Concepedia

Arun Verma

AV

25

Publications

842

Citations

16

H-Index

1965

Active since

Affiliations

Cornell University(Current)

Indian Institute of Technology Roorkee

University of Lucknow

Arun Verma is an author at Cornell University specializing in engineering, approximation theory, and numerical analysis.

Top concepts

EngineeringNumerical AnalysisApproximation TheoryInverse ProblemsComputer ScienceMathematical ProgrammingBusinessOption PricingComputer EngineeringAsset Pricing

Publications per year

1965–2024

25

Publications

25

Reconstructing the unknown local volatility function

Thomas F. Coleman, Yuying Li, Arun Verma · The Journal of Computational Finance · 1999 · 135 citations

Numerical Analysis, Spline Functional Approach, Volatility Modeling +15

A fractional Leibniz $q$-formula

W. A. Al‐Salam, Arun Verma · Pacific Journal of Mathematics · 1975 · 80 citations · Full text

Fractional-order System, Fractional Integrals, Fractional Leibniz +6

The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation

Thomas F. Coleman, Arun Verma · SIAM Journal on Scientific Computing · 1998 · 69 citations

Numerical Analysis, Mathematical Programming, Sparse Representation +13

A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization

Thomas F. Coleman, Arun Verma · Computational Optimization and Applications · 2001 · 63 citations

Thomas F. Coleman, Arun Verma · ACM Transactions on Mathematical Software · 2000 · 52 citations · Full text

Numerical Analysis, Sparse Jacobian, Numerical Computation +8

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