Mathematics

Reza Mollapourasl

Email Whitman Hall
Education and Professional Experience
  • Assistant Professor (tenure track) at Farmingdale State College, State University of New York, USA (2019 - present)
  • Instructor at Oregon State University, USA (2017 - 2019)
  • Visiting assistant professor at Wayne State University, USA (2017)
  • Visiting research scholar at University of Ghent, Belgium (2016)
  • DAAD Fellowship for Research Stays for University Academics and Scientists at University of Cologne, Germany (2015)
  • Assistant Professor (tenure track) at Shahid Rajaee Teacher Training University, Iran (2010- 2016)
  • Lecturer at Shahid Rajaee Teacher Training University, Iran (part time)(2009 - 2010)
  • Ph.D. in Applied Mathematics, Iran University of Science and Technology(2006-2009) 
  • M.Sc. in Applied Mathematics, Iran University of Science and Technology(2004-2006)
  • B.Sc. in Applied Mathematics, Iran University of Science and Technology(2000-2004)
Research Interests
  • Machine learning, Deep learning, Artificial neural network Solving High-Dimensional Partial Differential Equations
  • Numerical solution of partial differential equations Meshfree methods for PDE and PIDE problems, Finite element methods for PDEs, Radial basis function approximation for PDE and PIDE problems, Spectral methods
  • Computational finance Option pricing in jump diffusion and exponential L´evy models, American options with stochastic volatility, Regime-switching models, Machine and deep learning for high dimensional PDEs in finance
  • Mathematical biology Analysis of PIDEs in modeling tumor growth, localized meshfree methods in numerical solution of system of PIDEs for modeling tumor growth
  • Approximation theory Radial basis functions approximation, Cubic B-spline wavelets, Sinc approximation, Linear barycentric rational interpolation
  • Numerical solution of integral equations Volterra functional integral equation, Fredholm integral equation, Collocation methods, Galerkin methods, Iterative methods
  • Theoretical solution of integral equations Measure of noncompactness, Fixed point methods, Darbo condition, Banach algebra
Journal Papers
  • R. Mollapourasl, M. Haghi, A. Heryudono, Numerical simulation of convection diffusion-reaction equation and its application with radial basis function in finite difference mode, Journal of Computational Finance, Vol. 23, No. 5, 2020
  • H. Li, R. Mollapourasl, M. Haghi, A local radial basis function method for pricing options under the regime switching model, Journal of Scientific Computing volume 79, pages 517–541 (2019)
  • A. Fereshtian, R. Mollapourasl, F. Avram, RBF approximation by partition of unity for valuation of options under exponential Lévy processes, Journal of Computational Science, Volume 32, 2019, Pages 44-55
  • R. Mollapourasl, A. Fereshtian, M. Vanmaele, Radial basis functions with partition of unity method for American options with stochastic volatility, Computational Economics volume 53, pages 259–287 (2019)
Last Modified 2/2/22