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Portrait of Khamron Mekchay
Faculty

Khamron Mekchay

Associate Professor Ph.D.
S Scopus® Email
Office
MATH 1408/18
Phone
02-218-7143
Email
K.mekchay@gmail.com
Fax
02-255-2287

Research Areas

Financial Math and Actuarial Science Mathematical Modeling
  • Numerical Analysis :  Adaptive Finite Element Methods
  • Financial Mathematics

Education

  1. 2005
    Ph.D.
    Mathematics
    University of Maryland at College Park, USA
  2. 1999
    M.S.
    Mathematics
    New York University, USA
  3. 1996
    B.S.
    Mathematics
    Rensselaer Polytechnic Institute, USA

Publications

Publications:
  1. Khamron Mekchay, Application of adaptive finite element method for elliptic partial differential equations to the Laplace-Beltrami operator of graphs, Bull. Malays. Math. Sci. Soc., Vol. 35 (2A), 2012, p 509-518.
  2. T. Pongsanguansin, K. Mekchay, and M. Maleewong, Adaptive TVD-RK discontinuous Galerkin algorithms for shallow water equations, International Journal of Mathematics and Computers in Simulation, Vol 6, No. 2, 2012, p 257-273.
  3. K. Mekchay and A. Wiwatwanich, A posteriori error estimates of residual type for second order quasi-linear elliptic PDEs, Journal of Mathematics Research, Vol. 4 No. 2, April 2012, p 20-27.
  4. K. Mekchay, P. Morin and R. H. Nochetto, AFEM for the Laplace-Beltrami operator on graphs: Design and conditional contraction property, Mathematics of Computation, Vol. 80, No. 274, April 2011, p 625-648.
  5. N. Issaranusorn, S. Rujivan and K. Mekchay, Stochastic model for gold prices and its application for no-arbitrage gold derivative pricing, Journal of Nonlinear  Analysis Optimization, Vol. 2 No .1, 2011, p 9-14.
  6. K. Mekchay and R.H. Nochetto, Convergence of adaptive finite element    methods for general second order linear elliptic PDE, SIAM J. Numer. Anal, Vol. 43 (5), 2005, p 1803-1827.
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