Qualification: 
Ph.D, MSc
n_sukanta@cb.amrita.edu

Dr. Sukanta Nayak currently serves as Assistant Professor (Sr. Gr) at the Department of Mathematics, Amrita School of Engineering, Coimbatore.

Publications

Publication Type: Journal Article

Year of Publication Publication Type Title

2018

Journal Article

Sukanta Nayak, Marwala, T., and Chakraverty, S., “Stochastic differential equations with imprecisely defined parameters in market analysis”, Soft Computing, 2018.[Abstract]


Risk and uncertainties plays a major role in stock market investments. It is a pedagogical practice to deduce probability distributions for analysing stock market returns using theoretical models of investor behaviour. Generally, economists estimate probability distributions for stock market returns that are observed from the history of past returns. Besides this, there are impreciseness involved in various factors affecting market investment and returns. As such, we need to model a more reliable strategy that will quantify the uncertainty with better confidence. Here, we have presented a computational method to solve fuzzy stochastic Volterra–Fredholm integral equation which is based on the block pulse functions (BPFs) using fuzzy stochastic operational matrix (SOM). The concept of fuzziness has been hybridized with BPFs, and the corresponding stochastic integral equation has been modelled. For illustration, the developed model has been used to investigate an example problem of Black–Scholes fuzzy stochastic differential equation (FSDE), and the results are compared in special cases.

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2018

Journal Article

Sukanta Nayak and Snehashish Chakraverty, “Non-probabilistic solution of moving plate problem with uncertain parameters”, Journal of Fuzzy Set Valued Analysis, vol. 2018 , no. 2, pp. 49-59, 2018.[Abstract]


This paper deals with uncertain parabolic fluid flow problem where the uncertainty occurs due to the initial
conditions and parameters involved in the system. Uncertain values are considered as fuzzy and these are
handled through a recently developed limit method. Here, the concepts of fuzzy numbers are combined with
Finite Difference Method (FDM) and then Fuzzy Finite Difference Method (FFDM) has been proposed. The
proposed FFDM has been used to solve the fluid flow problem bounded by two parallel plates. Finally,
sensitivity of uncertain parameters is analyzed.

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Publication Type: Book

Year of Publication Publication Type Title

2018

Book

Sukanta Nayak and Snehashish Chakraverty, Interval Finite Element Method with MATLAB. Academic Press, 2018, p. 168.[Abstract]


Interval Finite Element Method with MATLAB provides a thorough introduction to an effective way of investigating problems involving uncertainty using computational modeling. The well-known and versatile Finite Element Method (FEM) is combined with the concept of interval uncertainties to develop the Interval Finite Element Method (IFEM). An interval or stochastic environment in parameters and variables is used in place of crisp ones to make the governing equations interval, thereby allowing modeling of the problem. The concept of interval uncertainties is systematically explained. Several examples are explored with IFEM using MATLAB on topics like spring mass, bar, truss and frame.

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Faculty Research Interest: