CURRICULUM VITAE

MURUHAN RATHINAM

Education:

Ph.D. 1997 California Institute of Technology Applied Mathematics
B.E. 1987 University of New South Wales, Australia Electrical Engineering

Experience in Higher Education:

Fall 2002 - present, UMBC, Assistant Professor, Department of Mathematics and Statistics.
November 1999 - July 2002, University of California Santa Barbara, Postgraduate Researcher, Computational Science and Engineering.
June 1997 - October 1999, California Institute of Technology, Postdoctoral Scholar, Control and Dynamical Systems.

Experience in other than Higher Education:

December 1987- July 1991, Experimental Scientist, Radiophysics Division of CSIRO, Australia, Signal and Image Processing Group.

Research Support and/or Fellowships:

2003 $\;\;\;\;\;\;\;\;\;\;\;\;\;\;$ $ 2,500 $\;\;\;$ Summer Faculty Fellowship, UMBC.
2003 $\;\;\;\;\;\;\;\;\;\;\;\;\;\;$ $ 3,000 $\;\;\;$ Special Research Initiative Support, UMBC.
2003-2006 $\;\;\;\;\;\;$ $ 125,377 National Science Foundation, P.I.
2006 $\;\;\;\;\;\;\;\;\;\;\;\;\;\;$ $ 2,500 $\;\;\;$ Summer Faculty Fellowship, UMBC.
2006-2009 $\;\;\;\;\;\;$ $ 143,011 National Science Foundation, P.I.

Ph.D. Committees:

Tetyana Vdovina (Math), past, member
Ioana Cipcigan, (Math), current, chair
Ronny Vallejos, (Statistics), past, member

Undergraduate Students:

Eric Valentine (Math and Economics), URA, 2004, REU, summer 2004, Mentor.
Eric Valentine (Math and Economics), departmental honors thesis, Fall 2004, Mentor
Eric Valentine (Math and Economics), MARC U*Star, 2004-2005, Joint Mentor (with Anindya Roy)
James Dibble (Math), REU, summer 2005, departmental thesis, Fall 2005, Mentor

[Curriculum Vitae] Muruhan Rathinam [Curriculum Vitae]Curriculum Vitae

Publications:

Peer-Reviewed:

Articles:

1. M. Rathinam and H. El-Samad, ``Reversible-Equivalent-Monomolecular Tau: A leaping method for ``small-number and stiff'' stochastic chemical systems,'' to appear in Journal of Computational Physics.

2. J. Primbs, M. Rathinam and Y. Yamada, ``Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis,'' Applied Math Finance, Vol 14(1), pp. 1-17, 2007.

3. M. Rathinam, L.R. Petzold, Y. Cao and D.T. Gillespie, ``Consistency and stability of tau leaping schemes for chemical reaction systems,'' SIAM Journal on Multiscale Modeling and Simulation, Vol 4(3), pp. 867-895, 2005.

4. Y. Cao, L.R. Petzold, M. Rathinam and D.T. Gillespie, ``The numerical stability of leaping methods for stochastic simulation of chemically reacting systems,'' Journal of Chemical Physics,Vol 121(24) pp. 12169-12178. December 22, 2004.

5. M. Rathinam, L. R. Petzold, Y. Cao and D. T. Gillespie, ``Stiffness in stochastic chemically reacting systems: The implicit Tau-leaping method,'' Journal of Chemical Physics, Vol 119(24) pp. 12784-12794. December 22, 2003.

6. M. Rathinam and L. R. Petzold, ``A new look at proper orthogonal decomposition'', SIAM journal on Numerical Analysis, Volume 41, Number 5, pp. 1893-1925, 2003.

7. M. Rathinam and L. R. Petzold, ``Dynamic iteration using reduced order models: A method for simulation oflarge scale modular systems'', SIAM journal on Numerical Analysis, Volume 40, Number 4 pp. 1446-1474, 2002.

8. M. Rathinam and R.M. Murray, ``Differential Flatness of Two One-Forms in Arbitrary Number of Variables'', Systems & Control Letters, vol 36, pp 317-326, 1999.

9. M. van Nieuwstadt, M. Rathinam and R.M. Murray, ``Differential Flatness and Absolute Equivalence of Nonlinear Control Systems'', SIAM J. Control and Optimization, vol 36(4), pp 1225-1239, July 1998.

10. M. Rathinam and R.M. Murray, ``Configuration Flatness of Lagrangian Systems Underactuated by One Control'', SIAM J. Control and Optimization, vol 36(1), pp 164-179, January 1998.
    

    Conference Proceedings:

11. J. Primbs and M. Rathinam, ``Trader Behavior and Hedging Feedback in the Stock Pinning Phenomena,'' Proceedings of the American Control Conference, Minneapolis, 2006.

12. J. Primbs and M. Rathinam, ``Trader Behavior in the Modeling of Asset Price Dynamics,'' Computational Intelligence in Economics and Finance, Proceedings of 7th Joint Conference on Information Sciences, 2003, pp. 1247-1250.

13. M. Rathinam and R.M. Murray,``Discrete Function Approximation: Numerical Tools for Nonlinear Control'', IEEE Proceedings of the Control and Decision Conference, 1998.

14. M. Rathinam and W.M. Sluis, ``A Test for Differential Flatness by Reduction to Single Input Systems'', Proceedings World Congress IFAC 1996, volume E, pp 257-262.
    

    Non-Peer-Reviewed:
    

15. ``Numerical Solution of Optimal Trajectories for Fully Actuated Mechanical Systems'', M. Rathinam, Technical Memo CIT-CDS 99-005, California Institute of Technology.

16. ``Differential Flatness of Mechanical Control Systems'', R.M. Murray, M. Rathinam and W.M. Sluis, Proceedings of the 1995 ASME International Congress and Exposition.

17. T.B. Vu and M. Rathinam, ``Direction finding with null steering at baseband using digital signal processors: a computer simulation'', AP-S International Symposium 1988. International Symposium Digest: Antennas and Propagation (Cat.No.88CH2563-5), Syracuse, NY, USA, 6-10 June 1988.
    

    Works Submitted or In Preparation:
    

    In preparation:

18. J. Primbs and M. Rathinam , ``Trader behaviour and its effect on asset price dynamics,'' in preparation.
    

Presentations:

1. ``Trader Behavior and Hedging Feedback in the Stock Pinning Phenomena,'' SIAM conference on Financial Mathematics and Engineering, Boston, July 2006.

2. ``Trader Behavior and Hedging Feedback in the Stock Pinning Phenomena,'' American Control Conference, Minneapolis, June 2006.

3. ``Leaping Methods in Stochastic Chemical Kinetics'', Center for Control, Dynamical systems and Computation, University of California Santa Barbara, January 2006.

4. ``Efficient Numerical Schemes for Stochastic Chemical Kinetics'', Applied Mathematics Colloquium, Mathematics and Statistics, UMBC, September 2005.
5. ``Efficient Numerical Schemes for Stochastic Chemical Kinetics'', Mathematical Sciences, George Mason University, May 2005.

6. ``Error, Sensitivity, and Computational Complexity of POD,'' SIAM Conference on Applications of Dynamical Systems, Snowbird, Utah, May 2003.

7. ``Efficient Multiscale Numerical Schemes for Stochastic Bio-Chemical Reactions,'' Differential equations seminar, Mathematics and Statistics, UMBC, March 2003.

8. ``Differentially Flat Systems'', Seminar - School of Computer Science and Engineering, University of New South Wales, Sydney, Australia, January 2003.

9. ``Differentially Flat Systems'', Applied Mathematics Colloquium, Mathematics and Statistics, UMBC, October 2002.

10. ``A New Look at the Proper Orthogonal Decomposition (POD) Method for Reduced Order Modelling of Large Dimensional Dynamical Systems,'' Differential equations seminar, Mathematics and Statistics, UMBC, September 2002.

11. ``An Iterative Method for Simulation of Large Scale Modular Systems Using Reduced Order Models'', IEEE Control and Decision Conference, December 2000, Sydney, Australia.

12. ``Discrete Function Approximation: Numerical Tools for Nonlinear Control'', IEEE Control and Decision Conference, December 1998, Tampa, Florida.

13. ``Differential Flatness of Two One-Forms in Arbitrary Number of Variables'', European Control Conference, July 1997, Brussels, Belgium.

14. ``Configuration Flatness of Lagrangian Systems Underactuated by One Control'', IEEE Control and Decision Conference, Dec 1996, Kobe, Japan.

15. ``A Test for Differential Flatness by Reduction to Single Input Systems'', IFAC, July 1996, San Francisco, CA.

16. ``A Test for Differential Flatness by Reduction to Single Input Systems'', ICIAM, July 1995, Hamburg, Germany.

Service:

Departmental Service:

Chair, Applied Mathematics Colloquium committee, Fall 2005, Spring 2006, Fall 2006.
Chair, Differential equations seminar committee, Fall 2003, Spring 2004, Fall 2004, Spring 2004

College, University and Community Service:

Member, MARC Steering Committee, Spring 2006, Fall 2006.

Judge, Graduate Student Day, Spring 2003, spring 2004.

Service to the Profession:

Referee for papers in the following journals and conference proceedings:

Journal of Chemical Physics; Mathematics and Computers in Simulation; Mathematics of Control, Signals and Systems; SIAM Journal on Control and Optimization; SIAM Journal on Multiscale Modeling and Simulation; American Control Conference; IEEE Control and Decision Conference.

Session chair at the IEEE Control and Decision Conference, 2000.