CV
Syed Kamran Kazmi
Assistant Professor
Mathematics Department
University of Wisconsin Oshkosh
800 Algoma Blvd.
Oshkosh, WI 54901
Tel: (920) 424- 1017
emial: kazmis@uwosh.edu
Education
Ph.D. Applied Mathematical and Computational Sciences, August 2008
University of Iowa
Supervisor: Professor Weimin Han.
M.S. Mathematics, May 2002
Western Illinois University
Supervisor: Professor Abdul Khaliq .
M.Sc. Mathematics, 1994
University of Punjab, Pakistan
Positions Held
Assistant Professor, Sept. 2008 - to present
University of Wisconsin Oshkosh
Research Assistant, Summer 2008
University of Iowa
Teaching Assistant, Aug. 2002 - May 2008
University of Iowa
Teaching Assistant, Aug. 2000 - May 2002
Western Illinois University
Instructor, April 1995 - July 2000
Lahore, Pakistan
Research Interests
Numerical Analysis, Numerical Partial Differential Equations, Numerical Methods for Variational Inequalities, Finite Element Methods, Finite Difference Methods, Bioluminescence Tomography, Computational Finance, Numerical Methods for Contact Problems.
Publications
- W. Han, H. Shen, K. Kazmi, W. Cong, and G. Wang, Studies of a mathematical model for temperature-modulated bioluminescence tomography, Applicable Analysis, Vol. 88, 193-213, 2009.
- W. Han, W. Cong, K. Kazmi and G. Wang, An integrated solution and analysis of bioluminescence tomography and diffuse optical tomography, Communications in Numerical Methods in Engineering, Vol. 25, 639-656, 2009.
- A.Q.M. Khaliq, D.A. Voss, and K. Kazmi, Adaptive θ-methods for pricing American options, Journal of Computational and Applied Mathematics, Vol. 222, 210-227, 2008.
- W. Han, J. Huang, K. Kazmi, and Y. Chen, A numerical method for a Cauchy problem for elliptic partial differential equations, Inverse Problems, Vol. 23, 2401-2415, 2007.
- W. Han, K. Kazmi, W. Cong, and G. Wang, Bioluminescence tomography with optimized optical parameters, Inverse Problems, Vol. 23, 1215-1228, 2007.
- W. Han, M. Sofonea, and K. Kazmi, Analysis and numerical solution of a frictionless contact problem for electro-elastic-visco-plastic materials, Computer Methods in Applied Mechanics and Engineering, Vol. 196, 3915-3926, 2007.
- A.Q.M. Khaliq, D.A. Voss, and K. Kazmi, A linearly implicit predictor-corrector scheme for pricing American options using a penalty method approach, Journal of Banking and Finance, Vol. 30, 489-502, 2006.
- W. Han and K. Kazmi, An internal approximation of obstacle problems, Bull. Math. Soc. Sc. Math. Roumaine, Vol. 48, 199-210, 2005.
- D.A. Voss, A.Q.M. Khaliq, K. Kazmi, and H. He, A fourth order L-stable method for the Black-Scholes model with barrier options, Lecture Notes in Computer Science, (Eds. M.L. Gavrilova, V. Kumar, and C.J.K. Tan), Springer-Verlag, Heidelberg, Vol. 2669, 199-207, 2003.
Talks
- Numerical Methods for Option Pricing, Mathematics Department Colloquium, University of Wisconsin Oshkosh, Nov. 2009.
- Numerical PDEs in Option Pricing Models. NA Seminar, University of Iowa, May 2008.
- Bioluminescence Tomography, AMCS Seminar. University of Iowa, March 2008.
- Bioluminescence Tomography with Optimized Optical Parameters. NSF-CBMS Regional Conference on Numerical Methods for Nonlinear Elliptic Equations, University of Iowa, May 2007.
- Internal Approximation of Obstacle Problems. Midwest Numerical Analysis Conference, University of Iowa, May 2005.
- A Numerical Study of Black-Scholes Equation. Fifth Mississippi State Conference on Differential Equations and Computational Simulations, Mississippi State University, May 2001.
- Various Numerical Analysis Seminar talks at University of Iowa.
Conferences/Workshops Attended
- Inclusive Teaching Methods: Opening Workshop for New STEM Faculty, UW System Women and Science Program, Sept. 24-25, 2009.
- Continuous Optimization and Applications. MSRI Summer Graduate Workshop, Berkeley, July 2007.
- NSF-CBMS Regional Conference on Numerical Methods for Nonlinear Elliptic Equations, University of Iowa, May 2007.
- MAA-AMS Joint National Meeting in New Orleans, Louisiana, January 2007.
- Midwest Numerical Analysis Conference, University of Iowa, May 2005.
- Fifth Mississippi State Conference on Differential Equations and Computational Simulations, Mississippi State University, May 2001.
- Midwest Numerical Analysis Day in 2001, 2003 and 2004.
Awards
- Graduate College Summer Fellowship, University of Iowa, Summer 2006.
- Summer Merit Fellowship, Applied Mathematical and Computational Sciences Program, University of Iowa, Summer 2003, 2004, 2005.
- Won the Problem Solving Competition 2000-01 at Mathematics Department, Western Illinois University
Computer Languages and Tools
Matlab, Maple, Mathematica, LaTeX, C, C++, PASCAL, FORTRAN