Dr. S. Lakshmivarahan

EDUCATION
PhD, Electrical Engineering, Indian Institute of Science
ME, Applied Electronics and Servos, Indian Institute of Science
BE, Electrical Technology, Indian Institute of Science
BS, Physics, University of Madras

EXPERIENCE
George Lynn Cross Research Professor, University of Oklahoma
Associate Professor, University of Oklahoma
Visiting Assistant Professor, Brown University
Visiting Assistant Professor, Yale University
Assistant Professor, Indian Institute of Tehnology, Madras, India

RESEARCH INTERESTS
Computational Science, Computational Finance, Dynamic Data Assimilation, Data Mining, Interdependent Security Analysis and Parallel Processing.

BIOGRAPHY
Dr. Lakshmivarahan (Varahan for short) joined the University of Oklahoma in the fall of 1978 where he is currently a George Lynn Cross Research Professor at the School of Computer Science. From 1973-1978 he held postdoctoral and faculty positions at Brown University, Yale University and Indian Institute of Technology, Madras, India. He obtained his PhD in 1973 from the Indian Institute of Science in Bangalore, India. He is the author/coauthor of 5 books, over 72 journal papers and over 110 papers at the international/ national conferences. He has supervised 22 PhD dissertations as the principal advisor and 6 PhD dissertations as co-principal advisor, and 39 MS theses as the principal advisor. He is Fellow of the IEEE and a Fellow of the ACM and has won numerous awards for both research and teaching. He has held short-term visiting appointments at leading academic centers in Canada, USA, Mexico, England, Germany, India, China and Taiwan.

AWARDS, HONORS AND PROFESSIONAL ACTIVITIES
Inducted into the Oklahoma Higher Education hall of Fame-2014

IEEE Life Fellow-2013

NAA best paper Award for the book on Dynamic Data Assimilation-2007

OU Alumni Teaching Award-2007, 2008

George Lynn Cross Research Professorship-1995; Fellow of ACM-1995; Fellow of IEEE-1993

OU Regents Award for Superior Teaching-1991

OU College of Engineering Distinguished Lecturer-1987-1992

OU Associate Distinguished Lecturer-1986-1987

Halliburton Distinguished Lecturer-1984-1986

OU Regents Award for Superior Accomplishment in Research and Creative Activities-1982

SELECTED PROJECTS
EPSCoR RII Track 2 Oklahoma-Kansas, “A Cyber Commons for Ecological Forecasting,” $300K, 2009- 2012.
NSF, “Real Time Data Mining of Integrated Weather Data,” with T. Trafalis, Mike Richman and A. White, $950K, 2002-2005.

SELECTED PUBLICATIONS
S. Lakshmivarahan, J. M. Lewis, and R. Jabrzemski (2016) Forecast Error Correction using Dynamic Data Assimilation, Springer, New York (Monograph)

S. Lakshmivarahan, L.  Sivakumar and S. K. Dhall (2016)"Cayley Graphs" in the Handbook of Graph Theory, Combinatorial Optimization, and Algorithms, (Chapter 25)Edited by K. Thulasiraman, S. Arumugam, A. Brandstadt and T. Nishizeki, CRC Press, New York.

S. Lakshmivarahan (2016) "Convergence of a class of weak solutions to the strong solution of a linear equality constrained quadratic minimization problem: a direct proof using matrix identities, in Data Assimilation for Atmospheric, Oceanic and Hydrologic Applications, Vol II  Edited by S. Park and L. Liang, Springer Verlag

Junjun Hu, S. Lakshmivarahan and J. M. Lewis (2016) "Quantification of uncertainty and data assimilation using Wiener's polynomial chaos expansion" in Data Assimilation for Atmospheric,Oceanic and Hydrologic Applications, VOL III, Edited by S. Park, and L. Liang, Springer Verlag

S. Qian, S. Lakshmivarahan and D. Stock (2016) A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance: Help in Incorporating the Impact of Federal Reserve Policy and other Factors, Journal of Fixed Income (To appear)