullet  4th International Conference on Numerical Methods and Applications: NM&A- O(h4)’ 98. Sofia, BULGARIA
bullet Midwest Numerical Analysis Day, Western Illinois university, Macomb, IL, April 25, 1998
bullet Member Organizing Committee, “Sixth International Conference on Numerical Analysis and Computer Science”, PLOVDIV, Bulgaria, Aug. 13-17, 1997.
bullet International Conference on Pure and Applied Mathematics, University of Bahrain, Bahrain, November 19-22, 1995

  SESSIONS CHAIRED AT NATIONAL/INTERNATIONAL CONFERENCES:

bullet 6th International Congress on Industrial and Applied Mathematics (ICIAM07), Zurich, Switzerland, July16-19, 2007.
bullet International Conference on Numerical Methods for Finance, Dublin, Ireland, June 7-9, 2006.
bullet Midwest Numerical Analysis Conference, University of Iowa, Iowa, USA, May 20-22, 2005.
bullet Third World Congress Bachelier Finance Society, Chicago, IL, USA, July21-24, 2004.   
bullet SIAM Conference on Computational Sciences and Engineering, Washington, DC., USA, Sept.21-24, 2000       
bullet 4th International Congress on Industrial and Applied Mathematics(ICIAM’99), Edinburgh, Scotland, July 5-9, 1999.
bullet IMACS International Conference on Nonlinear Evolution Equations, University of Georgia, Athens, April 12-15, 1999
bullet International Conference on Mathematical Modeling & Scientific Computing, George Town University, Washington DC. March 31 - April 03, 1997
bullet International Conference on Pure and Applied Mathematics, University of Bahrain, Bahrain, November 19-22, 1995
bullet Eighth Conference on Mathematics of Finite Element and its Application, Brunel University, Uxbridge, England, April 27-30, 1993

DOCTORAL THESES EXAMINER:

bullet External Evaluator of a PhD thesis, GIK Institute of Engineering, Sciences, and Technology, Pakistan, 2005.
bullet Examiner of 3 PhD theses, Brunel University England, 1995, 1999.
 

 REFEREEING:

SIAM Journal on Numerical Analysis, Royal Society of London, Numerical Methods for Partial Differential Equations, Applied Numerical Mathematics, International Journal Numerical Methods for Engineering, Journal of Computational and Applied Mathematics, IMA Journal of Numerical Analysis. Communication  Numerical Methods in Engineering, Mathematical and Computer Modeling, Computers & Mathematics with Applications, Applied Math Letters, Computer Methods in Applied Mechanics & Engineering, Arabian Journal of Science and Engineering, International Journal of Computer Mathematics, Korean Journal of Computational and Applied Mathematics.

  MAIN PRESENTER AT INTERNATIONAL WORKSHOPS:

bullet Workshop on Computational Mathematics and Related Topics, COMSAT Institute of Information Technology, Islamabad, Pakistan, June 23, 2008.
bullet Workshop on Quantitative Finance and Risk Management, Sukkur Institute of Business Administration, Sukkur, Pakistan June 25-27, 2006.
bullet Workshop on Financial Mathematics, Lahore University of Management Sciences (LUMS), Lahore, Pakistan, Dec.24-25, 2005.
bullet International Workshop on Computational Mathematics, COMSAT  Institute of Information Technology, Islamabad, Pakistan, July 28-30, 2002.

 

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