* "Advance Refundings of Municipal Bonds - An American Option Style study on Multithreaded Architectures" - work in progress

* "A First Finite-Difference Implementation of Option Pricing Problem
on Multithreaded Architecture" - work in progress

*
(J) S.Yu. Sadov, P.N. Shivakumar, **D. Firsov**, S.H. Lui, R. Thulasiram, Mathematical Model of
Ice Melting on Transmission Lines, * Springer Journal of Mathematical Modeling and
Algorithms (JMMA) * -- Accepted.
(Print version to appear; Springer On-line version available
here)

*. Mohammad T. Islam, Parimala Thulasiraman and Ruppa K.Thulasiram,
" *An Ant Colony Optimization Based Routing Algorithm in Mobile Ad hoc
Networks and its Parallel Implementation *", Chapter 18 in *High Performance Scientific and Engineering
Computing* (Ed. Laurence Yang and Yi Pan), Kluwer Academic Publishers,
Nowell, MA, USA, 2004.

*. Mohammad T. Islam, Parimala Thulasiraman and Ruppa K.Thulasiram,
"Implementation of Ant Colony Optimization Algorithm for Mobile
Ad hoc Network Applications: OpenMP Experiences",
* Parallel and Distributed Computing Practices Journal *

*. Shony Abraham, Sajib Barua, Parimala Thulasiraman and
Ruppa K.Thulasiram, "*A Distributed Implementation of the Fast Fourier
Transform Algorithm on the Indirect Swap Networks*", Proceedings
(CD-RoM) of
the **IEEE Canadian Conference on Electrical and Computer Engineering
(CCECE 2003), **May 4-7, 2003, Montreal, Canada. Abstract

*. Mohammad T. Islam, Parimala Thulasiraman and Ruppa K.Thulasiram,
" *A Parallel Ant Colony Optimization Algorithm for All-Pair Routing
in MANETs*", Proceedings (CD-RoM) of the **IEEE Computer Society
Fourth IPDPS workshop on Parallel and Distributed Scientific
and Engineering Computing with Applications (PDSECA-2003)***,
Nice, France, April 2003 (to appear)*Abstract
.

*. P.N. Shivakumar, Ruppa K. Thulasiram, Shiu H. Lui, " *Mathematical
Modeling of Ice on Transmission Lines and Robotic Solutions to De-Icing"*,
Proceedings of the **International Conference and Instructional Workshop on Industrial Mathematics
(ICIWIM02**) pp.431-440, December, 2002, Mumbai, India
Abstract
.

*. Kevin Theobald, Rishi Kumar, Gagan Agarwal, Gerd Heber, **Ruppa
Thulasiram** and Guang R. Gao, "* Implementation and evaluation of
a communication intensive application on t he EARTH multithreaded system
*",
**Concurrency
and Computation: Practice and Experience **(
**Vol.14 **, Issue 3,
March 2002, pp.183-201) Abstract
.

*. Ruppa Thulasiram, Lubomir Litov, Hassan Nojumi, Chistopher Downing
and Guang Gao, "*Multithreaded Algorithms for Pricing a Class of Complex
Options*", Proceedings (CD-RoM) of the
**International Parallel and
Distribued Processing Symposium **(IPDPS 2001), April 2001, San Francisco.

*. Kevin Theobald, Rishi Kumar, Gagan Agarwal, Gerd Heber, **Ruppa
Thulasiram** and Guang R. Gao, "*Conjugate Gradient Computations on
EARTH Multithreaded Architecture*", **SIAM-2000 First SIAM Conference
on Computatoinal Science and Engineering **, Sept. 2000, Washington,
DC., USA.

*. Kevin Theobald, Rishi Kumar, Gagan Agarwal, Gerd Heber, **Ruppa
Thulasiram** and Guang R. Gao, "*Developing a Communication Intensive
Application on EARTH Multithreaded Architecture*", Proceedings of the
**EuroPar-2000
European Parallel Computing Conference**, Aug./Sept. 2000, Munich, Germany
(** Distinguished Paper **).

**Thulasiram, R.K.**, Christopher Downing and Gao, G.R., "*Recursive
and Iterative Multithreaded Algorithms for Pricing American Securities*",
Proceedings of the **International Conference on Parallel and Distributed
Processing - Techniques and Applications **, Las Vegas, June 26-29, 2000,
pp.1571-1577.

*. **Thulasiram, Ruppa K.**, Christopher Downing and Gao, G.R., "*A
Multithreaded Paralle l algorithm for pricing American Securities*",
Proceedings (CD-RoM) of the **Computational Finance 2000 Conference**,
London, UK, May/June, 2000, London.

*. **Thulasiram, Ruppa K.**, and Gao, G.R., "*A Multithreading
Parallel Computational Approach for Valuing Derivatives*", Presented
at the **First WAFA Finance Research Conference**, Fairfax, Virginia,
April 30, 1999.

*. **Thulasiram, Ruppa K.**, and Gao, G.R., "*Option Pricing Problem
on a Multithreaded Parallel Architecture*", **CAPSL Technical Memo
25**, Dept. of Elec. and Computer Engineering, U.of Delaware, Newark,
DE, Nov. 11, 1998.

*. **Thulasiram, Ruppa K.**, and Gao, G.R., "*Computational Financial
Derivatives - A Primer*", **CAPSL Technical Note 07**, Dept. of Elec.
and Computer Engineering, U.of Delaware, Newark, DE, Oct. 9, 1998.

*. **Thulasiram, R.K.**, Pannala, S. and Menon, S., "*Numerical
design of a Liquid Fueled Combustor*", **AIAA Paper-97-3117**, July
1997.

*. **Thulasiram, R.K.**, and Reddy,N.M., "*Effect of Impurities
on the Chemical Non-equilibrium Nozzle Flows*", **AIAA Paper 94-1998**,
June 1994.

*. **Thulasiram, R.K.**, and Reddy, N.M., "*Vibrational Relaxation
in Gas-Particle Nozzle Flows: A Study of the Effect of Particles*",**
AIAA J. Thermophysics and Heat Transfer**, Vol. 7, No.4, Oct-Dec., 1993,
pp. 747-749.

*. **Thulasiram, R.K.**, and Reddy N.M., "*Phase Non-Equilibrium
Effects on the Gain of a Two-Phase Flow Gasdynamics Laser*", **AIAA
Journal**,Vol. 31, No.8, August 1993, pp. 1461-1467.

*. **Thulasiram, R.K.**, "*Speed of Sound in Non-Equilibrium Flows
- A New Approach*", Proceedings of the **2nd ISAIF International Symposium
on Experimental and Computational Aerothermodynamics of Internal Flows**,
Prague, Republic of Czech, July 1993, pp. 563-571.

*. **Thulasiram, R.K.**, "*Similar Solutions and General Correlating
Parameters in Non-Equilibrium Gas-Particles Nozzle Flows*", **J. Indian
Inst. of Science**, **Vol. 73 **, Nov.-Dec., 1992, pp. 551-552.

*. **Thulasiram, R.K.**, Sankar, T.S. and Vatistas, G.H., "*A Study
on the Effect of Liquid Free Surface due to Draining under Microgravity
Conditions*", **Proc. ASME Symposium on Fluid Mechanics Phenomena in
Microgravity **, AMD-Vol. 154, FED-Vol. 142, pp.47-59, Anaheim, CA, Nov.
1992.

*. **Thulasiram, R.K.**, and Reddy N.M., "*Gas-Particle Non-Equilibrium
Nozzle Flows: Concept of Virtual Speed of Sound and Similar Solutions*",
**AIAA
Journal**, Vol. 30, No.8, August 1992, pp.2047-2055.

*.**Thulasiram, R.K.**, and Reddy, N.M., "*Gas-Particle Nozzle
Flows: New Thermodynamic Relations and Similar Solutions*", **2nd ASME/AIAA/ASCE/SIAM/AIChE}
National Fluid Dynamic Congress**, Los Angeles, California, July 1992.

*. **Thulasiram, R.K.**, and Reddy, N.M., "*Two-Phase Flow Gasdynamic
Lasers -- A Study of Phase Non-Equilibrium Effects on the Lasing Performance*",
**AIAA
Paper 92-3019**, July 1992.

*. **Thulasiram, R.K.**, and Reddy, N.M., "*Simultaneous Particle
and Vibrational Mode Relaxation in Gas-Particle Nozzle Flows -- Similar
Solutions*", **Proc. 6th National Convention of Aerospace Engineers
on Aerothermodynamics of Internal Flows**, Tata McGraw Hill, New Delhi,
India, Jan. 1991, pp.114-127.

*. **Thulasiram, R.K.**, Reddy, N.M. and Reddy, K.P.J., "*Gain
Characteristics of Two-Phase Flow 10.6 mu CO2 Gasdynamic Laser*", **J.
Aero. Soc. of India**, Vol.42, No.1, Feb. 1990, pp.13-18.

*. **Thulasiram, R.K.**, and Reddy, N.M., "*Similar Solutions in
Non-Equilibrium Nozzle Flows of Gas-Particle Mixture Including Finite Volume
Effects*", **J. Aero. Soc. of India**, Vol.41, No.4, Nov.1989, pp.419-425.

*. Reddy, N.M. and **Thulasiram, R.K.,** "*Transformation of Two-Phase
Nozzle Flow Equations into Pure Gas Type by Introducing Virtual Area and
Virtual Mach Number*", **American Institute of Physics AIP Conf. Proc.
No.208**, pp.732-737, July 1989.

*. Reddy, N.M and **Thulasiram, R.K.,** "*Similar Solutions in
Non-Equilibrium Nozzle Flows of Gas-Particle Mixture*", **Proc. of
the 16th Intl. Symp. on Shock Tubes and Waves**, Aachen, West Germany,
July 1987, pp.227-233.

*. **Thulasiram, R.K.**, Reddy, K.P.J. and Reddy, N.M., "*Theoretical
Study of Optimum Performance of Two-Phase Flow CO$_{2}$ Gasdynamic Laser*",
**Applied
Physics Letters** Vol.50, No.13, March 1987, pp.789-791.

**Technical Memos and Notes**

Many of the following partially completed works are written initially as technical reports. With additional work in progress, some of them are planned to be submitted for external publication.

*. Kevin Theobald, Rishi Kumar, Gagan Agarwal, Gerd Heber, **Ruppa
Thulasiram** and Guang R. Gao, "*Developing a Communication Intensive
Application on EARTH Multithreaded Architecture*", **Technical Memo
38**, Dept. of Elec. and Computer Engineering, U.of Delaware, Newark,
DE, Feb.15, 2000.

*. Rishi Kumar, Nathaniel Johnson, **Ruppa K. Thulasiram**, Gagan
Agrawal and Guang R. Gao, "*Runtime Locality Transformations for NAS
Conjugate Gradient (Sparse Matrix Computation)*", **CAPSL Technical
Note 8**, Dept. of Elec. and Computer Engineering, U.of Delaware, Newark,
DE, Dec.17, 1999.

*. Robel Kahsay, Nirmal Seenu, **Ruppa K. Thulasiram** and Guang
R. Gao, "*Sparse Matrix Multiply on EARTH*", **CAPSL Technical Note
9**, Dept. of Elec. and Computer Engineering, U.of Delaware, Newark,
DE, Dec.17, 1999.

*. Jeffrey A. Six, Muhammad Usman Hameed, **Ruppa K. Thulasiram**
and Guang R. Gao, "*A Study of Benchmarks on the UDel NSFRI Cluster*",
**CAPSL
Technical Note 10**, Dept. of Elec. and Computer Engineering, U.of Delaware,
Newark, DE, Dec.17, 1999.

*. Jorge A. Garcia, Sergio E. Hernandez, **Ruppa K. Thulasiram**
and Guang R. Gao, "*Sparse Linear System Solution on MPI-Beowulf*",
**CAPSL
Technical Note 11**, Dept. of Elec. and Computer Engineering, U.of Delaware,
Newark, DE, Dec.17, 1999.

*. **Ruppa Thulasiram **, Christopher Downing and Guang Gao, "*Advance
Refundings of Municipal Bonds - An American Option Style study on Multithreaded
Architectures*", **CAPSL Technical Memo XX**, Dept. of Elec. and
Computer Engineering, U.of Delaware, Newark, DE, March 2000. (Under Preparation)

*. Robel Kahsay, **Ruppa K. Thulasiram** and Guang R. Gao, "*A
Matrix Multiplication Algorithm Implemented In Threaded C*", A **CAPSL
Summer Project Technical Report**, August 1999.