Modelos y métodos numéricos en ingeniería y ciencias aplicadas (M2NICA)

 Research group

General data

Coordinator Dr. Carlos Vázquez Cendón
Catedrático/a de Universidade
Register date 27/07/2005
Dept. assignment Mathematics
Center assignment Faculty of Computer Science
Internal code G000272

Contact

Address Carlos Vázquez Cendón Facultad de Informática Campus de Elviña, s/n 15071 - A Coruña
Phone  981167000 ext. 1335
Fax  981167160
Email
Website  http://dm.udc.es/m2nica/

Research scope

UNESCO codes DIFERENCIACION NUMERICA (120611)
PROCESOS ESTOCASTICOS (ver 1209.11) (120808)
ECUACIONES INTEGRALES (120605)
ECUACIONES INTEGRO-DIFERENCIALES (120606)
METODOS INTERATIVOS (120608)
ECUACIONES DIFERENCIALES ORDINARIAS (ver 1202.19) (120612)
CONSTRUCCION DE ALGORITMOS (120601)
ECUACIONES DIFERENCIALES EN DERIVADAS PARCIALES (ver 1202.20) (120613)
ECUACIONES DIFERENCIALES (120602)
ANALISIS DE ERRORES (120603)
Socioeconomic codes General advancement of knowledge: R&D financed from General University Funds (GUF) (12)
R&D related to Engineering Sciences - financed from other sources than GUF (13.2)
Environment (02)
R&D related to Engineering Sciences - financed from GUF (12.2)
General advancement of knowledge: R&D financed from other sources than GUF (13)
Industrial production and technology (06)
R&D related to Social Sciences - financed from GUF (12.5)
Research lines

Mathematical models in finance, economy and insurance

Mathematical models in fluids mechanics

Mathematical models in solids mechanics (linear and nonlinear elasticity, plates, shells, ...)

Fluid-structure interaction models

Mathematical models in acoustics

Mathematical models in biology

Ordinary, partial and stochastic differential equations. Integral and partial integro differential equations

Numerical methods for partial differential equations: finite differences, finite elements, etc

Numerical methods for estochastic differential equations

Numerical methods for optimization

Keywords matemática financiera; valoración de productos derivados; finaincial risks; Black-Scholes; equilibrio económico; ALM en seguros; aguas poco profundas, Navier-Stokes; lubricación hidrodinámica; elasticidad; láminas delgadas; placas; grandes desplazamientos; fluido-estructura; lubricación elastohidrodinamica; flujos en medios porosos y poraelasticidad; glaciología; elastoacústica; acústica submarina; control de ruido; redes bioquímicas y genéticas; propagación de virus; ecuaciones parabólicas, elípticas e hiperbólicas; ecuaciones integro-diferenciales e integrales; ecuaciones diferenciales estocásticas; formulaciones variacionales; diferencias finitas; elementos finitos; métodos espectrales; métodos numéricos estocásticos; algoritmos numéricos de optimización lineal y no lineal; métodos de aprendizaje máquina y aprendizaje profundo

Technology offer

Services offered

Modelado matemático de problemas que surgen en distintos ámbitos de las ciencias aplicadas y la ingeniería

Selección de métodos numéricos eficientes para la resolución de los modelos

Implementación en ordenador de los métodos numéricos, usando técnicas de altas prestaciones cuando sea necesario.

Desarrollo de herramientas de software que implementan los métodos numéricos para resolver los modelos

Experiencia en contratos de transferencia con la industria en sentido general

Infraestructure resources Ordenadores portátiles, ordenadores de mesa, servidores, GPUs, software desarrollado por miembros del grupo
Transferable results Planteamiento de modelos para resolver problemas reales en distintos ámbitos (finanzas, ingeniería, medioambiente, biología, etc), diseño de métodos eficientes de simulación numérica, desarrollo de herramientas de software que implementa los métodos numéricos para resolver los problemas.

Group members

Dr. Carlos Vázquez Cendón
Applied Mathematics
Coordinador/a
Dr. Iñigo Arregui Álvarez
Applied Mathematics
PDI
Dr. José Jesús Cendán Verdes
Applied Mathematics
PDI
Dr. María González Taboada
Applied Mathematics
PDI
Dr. Luís María Hervella Nieto
Applied Mathematics
PDI
Dr. Ana María Ferreiro Ferreiro
Applied Mathematics
PDI
Dr. José Antonio García Rodríguez
Applied Mathematics
PDI
Dr. María Suárez Taboada
Applied Mathematics
PDI
Dr. Mª del Carmen Calvo Garrido
Applied Mathematics
PDI
Dr. José Germán López Salas
Applied Mathematics
PDI
Dr. Marta Benítez García
Applied Mathematics
PDI
Dr. Andrés Prieto Aneiros
Applied Mathematics
PDI
Hiram Varela Rodríguez
Applied Mathematics
PDI
Dr. Laura Del Río Martín
Applied Mathematics
Contratado/a Postdoctoral
Víctor González Tabernero
Applied Mathematics
Contratado/a Predoctoral
Joel Pérez Villarino
Contratado/a Predoctoral
Oliver Rúas Barrosa
Applied Mathematics
Contratado/a Predoctoral
Carlos Xosé Sequeiros Ferreiro
Doctorando/a
Alberto Pedro Manzano Herrero
Doctorando/a
Davide Trevissani
Applied Mathematics
Doctorando/a
Sara Recondo Estévez
Doctorando/a
Cristina Muíños Roca
Computational Science and Artificial Intelligence
Contratado/a Proyecto
Dr. Manuel Pájaro Diéguez
Applied Mathematics
C1 - Doctores de otras instituciones
Dr. Alejandro López Núñez
Quantitative Methods in Economics and Business
C1 - Doctores de otras instituciones
Dr. Álvaro Leitao Rodríguez
Applied Mathematics
C1 - Doctores de otras instituciones
Dr. Roberta Simonella
C5 - Iniciación formación postdoctoral

Research results

You can browse the catalog by selecting a merit type and year.

Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería

Funding entity Ministerio de Ciencia e Innovación
Main researches VÁZQUEZ CENDÓN, CARLOS
Type Proyecto Programas Nacionales
Dates From 01/09/2023 to 31/08/2026

Caracterización numérica de fondos marinos en entornos costeros usando técnicas basadas en datos hidroacústicos

Funding entity Ministerio de Ciencia e Innovación
Main researches Andrés Prieto Aneiros
Type Proyecto Programas Nacionales
Dates From 01/12/2022 to 30/11/2024

AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC 2022

Funding entity Consellería de Educación
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2022 to 20/11/2025

Sistemas de Alerta Temprana frente a inundaciones pluviales en entornos URbaNOs

Funding entity Ministerio de Ciencia e Innovación
Main researches Luis Cea Gómez/ Jerónimo Puertas Agudo
Type Proyecto Programas Autonomicos
Dates From 01/09/2021 to 31/08/2024

Nuevos modelos de valoración de tipo autocallable sobre equity y Bermudan swaption sobre tipos

Funding entity BBVA
Main researches Carlos Vázquez Cendón
Type Contrato
Dates From 01/11/2021 to 30/04/2023

Fintech and Artificial Intelligence in Finance. Towards a transparent financial industry

Funding entity Union Europea
Main researches Carlos Vázquez Cendón
Type Proyecto Internacional
Dates From 14/09/2020 to 13/09/2024

NExt ApplicationS of Quantum Computing (NEASQC)

Funding entity Union Europea
Main researches Vicente Moret Bonillo
Type Proyecto UE
Dates From 01/09/2020 to 31/08/2024

Métodos matemáticos y computacionales para nuevos retos en finanzas cuantitativas, mediambiente, biotecnología e ingeniería

Funding entity Ministerio de Ciencia e Innovación
Main researches Vázquez Cendón, Carlos
Type Proyecto Programas Nacionales
Dates From 01/06/2020 to 31/05/2023

Rede Temática de Matemática Industria

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Peregrina Quintela Estévez
Type Proyecto Programas Nacionales
Dates From 01/01/2020 to 31/12/2021

Axuda para a acreditación, estruturación e mellora de centros de investigación do Sistema universitario de Galicia

Funding entity CONSELLERIA DE EDUCACIÓN, UNIVERSIDADE E FORMACIÓN PROFESIONAL
Main researches Manuel Francisco González Penedo
Type Proyecto Programas Autonomicos
Dates From 01/12/2019 to 28/02/2023

AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2019 to 20/11/2021

AXUDAS PARA A CONSOLIDACIÓN E ESTRUTURACIÓN DE UNIDADES DE INVESTIGACIÓN COMPETITIVAS.GRC

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Luís Cea Gómez
Type Proyecto Programas Autonomicos
Dates From 01/01/2019 to 20/11/2021

Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)

Funding entity Union Europea
Main researches Carlos Vázquez Cendón
Type Proyecto UE
Dates From 01/11/2018 to 31/10/2022

Desarrollo de modelos no-hidrostaticos en estudios hidroambientales. Flujo 2D en rios

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Luis Cea Gómez/Jerónimo Puertas Agudo
Type Proyecto Programas Nacionales
Dates From 01/01/2018 to 31/12/2020

Aplicaciones de la modelización, la simulación numérica, la optimización y el control óptimo al diseño de dispositivos y procesos industriales

Funding entity Secretaría de Estado de Investigación, Desarrollo e Innovación (Ministerio de Economía, Industria y Competitividad-MEIC)
Main researches Alfredo Bermúdez de Castro López-Varela y Mª Pilar Salgado Rodríguez
Type Proyecto Programas Nacionales
Dates From 01/01/2018 to 30/09/2021

Reduced Order modelling, Simulation and Optimization of Coupled Systems (ROMSOC)

Funding entity COMISIÓN EUROPEA
Main researches Andrés Prieto Aneiros
Type Proyecto UE
Dates From 01/09/2017 to 31/08/2021

Red temática matemática-industria

Funding entity Ministerio de Economía y Competitividad
Main researches Quintela Estévez Peregrina
Type Proyecto Programas Nacionales
Dates From 01/07/2017 to 30/06/2019

Rede Tecnolóxica de Matemática Industrial TMATI (R2016/051)

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Alfredo Bermúdez de Castro López-Varela
Type Proyecto Programas Autonomicos
Dates From 01/01/2017 to 30/11/2018

Dynamic draft study with constant environmental variables

Funding entity BRDM CONSULTORES ASSOCIADOS LTDA
Main researches A. Bermúdez de Castro
Type Contrato
Dates From 05/07/2017 to 05/07/2018

METODOS MATEMATICOS Y SIMULACION NUMERICA PARA RETOS EN FINANZAS CUANTITATIVAS, MEDIOAMBIENTE, BIOTECNOLOGIA Y EFICIENCIA INDUSTRIAL

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Nacionales
Dates From 30/12/2016 to 29/09/2020

Cuantificación y Análisis de Riesgos

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Montserrat Guillén
Type Proyecto Programas Nacionales
Dates From 30/12/2016 to 29/12/2019

Axudas para a acreditación, estruturación e mellora de centros de investigación singulares e agrupacións estratéxicas consolidadas do Sistema universitario de Galicia, cofinanciadas polo Fondo Europeo de Desenvolvemento Rexional (Feder), no marco do programa operativo Feder Galicia 2014-2020

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Manuel F. González Penedo
Type Proyecto Programas Autonomicos
Dates From 01/01/2016 to 30/11/2019

Apoyo técnico en la simulación numérica y optimización de baterías de ión-litio

Funding entity Instituto Tecnolóxico de Matemática Industria (ITMATI)
Main researches Marta Benítez García, Mª Teresa Cao Rial
Type Contrato
Dates From 13/10/2016 to 30/09/2017

Investigación en materiales poliméricos mono y multicomponente para la protección térmica y acústica en el sector de la automoción

Funding entity Adhex Tech Tapes S.L.
Main researches A. Bermúdez de Castro, P. Quintela
Type Contrato
Dates From 01/08/2016 to 30/04/2018

Applied Mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)

Funding entity Union Europea
Main researches Carlos Vázquez Cendón
Type Proyecto UE
Dates From 01/01/2015 to 31/12/2018

Rede Temática de Matemática - Industria

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Peregrina Quintela Estévez
Type Proyecto Programas Nacionales
Dates From 01/12/2014 to 30/11/2016

Unidad mixta de investigación Repsol-Itmati

Funding entity Axencia Galega de Innovación
Main researches Bermúdez de Castro López- Varela, Alfredo
Type Proyecto Programas Autonomicos
Dates From 14/10/2014 to 13/10/2017

axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema universitario de Galicia. Grupos de referencia competitica. GRC2014/044

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2014 to 31/12/2017

Rede Tecnolóxica de Matemática Industrial

Funding entity Dirección General de I+D de la Xunta de Galicia
Main researches Alfredo Bermúdez de Castro López-Varela
Type Proyecto Programas Autonomicos
Dates From 01/01/2014 to 31/12/2015

METODOS NUMERICOS EFICIENTES EN DINAMICA DE FLUIDOS E INTERACCION FLUIDO-ESTRUCTURA. APLICACIONES A LA ENERGIA Y EL MEDIO AMBIENTE

Funding entity Secretaría de Estado de Investigación, Desarrollo e Innovación (Ministerio de Economía, Industria y Competitividad-MEIC)
Main researches M. ELENA VAZQUEZ CENDON; JERONIMO RODRIGUEZ GARCIA
Type Proyecto Programas Nacionales
Dates From 01/01/2014 to 31/12/2017

Modelado matemático, análisis y simulación numérica de problemas en finanzas y seguros, procesos industriales, biotecnología y medioambiente

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Nacionales
Dates From 01/01/2014 to 31/12/2017

HIPECA-High Performance Calibration and Computation in Finance

Funding entity German Federal Ministry of Education and Research
Main researches Carlos Vázquez Cendón y Matthias Ehrhardt
Type Proyecto UE
Dates From 01/01/2014 to 31/12/2015

Simulación numérica de problemas hidroacústicos de alta frecuencia en medios mariños - SIMNUMAR

Funding entity Secretaría Xeral de Investigación e Desenvolvemento. Xunta de Galicia.
Main researches Andrés Prieto Aneiros
Type Proyecto Programas Autonomicos
Dates From 08/08/2013 to 07/08/2016

Multi- ITN STRIKE

Funding entity COMISIÓN EUROPEA
Type Proyecto UE
Dates From 01/01/2013 to 31/12/2016

Generación y análisis robusto de estructuras flotantes para uso en aerogeneradores marinos

Funding entity REPSOL-YPF
Main researches Alfredo Bermúdez de Castro
Type Contrato
Dates From 06/05/2013 to 05/01/2014

Ayudas para la consolidación y estructuración de unidades de investigación competitiva. Modalidad de agrupaciones estratégicas (CITIC)

Funding entity Xunta de Galicia
Main researches Ricardo Cao Abad
Type Proyecto Programas Autonomicos
Dates From 01/01/2012 to 31/12/2013

axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema Universitario de Galicia. Grupos de referencia competitiva. CN2011/004

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2011 to 31/12/2013

Modelos, análisis matemático y resolución numérica de algunos problemas en ciencia e ingeniería basados en EDPS (MTM2010-21135-C02-01)

Funding entity Ministerio de Ciencia e Innovación
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Nacionales
Dates From 01/01/2011 to 30/06/2015

XIV Escuela Hispano-Francesa sobre simulación numérica en física e ingeniería

Funding entity Ministerio de Economía y Competitividad
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 01/04/2010 to 31/10/2010

Realización de un código de software libre para la simulación numérica en acústica

Funding entity MINISTERIO DE EDUCACIÓN Y CIENCIA
Main researches Alfredo Bermúdez de Castro
Type Proyecto Otros Programas
Dates From 26/02/2010 to 31/10/2011

Red Gallega de Computación de Altas Prestaciones II

Funding entity Xunta de Galicia
Main researches Ramón Doallo Biempica
Type Proyecto Programas Autonomicos
Dates From 01/01/2010 to 31/12/2011

Consolidación y estructuración de unidades de investigación competitivas - I+MAT

Funding entity Xunta de Galicia
Main researches Alfredo Bermúdez de Castro
Type Proyecto Programas Autonomicos
Dates From 01/01/2010 to 15/11/2012

Modelo matemático y simulación numérica de procesos en finanzas cuantitativas y mecánica.

Funding entity Dirección Xeral de Investigación, Desenvolvemento e Innovación
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 02/12/2009 to 01/12/2012

Análisis y simulación de modelos matemáticos con aplicaciones industriales

Funding entity Ministerio de Economía y Competitividad
Main researches Alfredo Bermúdez de Castro
Type Proyecto Programas Nacionales
Dates From 01/01/2009 to 31/12/2013

Desarrollo de modelos matemáticos para la simulación de la propagación de ruidos en flujos

Funding entity Ministerio de Economía y Competitividad
Main researches Luis Hervella Nieto, Steffen Marburg
Type Proyecto Programas Nacionales
Dates From 01/01/2009 to 31/12/2010

Ecotrans: Tecnologías para el transporte urbano (proyecto CENIT)

Funding entity Carrocera Castrosua S.A.
Main researches Alfredo Bermúdez de Castro
Type Contrato
Dates From 21/02/2008 to 30/03/2012

MÉTODOS MATEMÁTICOS Y NUMÉRICOS PARA MODELOS DE ECUACIONES EN DERIVADAS PARCIALES NO LINEALES Y ACOPLADAS EN FINANZAS, MECÁNICA Y MEDIOAMBIENTE.

Funding entity Ministerio de Ciencia e Innovación
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 01/10/2007 to 31/12/2010

Análisis matemático y simulación numérica para problemas acústicos: reducción de ruido emitido y acústica en flujos

Funding entity Xunta de Galicia
Main researches Luis María Hervella Nieto
Type Proyecto Programas Autonomicos
Dates From 01/10/2007 to 01/09/2010

Modelos y métodos numéricos en Ingeniería y Ciencias Aplicadas (M2NICA)

Type Proyecto Otros Programas
Dates From 31/08/2007 to 15/11/2010

Análise matemático e simulación numérica para problemas acústicos: redución de ruido emitido e acústica en fluxos.

Funding entity Dirección Xeral de Investigación, Desenvolvemento e Innovación
Type Proyecto Otros Programas
Dates From 01/01/2007 to 01/01/2010

CONVENIO DE COLABORACIÓN ENTRE AS UNIVERSIDADES GALEGAS E A S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA ( CESGA ) PARA O DESENVOLVEMENTO DO SOFTWARE LIBRE EN GALICIA

Funding entity CESGA - S.A.X. CENTRO DE SUPERCOMPUTACIÓN DE GALICIA
Type Contrato
Dates From 01/01/2007 to 30/10/2007

Consolider Ingenio Mathematica

Funding entity MINISTERIO DE EDUCACIÓN Y CIENCIA
Main researches Enrique Zuazua (coordinador)
Type Proyecto Otros Programas
Dates From 01/01/2006 to 31/12/2010

Modelos matemáticos e métodos numéricos de EDP en finanzas cuantitativas, mecánica e ambiente

Type Proyecto Otros Programas
Dates From 01/01/2006 to 31/12/2009

Aplicación de medición del riesgo y optimización de carteras de cobertura para el sector seguros

Funding entity Ministerio de Industria
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 15/07/2005 to 31/12/2005

Análisis matemático y numérico de modelos térmicos, mecánicos e hidrodinámicos acoplados: aplicaciones en combustión, glaciología y tribología. (INCENTIVO)

Type Proyecto Otros Programas
Dates From 13/07/2005 to 13/07/2008

Recuperación de información para la búsqueda de respuestas en textos económicos. (SUBPROYECTO)

Funding entity Plan Nacional de I+D
Main researches Miguel Ángel Alonso Pardo
Type Proyecto Otros Programas
Dates From 13/12/2004 to 13/12/2007

Análisis matemático y numérico de modelos térmicos, mecánicos e hidrodinámicos acoplados: aplicaciones en combustión, glaciología y tribología. (COORDINADO)

Funding entity MINISTERIO DE EDUCACIÓN Y CIENCIA
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 13/12/2004 to 13/12/2007

CONVENIO PARA LA REALIZACIÓN DE UN PROYECTO DE INVESTIGACIÓN ENTRE LA UDC Y ADVANCED DYNAMICS, S.A. ( ADSA )

Funding entity ADVANCED DYNAMICS, S.A.
Type Contrato
Dates From 27/07/2004 to 27/02/2005

Modelos acoplados termomecánicos y termohidrodinámicos en tribología y glaciología: Análisis matemático y resolución numérica. MATERTRIGLA

Type Proyecto Otros Programas
Dates From 23/05/2002 to 23/05/2005

Modelos acoplados termomecánicos y termohidrodinámicos en Tribología y Glaciología. Análisis matemático y resolución numérica (Incentivo BFM2001-3261-C02-02)

Funding entity Secretaria Xeral de Investigación e Desenvolvemento Tecnolóxico
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 01/01/2002 to 31/12/2004

Análisis matemático y numérico de los efectos elásticos en los modelos hidrodinámicos en Tribología

Type Proyecto Otros Programas
Dates From 24/07/2001 to 31/12/2002

DOCUMENTACIÓN CORRESPONDIENTE A LA PARTICIPACIÓN DE D. CARLOS VÁZQUEZ CENDÓN EL PROYECTO "RESOLUCIÓN NUMÉRICA DE MODELOS PARA LA VALORACIÓN DE PRODUCTOS FINANCIEROS" FINANCIADO POR LA FUNDACIÓN CAIXA GALICIA Y DIRIGIDO POR D. ALFREDO BERMÚDEZ DE LA U

Funding entity FUNDACIÓN CAIXA GALICIA
Type Contrato
Dates From 01/01/2001 to 01/01/2002

Problemas acoplados en lubricación elastohidrodinámica: modelado y simulación numérica de grandes desplazamientos en el dispositivo eje-cojinete

Type Proyecto Otros Programas
Dates From 19/05/2000 to 19/05/2001

Problemas acoplados en lubricación elastohidrodinamica:modelado y simulación numérica de grandes desplazamientos en el dispositivo eje-cojinete.

Type Proyecto Otros Programas
Dates From 06/05/1999 to 06/05/2000

Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología

Funding entity Comisión Interministerial de Ciencia y Tecnología (CICYT)
Type Proyecto Otros Programas
Dates From 01/12/1997 to 01/12/2000

Estudio matemático y numérico de problemas acoplados con fronteras libres : Aplicaciones a la Glaciología y a la Tribología

Funding entity Dirección Xeral de Universidades
Type Proyecto Otros Programas
Dates From 01/01/1997 to 01/01/2000

Modelización y simulación numérica de diferentes acoplamientos elastohidrodinámicos en capas finas de fluído

Type Proyecto Otros Programas
Dates From 01/01/1997 to 01/01/1999

Geometría de Riemann y Geometría Integral: modelos teóricos y aplicaciones en Mecánica Clásica y Estereología

Funding entity Dirección Xeral de Universidades
Type Proyecto Programas Autonomicos
Dates From 25/10/1996 to 25/10/1999

G-estructuras y Geometría Integral.Aplicaciones

Funding entity Dirección Xeral de Universidades
Main researches Ana Dorotea Tarrío Tobar
Type Proyecto Programas Autonomicos
Dates From 01/12/1994 to 01/12/1995

Análisis matemático y simulación numérica en lubricación hidrodinámica y elastohidrodinámica

Type Proyecto Otros Programas
Dates From 01/01/1993 to 01/11/1995

Dispositivo de reanimación cardíaca por presión diferencial

Type Patente
Entity UDC
Authors Hiram Varela-Rodríguez, Rogelio Pesqueira-Sánchez
Application date 13/10/2019
Approval date 04/11/2022

Programa de ordenador: AcousFEM - Acoustic and structural Finite Element Method Simulations

Type Software Registrado
Entity Universidade de Santiago de Compostela
Authors Alfredo Bermúdez de Castro, Luis Maria Hervella Nieto, Paula María López Pérez, Andrés Prieto Aneiros, Jerónimo Rodríguez García, Duarte Santamarina Ríos, Francisco Jose Pena Brage, Francisco José González Diéguez, Víctor Sande Veiga, José Luis Ferrín González
Application date 29/11/2013

CUSIMANN: An optimized simulated annealing software for GPUs.

Type Software Registrado
Entity Universidade da Coruña (UDC)
Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Application date 21/03/2012

Programa de ordenador: PAMM - Propagación Acústica en Medios Multicapa

Type Software Registrado
Entity Universidade de Santiago de Compostela (USC)
Authors Alfredo Bermúdez de Castro, Andrés Prieto Aneiros
Application date 13/04/2007

Total value adjustment for European options in a multi¿currency setting

Authors Iñigo Arregui, Roberta Simonella, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 413
DOI https://doi.org/10.1016/j.amc.2021.126647

A posteriori error estimates for stabilised mixed finite element methods for a nonlinear elliptic problem

Authors María González Taboada, Hiram Varela-Rodríguez
Journal Electronic Transactions on Numerical Analysis Vol. 55 (pages 706 to 725)
DOI https://doi.org/10.1553

A Survey on Quantum Computational Finance for Derivatives Pricing and VaR

Authors A. Gómez, Álvaro Leitao, A. Manzano Herrero, D. Musso, María R. Nogueiras, G. Ordoñez, C. Vázquez
Journal ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 29 Num. 6 (pages 4137 to 4163)
DOI https://doi.org/10.1007/s11831-022-09732-9

Upwind finite element-PML approximation of a novel linear potential model for free surface flows produced by a floating rigid body

Authors A. Bermúdez, O. Crego, A. Prieto
Journal APPLIED MATHEMATICAL MODELLING Vol. 103 (pages 824 to 853)

A modal-based Partition of Unity Finite Element Method for elastic wave propagation problems in layered media

Authors Ph. Destuynder, Hervella-Nieto, L., P.M. López Pérez, J. Orellana, A. Prieto
Journal COMPUTERS & STRUCTURES Vol. 265 (pages 1 to 13)
DOI https://doi.org/10.1016/j.compstruc.2022.106759

Stochastic SIR model predicts the evolution of COVID-19 epidemics from public health and wastewater data in small and medium-sized municipalities: A one year study

Authors Manuel Pájaro, Noelia Fajar, Antonio A. Alonso, Irene Otero-Muras
Journal CHAOS, SOLITONS AND FRACTALS
DOI https://doi.org/10.1016/j.chaos.2022.112671

Post-processing for spatial accuracy-enhancement of pure Lagrange-Galerkin schemes applied to convection-diffusion equations

Authors Marta Benitez García, Bernardo Cockburn
Journal IMA JOURNAL OF NUMERICAL ANALYSIS Vol. 42 Num. 1 (pages 54 to 77)
DOI https://doi.org/10.1093/imanum/draa076

Wastewater and marine bioindicators surveillance to anticipate COVID-19 prevalence and to explore SARS-CoV-2 diversity by next generation sequencing: One-year study

Authors Beatriz Novoa, Raquel Ríos-Castro, Irene Otero-Muras, Susana Gouveia, Adrián Cabo, Amaro Saco, Magalí Rey-Campos, Manuel Pájaro, Noelia Fajar, Raquel Aranguren, Alejandro Romero, Antonella Panebianco, Lorena Valdés, Pedro Payo, Antonio A. Alonso, Antonio Figueras, Claudio Cameselle
Journal SCIENCE OF THE TOTAL ENVIRONMENT Vol. 833
DOI https://doi.org/10.1016/j.scitotenv.2022.155140

A modular framework for generic quantum algorithms

Authors A. Manzano Herrero, D. Musso, Álvaro Leitao, A. Gómez, Carlos Vázquez, G. Ordoñez, María R. Nogueiras
Journal Mathematics Vol. 10 Num. 5
DOI https://doi.org/10.3390/math10050785

On a Neural Networks to Extract implied information from American options

Authors Shuaiqiang Liu, Álvaro Leitao Rodríguez, Anastasia Borovykh, Cornelis W. Oosterlee
Journal Applied Mathematical Finance Vol. 28 Num. 5 (pages 449 to 475)
DOI https://doi.org/10.1080/1350486x.2022.2097099

A stochastic ¿-SEIHRD model: adding randomness to the COVID-19 spread

Authors Álvaro Leitao, Carlos Vázquez
Journal Communications in Nonlinear Science and Numerical Simulation Vol. 115 (pages 1 to 19)
DOI https://doi.org/10.1016/j.cnsns.2022.106731

Feedback control of stochastic gene switches using PIDE models

Authors Christian Fernández, Hamza Faquir, Manuel Pájaro, Irene Otero-Muras
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 55 Num. 18 (pages 62 to 67)
DOI https://doi.org/10.1016/j.ifacol.2022.08.031

First passage times as a measure of hysteresis in stochastic gene regulatory circuits

Authors Manuel Pájaro, Irene Otero-Muras, Antonio A. Alonso
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 55 Num. 18 (pages 50 to 55)
DOI https://doi.org/10.1016/j.ifacol.2022.08.029

A posteriori error analysis of an enriched Galerkin method of order one for the Stokes problem

Authors V. Girault, M. González, F. Hecht
Journal JOURNAL OF NUMERICAL MATHEMATICS Vol. 30 (pages 85 to 108)
DOI https://doi.org/10.1515/jnma-2020-0100

Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs)

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 404 (pages 126199 to 126199)

The CTMC-Heston model: calibration and exotic option pricing with SWIFT

Authors Álvaro Leitao, Justin Lars Kirkby, Luis Ortiz-Gracia
Journal Journal of Computational Finance Vol. 24 Num. 4 (pages 71 to 114)

A semi-implicit hybrid finite volume / finite element scheme for all Mach number flows on staggered unstructured meshes

Authors Busto, S., L. del Río-Martín, M. Elena Vázquez Cendón, M. Dumbser
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 402 (pages 126117 to 126117)
DOI https://doi.org/10.1016/j.amc.2021.126117

Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method

Authors J. Lars Kirkby, Álvaro Leitao, Duy Nguyen
Journal COMPUTATIONAL STATISTICS & DATA ANALYSIS Vol. 159 (pages 107202 to 107202)

Extension of the Two-Component Pressure Approach for modelling mixed free-surface-pressurized flows with the 2D shallow water equations

Authors Cea, L., A. López-Núñez
Journal INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Vol. 93 Num. 3 (pages 628 to 652)

Stabilization and a posteriori error analysis of a mixed FEM for convection¿diffusion problems with mixed boundary conditions

Authors María González, Magdalena Strugaru
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 381
DOI https://doi.org/10.1016/j.cam.2020.113015

AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models

Authors Jose German Lopez Salas, S. Pérez-Rodríguez, Carlos Vázquez
Journal SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 43 Num. 1

Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios

Authors Ana María Ferreiro, E. Ferri, Jose Antonio García-Rodríguez, Carlos Vázquez
Journal Mathematics Vol. 9 Num. 5 (pages 472 to 472)

A Massively Parallel Hybrid Finite Volume / Finite Element Scheme for Computational Fluid Dynamics

Authors L. del Río-Martín, S. Busto, M. Dumbser
Journal Mathematics Vol. 9 Num. 18 (pages 2316 to 2316)

Análisis de una cámara reverberante mediante herramientas de simulación numérica

Authors Alfredo Bermúdez, Andrés Prieto Aneiros, L. del Río-Martín
Journal Revista de Acústica Vol. 51 Num. 3/4 (pages 31 to 38)

Equilibrium models with heterogeneous agents under rational expectations and its numerical solution

Authors Jonatan Ráfales, Carlos Vázquez
Journal Communications in Nonlinear Science and Numerical Simulation Vol. 96 (pages 105673 to 105673)

PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model

Authors M.C. Calvo-Garrido, S. Diop, Andrea Pascucci, C. Vázquez
Journal Communications in Nonlinear Science and Numerical Simulation Vol. 102 (pages 1 to 12)

A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation

Authors E. Balsa-Canto, A. López-Núñez, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 384 (pages 125383 to 125383)

LIBOR market model including credit risk under real world measure

Authors S. Dutra-Lopes, Carlos Vázquez
Journal Journal of Computational Finance Vol. 24 Num. 3 (pages 111 to 141)
DOI https://doi.org/10.21314/jcf.2020.399

Model-free computation of risk contributions in credit portfolios

Authors Álvaro Leitao, Luis Ortiz-Gracia
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 382 (pages 125351 to 125351)

Quasi-Regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs

Authors E. Gobet, J.G. López-Salas, C. Vázquez
Journal ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 27 Num. 3 (pages 889 to 921)

On an adaptive stabilized mixed finite element method for the Oseen problem with mixed boundary conditions

Authors Tomás P. Barrios, J.M. Cascón, María González
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 365

PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution

Authors Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 79 Num. 5 (pages 1525 to 1542)

Robustness and dispersion analysis of the Partition of Unity Finite Element Method applied to the Helmholtz equation

Authors Hervella-Nieto, L., P.M. López Pérez, A. Prieto
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 79 Num. 8 (pages 2426 to 2446)

A stochastic local volatility technique for TARN options

Authors Iñigo Arregui, Jonatan Ráfales
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 97 Num. 5 (pages 1133 to 1149)

Numerical upscaling of the free boundary dam problem in multiscale high-contrast media

Authors J. Galvis, L.F. Contreras, C. Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 367 (pages 112437 to 112437)

Global optimization for data assimilation in landslide tsunami models

Authors A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, C. Escalante, M.J. Castro
Journal JOURNAL OF COMPUTATIONAL PHYSICS Vol. 403 Num. 109069 (pages 1 to 22)

A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 177 (pages 467 to 486)

Comparative Study of FDA and Time Series Approaches for Seabed Classification from Acoustic Curves

Authors J. Tarrío Saavedra, Noela Sánchez Carnero, Andrés Prieto Aneiros
Journal MATHEMATICAL GEOSCIENCES Vol. 52 (pages 669 to 692)
DOI https://doi.org/10.1007/s11004-019-09807-7

Non-Eulerian Newmark Methods: A Powerful Tool for Free-Boundary Continuum Mechanics Problems

Authors M. Benítez, A. Bermúdez, P. Fontán
Journal JOURNAL OF SCIENTIFIC COMPUTING Vol. 83 Num. 44 (pages 1 to 27)

A New Technique for Improved Use of Thermal Energy from Waste Effluents

Authors José Manuel Magide-Ameijide, Hiram Varela-Rodríguez, Adolfo López-Fabal
Journal Agronomy Vol. 10 Num. 1 (pages 97 to 97)

Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU

Authors A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, Luis Souto, C. Vázquez
Journal Business & Information Systems Engineering Vol. 62 (pages 5 to 20)

A local discontinuous Galerkin method for the compressible Reynolds lubrication equation

Authors Iñigo Arregui, J.J. Cendán, María González Taboada
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 349 (pages 337 to 347)

A new approach to quantification of model risk for practitioners

Authors Z. Krajcovicova, P.P. Pérez-Velasco, Carlos Vázquez
Journal Journal of Computational Finance Vol. 23 Num. 2 (pages 1 to 27)

Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs

Authors Ana María Ferreiro, Jose Antonio García-Rodríguez, Luis Souto, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 356 (pages 282 to 298)

New a posteriori error estimator for an stabilized mixed method applied to incompressible fuid flows

Authors Tomás P. Barrios, Edwin M. Behrens, M. González
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 351 (pages 37 to 47)

Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations

Authors M.C. Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez
Journal APPLIED NUMERICAL MATHEMATICS Vol. 139 (pages 77 to 92)

A non-parametric fluid-equivalent approach for the acoustic characterization of rigid porous materials

Authors J. Carbajo, A. Prieto, J. Ramis, L. del Río-Martín
Journal APPLIED MATHEMATICAL MODELLING Vol. 76 (pages 330 to 347)

Mathematical analysis of a nonlinear PDE model for European options with counterparty risk

Authors Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez
Journal COMPTES RENDUS MATHEMATIQUE Vol. 357 Num. 3 (pages 252 to 257)

Numerical methods for PDE models related to pricing and expected lifetime of an extraction project

Authors M. Suárez-Taboada, C. Vázquez
Journal DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Vol. 24 Num. 8 (pages 3503 to 3523)
DOI https://doi.org/10.3934/dcdsb.2018254

BENCHOP-SLV: The BENCHmarking project in option pricing - Stochastic and Local Volatility problems

Authors Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel In't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Wald'en
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 96 Num. 10 (pages 1910 to 1923)
DOI https://doi.org/10.1080/00207160.2018.1544368

A Monte Carlo approach to American options pricing including counterparty risk

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 96 Num. 11 (pages 2157 to 2176)

Exponential equilibration of genetic circuits using entropy methods

Authors J. A. Cañizo, J. A. Carrillo, M. Pájaro
Journal JOURNAL OF MATHEMATICAL BIOLOGY Vol. 78 Num. 1-2 (pages 373 to 411)
DOI https://doi.org/10.1007/s00285-018-1277-z

An a posteriori error analysis of a velocity-pseudostress formulation of the generalized Stokes problem

Authors T.P. Barrios, R. Bustinza, G.C. García, M. González
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 357 (pages 349 to 365)

Asymptotic stability of empirical processes and related functionals

Authors Jose Luis Fernandez, E. Ferri, Carlos Vázquez
Journal JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 475 Num. 1 (pages 755 to 768)

Parallel two-phase methods for global optimization on GPU

Authors Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 156 (pages 67 to 90)

A new mathematical model for pricing a mine extraction project

Authors Michele Pignotti, M. Suárez-Taboada, Carlos Vázquez
Journal NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 50 (pages 8 to 24)

The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions

Authors Lech A. Grzelak, Jeroen A. S. Witteveen, María Suárez Taboada, C.W. Oosterlee
Journal Quantitative Finance Vol. 19 Num. 2 (pages 339 to 356)

Transient hysteresis and inherent stochasticity in gene regulatory networks

Authors Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez, Antonio A. Alonso
Journal NATURE COMMUNICATIONS Vol. 10 (pages 4581 to 4581)

A posteriori error analysis of an augmented dual-mixed method in linear elasticity with mixed boundary conditions

Authors T.P. Barrios, E.M. Behrens, M. González
Journal INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING Vol. 16 Num. 5 (pages 804 to 824)

Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements

Authors A. Agarwal, S. De Marco, E. Gobet, J.G. López-Salas, F. Noubiagain, A. Zhou
Journal ESAIM PROCEEDINGS & SURVEYS Vol. 65 (pages 1 to 26)

Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options

Authors Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee
Journal Journal of Computational Science Vol. 33 (pages 95 to 112)

On the data-driven COS method

Authors Álvaro Leitao, Cornelis W. Oosterlee, Luis Ortiz-Gracia, Sander M. Bohte
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 317 Num. Supplement C (pages 68 to 84)

Efficient simulation of stochastic gene regulatory networks

Authors M. Pájaro, I. Otero-Muras, C. Vázquez, A. A. Alonso
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 51 Num. 19 (pages 84 to 85)
DOI https://doi.org/10.1016/j.ifacol.2018.09.033

Analysis of a velocity-stress-pressure formulation for a fluid-structure interaction problem Journal title

Authors María González, Virginia Selgas Buznego
Journal APPLIED NUMERICAL MATHEMATICS Vol. 123 (pages 275 to 299)

SELANSI: a toolbox for the numerical simulation of stochastic gene regulatory networks

Authors Manuel Pájaro, Irene Otero-Muras, Antonio A. Alonso, Carlos Vázquez
Journal BIOINFORMATICS Vol. 34 Num. 5 (pages 893 to 895)

Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation

Authors Iñigo Arregui, B. Salvador, Daniel Sevcovic, Carlos Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 76 Num. 4 (pages 725 to 740)

PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique

Authors Jose German Lopez Salas, Carlos Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 75 Num. 5 (pages 1616 to 1634)

Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks

Authors Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 28 Num. 10 (pages 2069 to 2095)

A new numerical method fo the PIDE formulation of a gene networks problem and its numerical analysis

Authors Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES

Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 39 (pages 157 to 165)

Routes to Multiple Equilibria for Mass-Action Kinetic Systems

Authors A. A. Alonso, Irene Otero-Muras, M. Pájaro
Journal COMPLEXITY Vol. 2018 Num. 3912627
DOI https://doi.org/10.1155/2018/3912627

Real world scenarios with negative interest rates based on the LIBOR Market Model

Authors Sara Dutra-Lopes, Carlos Vázquez
Journal Applied Mathematical Finance Vol. 25 Num. 5-6 (pages 466 to 482)

Uncertainty Quantification and Heston Model.

Authors M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak, Cornelis W. Oosterlee.
Journal Journal of Mathematics in Industry Vol. 8 Num. 5

SWIFT valuation of discretely monitored arithmetic Asian options

Authors Álvaro Leitao, Luis Ortiz-Gracia, Emma I. Wagner
Journal Journal of Computational Science Vol. 28 (pages 120 to 139)

GPU parallel implementation for Asset-Liability Management in insurance companies

Authors Jose L Fernández, Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Journal Journal of Computational Science Vol. 24 (pages 232 to 254)

On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options

Authors Álvaro Leitao, Lech A. Grzelak, Cornelis W. Oosterlee
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 293 (pages 461 to 479)

Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach

Authors María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez
Journal Journal of Computational Finance Vol. 20 Num. 3 (pages 81 to 107)

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 308 (pages 31 to 53)
DOI https://doi.org/10.1016/j.amc.2017.03.008

An Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication

Authors Guillermo García, C. Moreno, C. Vázquez
Journal APPLIED MATHEMATICAL MODELLING (pages 374 to 389)

Numerical methods for a reaction-diffusion system modelling biofilm formation

Authors E. Balsa-Canto, Alejandro López-Núñez, Carlos Vázquez
Journal APPLIED MATHEMATICAL MODELLING Vol. 41 (pages 164 to 179)

Adjoint method for parameter identification problems in models of stirred tank chemical reactors

Authors M. Benítez, A. Bermúdez, J.F. Rodríguez-Calo
Journal CHEMICAL ENGINEERING RESEARCH & DESIGN Vol. 123 (pages 214 to 229)

Augmented mixed finite element method for the Oseen problem: a priori and a posteriori error analyses

Authors T.P. Barrios, J.M. Cascón, M. González
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 313 (pages 216 to 238)

Multicurve LIBOR Market Models and drift-free Simulation

Authors Jose Luis Fernandez, María R. Nogueiras, Marta Pou Bueno, Carlos Vázquez
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 94 Num. 11 (pages 2194 to 2207)

A Direct LU Solver for Pricing American Bond Options under Hull-White model

Authors A. Falcó, Ll.Navarro, C. Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 309 (pages 442 to 455)

A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty

Authors Iñigo Arregui, B. Salvador, Carlos Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 318 (pages 491 to 503)
DOI https://doi.org/10.1016/j.cam.2016.01.056

Effective stochastic modeling and numerical simulation of gene regulatory networks with protein bursting

Authors Manuel Pájaro, Antonio A. Alonso, Irene Otero-Muras, Carlos Vázquez
Journal JOURNAL OF THEORETICAL BIOLOGY Vol. 421 (pages 51 to 70)

Modelling reveals the role of aging and glucose uptake impairment in L1A1 Listeria monocytogenes biofilm life cycle

Authors E. Balsa-Canto, C. Vilas, A. López-Núñez, M. Mosquera-Fernández, R. Briandet, M. Cabo, C. Vázquez
Journal FRONTIERS IN MICROBIOLOGY Vol. 8
DOI https://doi.org/10.3389/fmicb.2017.02118

Pricing of mortgages with prepayment and default options: numerical methods for the case with ajustable (floating) rate

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal SeMA Journal Vol. 74 Num. 3 (pages 279 to 298)

On an efficient multiple time step Monte Carlo simulation of the SABR model

Authors Álvaro Leitao, Lech A. Grzelak, Cornelis W. Oosterlee
Journal Quantitative Finance Vol. 17 Num. 10 (pages 1549 to 1565)
DOI https://doi.org/10.1080/14697688.2017.1301676

Modelling and computing American option price under regime switching with rationality parameter

Authors R. Company, V. Egorova, L. Jódar, C. Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 72 Num. 3 (pages 741 to 754)

On the applicability of deterministic approximations to model genetic circuits

Authors M. Pájaro, A. A. Alonso
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 49 Num. 7 (pages 206 to 211)
DOI https://doi.org/10.1016/j.ifacol.2016.07.251

A new numerical method for pricing fixed-rate mortgages with prepayment and default options

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 93 Num. 5 (pages 761 to 780)

Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing

Authors R. Company, V. Egorova, L. Jódar, C. Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 304 (pages 1 to 17)

Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs

Authors E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez
Journal SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 38 Num. 6 (pages 652 to 677)

Stability of stochastic gene networks using entropy methods

Authors M. Pájaro, A.A. Alonso, J.A. Carrillo, C. Vázquez
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 49 Num. 24 (pages 1 to 5)

Stability of stochastic gene regulatory networks using entropy methods

Authors M. Pájaro, A. A. Alonso, J. A. Carrillo, C. Vázquez
Journal IFAC Proceedings Volumes (IFAC-PapersOnline) Vol. 49 Num. 24 (pages 1 to 5)
DOI https://doi.org/10.1016/j.ifacol.2016.10.741

Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 271 (pages 730 to 742)

Enthalpy balance methods versus temperature models in ice sheets

Authors Calvo, Natividad, Durany, Jose, Vazquez, Carlos
Journal Communications in Nonlinear Science and Numerical Simulation Vol. 22 Num. 1-3 (pages 526 to 544)
DOI https://doi.org/10.1016/j.cnsns.2014.08.007

Pure Lagrangian and Semi-Lagrangian finite element methods for the numerical solution of Navier-Stokes equations

Authors Marta Benitez García, A. Bermúdez
Journal APPLIED NUMERICAL MATHEMATICS Vol. 95 (pages 62 to 81)

Comparison of pressure and displacement formulations for finite elements in linear time-harmonic acoustics

Authors Retka, S., Hervella-Nieto, L., Marburg, S.
Journal COMPUTERS & STRUCTURES Vol. 151 (pages 49 to 57)
DOI https://doi.org/10.1016/j.compstruc.2015.01.009

A posteriori error analysis of an augmented mixed finite element method for Darcy flow

Authors T.P. Barrios, J.M. Cascón, M. González
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 283 Num. 1 (pages 909 to 922)

A new parameterization for the drift-free simulation in the Libor market model

Authors J.L. Fernández-Pérez, Marta Pou Bueno, María Rodríguez Nogueiras, Carlos Vázquez
Journal REVISTA DE LA REAL ACADEMIA DE CIENCIAS: SERIE A: MATEMÁTICAS Vol. 109 Num. 1 (pages 73 to 92)

GPU Acceleration of the Stochastic Grid Bundling Method for Early-Exercise options

Authors Álvaro Leitao, Cornelis W. Oosterlee
Journal INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Vol. 92 Num. 12 (pages 2433 to 2454)
DOI https://doi.org/10.1080/00207160.2015.1067689

Evaluation of the optimal utility of some investment projects with irreversible environmental effects

Authors Íñigo Arregui Álvarez, Carlos Vázquez
Journal PURE AND APPLIED GEOPHYSICS Vol. 172 Num. 1 (pages 149 to 165)
DOI https://doi.org/10.1007/s00024-014-0900-1

Second-order pure Lagrange¿Galerkin methods for fluid-structure interaction problems

Authors Marta Benitez García, A. Bermúdez
Journal SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 37 Num. 5 (pages 744 to 777)

A Drift-Free Simulation Method for pricing commodity derivatives

Authors J.L. Fernández-Pérez, Marta Pou Bueno, Carlos Vázquez
Journal Applied Stochastic Models in Business and Industry Vol. 31 Num. 4 (pages 536 to 550)

Shaping protein distributions in stochastic self-regulated gene expressions networks

Authors M. Pájaro, A.A. Alonso, Carlos Vázquez
Journal Physical Review E Vol. 92 Num. 3
DOI https://doi.org/10.1103/physreve.92.032712

SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives

Authors A.M. Ferreiro-Ferreiro, Garcia-Rodriguez, Jose A., Lopez-Salas, Jose G. , Vazquez, Carlos
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 242 (pages 65 to 89)
DOI https://doi.org/10.1016/j.amc.2014.05.017

Stabilized dual-mixed method for the problem of linear elasticity with mixed boundary conditions

Authors M. González
Journal APPLIED MATHEMATICS LETTERS Vol. 30 (pages 1 to 5)

Low cost a posteriori error estimators for an augmented mixed FEM in linear elasticity

Authors T.P. Barrios, E.M. Behrens, M. González
Journal APPLIED NUMERICAL MATHEMATICS Vol. 84 (pages 46 to 65)

Physical and Spurious Modes in Mixed Finite Element Formulation for the Galbrun Equation

Authors Dietzsch, Felix, Hervella-Nieto, Luis, Marburg, Steffen, Rodriguez, Rodolfo, Weisbecker, Hannah
Journal ACTA ACUSTICA UNITED WITH ACUSTICA Vol. 100 Num. 3 (pages 493 to 512)
DOI https://doi.org/10.3813/aaa.918730

Pricing pension plans under jump-diffusion models for the salary

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal COMPUTERS & MATHEMATICS WITH APPLICATIONS (1987) Vol. 68 Num. 12 (pages 1933 to 1944)
DOI https://doi.org/10.1016/j.camwa.2014.10.002

A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution

Authors Arregui, Inigo, Ildefonso Diaz, Jesus, Vazquez, Carlos
Journal REVISTA DE LA REAL ACADEMIA DE CIENCIAS: SERIE A: MATEMÁTICAS Vol. 108 Num. 2 (pages 867 to 879)
DOI https://doi.org/10.1007/s13398-013-0148-0

Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 99 (pages 190 to 202)
DOI https://doi.org/10.1016/j.matcom.2013.04.001

Spatially Dispersionless, Unconditionally Stable FC-AD Solvers for Variable-Coefficient PDEs

Authors Oscar P. Bruno, Andrés Prieto Aneiros
Journal JOURNAL OF SCIENTIFIC COMPUTING Vol. 58 Num. 2 (pages 331 to 366)

PURE LAGRANGIAN AND SEMI-LAGRANGIAN FINITE ELEMENT METHODS FOR THE NUMERICAL SOLUTION OF CONVECTION-DIFFUSION PROBLEMS

Authors Alfredo Bermudez, Marta Benitez García
Journal INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING Vol. 11 Num. 2 (pages 271 to 287)

Homogenization of the layer-structured dam problem with isotropic permeability

Authors Sébastien Martin, Carlos Vázquez
Journal NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 14 Num. 6 (pages 2133 to 2151)
DOI https://doi.org/10.1016/j.nonrwa.2013.04.002

A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices

Authors Guy Bayada, Begoña Cid Iglesias, Guillermo García Lomba, Carlos Vázquez
Journal APPLIED MATHEMATICAL MODELLING Vol. 37 Num. 18 (pages 8505 to 8517)
DOI https://doi.org/10.1016/j.apm.2013.03.072

Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

Authors José Luis Fernández Pérez, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Álvaro Leitao, Jose German Lopez Salas, Carlos Vázquez
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 94 (pages 55 to 75)

Parallelization of shallow water simulations on current multi-threaded systems

Authors Jacobo Lobeiras Blanco, Moisés Viñas Buceta, Margarita Amor López, Basilio B. Fraguela, Manuel Carlos Arenaz Silva, Jose Antonio García-Rodríguez, Manuel J. Castro Díaz
Journal INTERNATIONAL JOURNAL OF HIGH PERFORMANCE COMPUTING APPLICATIONS Vol. 27 Num. 4 (pages 493 to 512)
DOI https://doi.org/10.1177/1094342012464800

An efficient implementation of parallel simulated annealing algorithm on GPUs

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Jose German Lopez Salas
Journal JOURNAL OF GLOBAL OPTIMIZATION Vol. 57 Num. 3 (pages 863 to 890)

Numerical simulation of pollutant transport in a shallow-water system on the Cell heterogeneous processor

Authors Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Jose Antonio García-Rodríguez, Manuel J. Castro
Journal JOURNAL OF SUPERCOMPUTING Vol. 65 Num. 3 (pages 1089 to 1103)
DOI https://doi.org/10.1007/s11227-012-0862-y

Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem

Authors Carlos Vázquez, María Suárez Taboada, Andrea Pascucci
Journal JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 403 Num. 1 (pages 38 to 53)
DOI https://doi.org/10.1016/j.jmaa.2013.02.007

Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 219 Num. 24 (pages 1233 to 1257)
DOI https://doi.org/10.1016/j.amc.2013.05.032

Numerical Analysis of a second-order pure Lagrange-Galerkin method for convection-diffusion problems. Part II: fully discretized scheme and numerical results

Authors Marta Benitez García, Alfredo Bermúdez
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 50 Num. 6 (pages 2824 to 2844)
DOI https://doi.org/10.1137/100809994

Remarks on the stability of Cartesian PMLs in corners

Authors Eliane Becache, Andrés Prieto Aneiros
Journal APPLIED NUMERICAL MATHEMATICS Vol. 62 Num. 11 (pages 1639 to 1653)

NUMERICAL ANALYSIS OF A SECOND ORDER PURE LAGRANGE-GALERKIN METHOD FOR CONVECTION-DIFFUSION PROBLEMS. PART I: TIME DISCRETIZATION

Authors Marta Benitez García, A. Bermúdez
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 50 Num. 2 (pages 858 to 882)
DOI https://doi.org/10.1137/100809982

Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Journal Journal of Computational Finance Vol. 16 Num. 1 (pages 111 to 140)

Mathematical analysis and numerical methods for pricing pension plans allowing early retirement

Authors María del Carmen Calvo Garrido, Andrea Pascucci, Carlos Vázquez
Journal SIAM JOURNAL ON APPLIED MATHEMATICS Vol. 73 Num. 5 (pages 1747 to 1767)

Numerical solution of an optimal investment problem with proportional transaction costs

Authors Carlos Vázquez, Íñigo Arregui Álvarez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 236 Num. 12 (pages 2923 to 2937)
DOI https://doi.org/10.1016/j.cam.2012.01.029

Numerical solution of an optimal investment problem with proportional transaction costs

Authors Carlos Vázquez, Íñigo Arregui Álvarez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 236 Num. 12 (pages 2923 to 2937)
DOI https://doi.org/10.1016/j.cam.2012.01.029

Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics

Authors Carlos Vázquez, María Suárez Taboada
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 218 Num. 9 (pages 5217 to 5230)
DOI https://doi.org/10.1016/j.amc.2011.11.004

Numerical solution of a thermomechanical coupled model governing glacier evolution

Authors Nuria Calvo, J. Durany, Raquel Toja Gomez, Carlos Vázquez
Journal NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS Vol. 12 Num. 4 (pages 2040 to 2057)

A posteriori error analysis of an augmented mixed formulation in linear elasticity with mixed and Dirichlet boundary conditions

Authors T.P. Barrios, Edwin M. Behrens, María González Taboada
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 200 Num. 1-4 (pages 101 to 113)
DOI https://doi.org/10.1016/j.cma.2010.07.016

Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems

Authors Andrea Pascucci, María Suárez Taboada, Carlos Vázquez
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 21 (pages 1479 to 1498)
DOI https://doi.org/10.1142/s0218202511005465

Impedance prediction for several porous layers on a moving plate: Application to a plate coupled to an air cavity

Authors X. Sagartzazu, Luis Maria Hervella Nieto
Journal JOURNAL OF COMPUTATIONAL ACOUSTICS Vol. 19 Num. 4 (pages 379 to 394)

Comments on "An explicit link between Gaussian fields and Gaussian Random Fields"

Authors Rosa María Crujeiras Casais, Andrés Prieto Aneiros
Journal JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY Vol. 73 Num. 4 (pages 470 to 471)

Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions

Authors Nuria Calvo, José Durany Castrillo, Raquel Toja Gómez, Carlos Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 235 Num. 5 (pages 1394 to 1411)

A second order characteristics finite element scheme for natural convection problems

Authors Marta Benitez García, A. Bermúdez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 235 Num. 11 (pages 3270 to 3284)
DOI https://doi.org/10.1016/j.cam.2011.01.007

A multimodal method for non-uniform open waveguides

Authors Anne-Sophie Bonnet-BenDhia, Benjamin Goursaud, Christoffe Hazard, Andrés Prieto Aneiros
Journal PHYSICS PROCEDIA Vol. 3 (pages 497 to 503)

Numerical Computation of the Acoustic Pressure in a Coupled Covered Plate/Fluid Problem: Experimental Validation

Authors Sagartzazu, X., Hervella-Nieto, L., Pagalday, J. M.
Journal ACTA ACUSTICA UNITED WITH ACUSTICA Vol. 96 Num. 2 (pages 317 to 327)
DOI https://doi.org/10.3813/aaa.918281

An introduction to black-scholes modeling and numerical methods in derivates pricing

Authors Carlos Vázquez
Journal MAT Num. 17 (pages 3 to 44)

A new fully nonisothermal coupled model for the simulation of ice sheet flow

Authors Carlos Vázquez, N. Calvo, A. Durany
Journal PHYSICA D Vol. 239 Num. 5 (pages 248 to 257)

Temperature-dependent shear flow and the absence of thermal runaway in valley glaciers

Authors Carlos Vázquez, Raquel Toja Gómez
Journal PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES Vol. 466 Num. 2114 (pages 363 to 382)

Numerical simulation of passive-active cells with microperforated plates or porous veils

Authors Luis Maria Hervella Nieto, P. Gamallo, A. Prieto, A. Bermúdez
Journal JOURNAL OF SOUND AND VIBRATION Vol. 329 (pages 3233 to 3246)

A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model

Authors Carlos Vázquez, A. González Gaspar
Journal MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 260 to 267)

A numerical method for pricing spread options on LIBOR rates with a PDE model

Authors Carlos Vázquez, María Suárez Taboada
Journal MATHEMATICAL AND COMPUTER MODELLING Vol. 52 (pages 1074 to 1080)

Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects

Authors Carlos Vázquez, Íñigo Arregui Álvarez, A. Acción
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 215 Num. 9 (pages 3461 to 3472)

Perfectly matched layers for time-harmonic second order elliptic problems

Authors Luis Maria Hervella Nieto, A. Bermúdez, A. Prieto, R. Rodríguez
Journal ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 17 (pages 77 to 107)

Numérical computation of the acooustic pressure in a coupled covered plate/fluid problem: experimental validation

Authors Luis Maria Hervella Nieto, X. Sagartzazu, J.M. Pagalday
Journal ACTA ACUSTICA UNITED WITH ACUSTICA Vol. 96 (pages 317 to 327)

High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems

Authors A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, Enrique D. Fernández Nieto, Jose Antonio García-Rodríguez, Carlos M. Parés Madroñal
Journal JOURNAL OF SCIENTIFIC COMPUTING Vol. 39 Num. 1 (pages 67 to 114)

Numerical análysis of some exterior problems, mixed methods and a posteriori error analysis in fluid mechanics and elasticity

Authors María González Taboada
Journal BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 47 (pages 107 to 135)

Simulation of shallow-water systems using graphics processing units

Authors Jose Antonio García-Rodríguez, Miguel Lastra Leidinger, Carlos Ureña Almagro, Manuel Jesús Castro Díaz, José Miguel Mantas Ruíz
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 80 Num. 3 (pages 598 to 618)

Lars V. Hörmander

Authors María González Taboada
Journal LA GACETA DE LA REAL SOCIEDAD MATEMÁTICA ESPAÑOLA Vol. 12 Num. 1 (pages 191 to 207)

Finite element approximation of free vibration of folded plates

Authors Luis Maria Hervella Nieto, Erwin Hernández
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 198 (pages 1360 to 1367)

Two-dimensional sediment transport models in shallow water equations. A second order finite volume approach over non-structured meshes

Authors A.M. Ferreiro-Ferreiro, Enrique D. Fernández Nieto, Manuel J. Castro Díaz, Carlos M. Parés Madroñal
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 198 (pages 2520 to 2538)

Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices

Authors Íñigo Arregui Álvarez, Carlos Vázquez, J.J. Cendán, Carlos Parés
Journal RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE Vol. 42 (pages 645 to 665)

Simulación de corrientes de marea en el Estrecho de Gibraltar mediante modelos bicapa 2D de aguas someras

Authors Jose Antonio García-Rodríguez, M.J. González Vida, Manuel J. Castro, J. Macías, C. Parés
Journal BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 42 (pages 137 to 146)

Solving shallow-water systems in 2D domains using Finite volume methods and multimedia SSE instructions

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, C. Parés
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 221 (pages 16 to 32)

Sediment transport models in shallow water equations and numerical approach by high order finite volume methods

Authors A.M. Ferreiro-Ferreiro, E.D. Fernández Nieto, M.J. Castro Díaz
Journal COMPUTERS & FLUIDS Vol. 37 (pages 299 to 316)

Review in Sound Absorbing Materials

Authors Luis Maria Hervella Nieto, X. Sagartzazu, J.M. Pagalday
Journal ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING Vol. 15 (pages 311 to 342)

An exact bounded perfectly matched layer for time-harmonic scattering problems

Authors Luis Maria Hervella Nieto, Alfredo Bermúdez de Castro, Andrés Prieto Aneiros, Rodolfo Rodríguez
Journal SIAM JOURNAL ON SCIENTIFIC COMPUTING Vol. 30 (pages 312 to 338)

A survey on mathematical aspects of lubrication

Authors Carlos Vázquez, G. Bayada
Journal BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 39 (pages 31 to 74)

GLANUSIT: a software toolbox for the numerical simulation of large ice masses evolution

Authors Carlos Vázquez, N. Calvo, J. Durany, Raquel Toja Gómez
Journal Advances in Engineering Software Vol. 38 (pages 410 to 422)

Improved FVM for two layer shallow-water models: application to the strait of Gibraltar

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, J. Macías, C. Parés
Journal Advances in Engineering Software Vol. 38 (pages 386 to 398)

Validation of acoustic models for time harmonic dissipative scattering problems

Authors Luis Maria Hervella Nieto, Alfredo Bermúdez de Castro, Rodolfo Rodríguez, Andrés Prieto Aneiros
Journal JOURNAL OF COMPUTATIONAL ACOUSTICS Vol. 15 Num. 1 (pages 95 to 121)

An optimal perfectly matched layer with unbounded absorbing function for time-harmonic acoustic scattering problems

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, Alfredo Bermúdez de Castro, Andrés Prieto Aneiros
Journal JOURNAL OF COMPUTATIONAL PHYSICS Vol. 223 Num. 2 (pages 469 to 488)

Numerical simulation of head/tape magnetic reading devices by a new 2-D model

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Journal FINITE ELEMENTS IN ANALYSIS AND DESIGN Vol. 43 (pages 311 to 320)

Modèles Saint-Venant bicouche: application à la simulation du transport de polluants

Authors Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal
Journal HOUILLE BLANCHE-REVUE INTERNATIONALE DE L EAU Vol. 5 (pages 85 to 88)

Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part I: Time discretization.

Authors Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 44 (pages 1829 to 1853)

Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange-Galerkin methods.

Authors Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez
Journal APPLIED NUMERICAL MATHEMATICS Vol. 56 (pages 1256 to 1270)

Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part II: Fully discretized scheme and quadrature formulas.

Authors Alfredo Bermúdez, María Rodríguez Nogueiras, Carlos Vázquez
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 44 (pages 1854 to 1876)

Micro-roughness effects in (elasto) hydrodynamic lubrication including a mass-flow preserving cavitation model.

Authors G. Bayada, S. Martin, Carlos Vázquez
Journal TRIBOLOGY INTERNATIONAL Vol. 39 (pages 1707 to 1718)

A residual based a posteriori error estimator for an augmented mixed finite element method in linear elasticity.

Authors Tomás Patricio Barrios Faúndez, Gabriel Nibaldo Gatica Pérez, María González Taboada, Norbert Heuer
Journal RAIRO-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE Vol. 40 (pages 843 to 869)

Numerical simulation of time-harmonic scattering problemas with an optimal PML

Authors Alfredo Bermúdez de Castro López-Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez
Journal SCIENTIA. SERIES A: MATHEMATICAL SCIENCES Vol. 13 (pages 58 to 71)

A parallel 2D finite volume scheme for solving systems of balance laws with non conservative products: application to shallow flows.

Authors M.J. Castro, Jose Antonio García-Rodríguez, J.M. González Vida, Carlos Parés Madroñal
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 195 (pages 2788 to 2815)

About a generalized Buckley-Leverett equation and lubrication multifluid flow.

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Journal EUROPEAN JOURNAL OF APPLIED MATHEMATICS Vol. 17 (pages 491 to 524)

A coupled multivalued model for ice streams and its numerical simulation

Authors Natividad Calvo, José Durany, Ana I. Muñoz, E. Schiavi, Carlos Vázquez
Journal IMA JOURNAL OF APPLIED MATHEMATICS Vol. 71 (pages 62 to 91)

Fully discrete FEM-BEM method for a class of exterior nonlinear parabolic-elliptic problems in 2D.

Authors María González Taboada
Journal APPLIED NUMERICAL MATHEMATICS Vol. 56 (pages 1340 to 1355)

Homogenization of a non local elastohydrodynamic lubrication problem: a new free boundary model

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 15 Num. 12 (pages 1923 to 1956)

An average flow model of the Reynolds roughness including mass-flow preserving cavitation

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Journal JOURNAL OF TRIBOLOGY-TRANSACTIONS OF THE ASME Vol. 127 Num. 4 (pages 793 to 802)

A duality method for the compressible Reynolds equation. Application to simulation of read/write processes in magnetic storage devices

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 175 Num. 1 (pages 31 to 40)

The Numerical Treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems.

Authors M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, J.M. González Vida, J. Macías, C. Parés, M. Elena Vázquez Cendón
Journal MATHEMATICAL AND COMPUTER MODELLING Vol. 42 (pages 419 to 439)

Enriched finite element subspaces for dual-dual mixed formulations in fluid mechanics and elasticity

Authors Rommel Bustinza, Gabriel N Gatica, María González Taboada, Salim Meddahi, Ernst P Stephan
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 194 (pages 427 to 439)

A mixed finite element method for the generalized Stokes problem

Authors Rommel Bustinza, Gabriel N. Gatica, María González Taboada
Journal INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Vol. 49 (pages 877 to 903)

Numerical techniques for pricing callable bonds with notice

Authors Javier Farto, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 161 Num. 3 (pages 989 to 1013)

Sensitivity and approximation of coupled fluid-structure equations by virtual control method

Authors Cornel Marius Murea, Carlos Vázquez
Journal APPLIED MATHEMATICS AND OPTIMIZATION Vol. 52 Num. 2 (pages 183 to 218)

Two-scale homogenization of a hydrodynamic Elrod-Adams model

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Journal ASYMPTOTIC ANALYSIS Vol. 44 (pages 75 to 110)

Effects d¿anisotropie par homogénéisation dans un problème à frontière libre

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Journal COMPTES RENDUS MATHEMATIQUE Vol. 340 (pages 541 to 546)

On the existence of solution for a nonhomogeneous Stokes-rod coupled model.

Authors Guy Bayada, Michelle Chambat, Begoña Cid Iglesias, Carlos Vázquez
Journal NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS Vol. 59 (pages 1 to 19)

An exact bounded PML for the Helmholtz equation.

Authors Alfredo Bermúdez de Castro López Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez Alonso
Journal COMPTES RENDUS MATHEMATIQUE Vol. 339 (pages 803 to 808)

A low order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part I: a- priori error analysis.

Authors Gabriel N. Gatica, María González Taboada, Salim Meddahi
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 193 (pages 881 to 892)

A low order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part II: a- posteriori error analysis.

Authors Gabriel N. Gatica, María González Taboada, Salim Meddahi
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 193 (pages 893 to 911)

Modelado y simulación numérica de la dinámica y termomecánica de grandes masas de hielo.

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Journal BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 28 (pages 7 to 50)

Error estimates for low-order isoparametric quadrilateral finite elements for plates

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, Erwin Hernàndez, Ricardo Durán, Elsa Liberman
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 41 Num. 5 (pages 1751 to 1772)

Numerical simulation of the elastohydrodynamic Reynolds-rod model for lubrication of rough surfaces

Authors Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias
Journal JOURNAL OF COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING Vol. 3 Num. 3 (pages 239 to 249)

Two-scale homgenization of a Reynolds-rod elastohydrodynamic model

Authors Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 13 Num. 2 (pages 259 to 293)

Finite element analysis of pressure formulation of the elastoacoustic problem

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, Alfredo Bermudez de Castro Lopez-Varela, Pablo Gamallo Ponte
Journal NUMERISCHE MATHEMATIK Vol. 95 Num. 1 (pages 29 to 51)

Finite elements numerical solution of a coupled profile-velocity-temperature shallow ice sheet approximation model

Authors Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 158 (pages 31 to 41)

Computation of the vibration models of plates and shells by low-order MITC quadrilateral finite elements

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, Erwin Hernàndez
Journal COMPUTERS & STRUCTURES Vol. 81 (pages 615 to 628)

Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology

Authors Carlos Vázquez, Natividad Calvo Ruibal, J. Durany Castrillo
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 12 Num. 2 (pages 229 to 248)

Numerical simulation of a lubricated hertzian contact problem under imposed load

Authors Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba
Journal FINITE ELEMENTS IN ANALYSIS AND DESIGN Vol. 38 Num. - (pages 645 to 658)

Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Journal MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 36 Num. 2 (pages 325 to 343)

A modal synthesis method for the elastoacoustic vibration problem

Authors Luis Maria Hervella Nieto, A. Bermúdez, Rodolfo Rodríguez
Journal MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 36 Num. 1 (pages 121 to 142)

On a doubly nonlinear parabolic obstacle problem modelling ice sheet dynamics

Authors Carlos Vázquez, Natividad Calvo Ruibal, Jesús Ildefonso Díaz Díaz, J. Durany Castrillo, Emanuel Schiavi
Journal SIAM JOURNAL ON APPLIED MATHEMATICS Vol. 63 Num. 2 (pages 683 to 707)

Mathematical analysis of some new Reynolds-rodelastohydrodynamic models.

Authors Carlos Vázquez, Begoña Cid Iglesias, Guy Bayada
Journal MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES Vol. 24 Num. - (pages 1169 to 1187)

Finite element computation of the vibrations of a plate-fluid system with interface damping.

Authors Luis Maria Hervella Nieto, Alfredo Bermúdez de Castro, Rodolfo Rodríguez
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 190 Num. - (pages 3021 to 3038)

Efficient parallel numerical solver for the elastohydrodynamic Reynolds-Hertz problem

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez
Journal PARALLEL COMPUTING Vol. 27 Num. 13 (pages 1743 to 1765)

A fully discrete BEM-FEM method for an exterior elasticity system in the plane

Authors María González Taboada, Salim Meddahi
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 134 Num. - (pages 127 to 141)

Mathematical Analysis of a Stefan Problem with Dirichlet-Signorini Boundary Conditions Appearing in Polythermic Ice Sheet Modeling.

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castillo
Journal JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Vol. 262 Num. - (pages 577 to 600)

Existence of solution of an elastohydrodynamic Reynolds-Koiter model.

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Journal COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE Vol. 333 Num. 1 (pages 1047 to 1052)

Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-beaing.

Authors Íñigo Arregui Álvarez, Carlos Vázquez
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 190 Num. - (pages 2051 to 2062)

On a fem-bem formulation for an exterior quasilinear problem in the plane

Authors María González Taboada, Pablo Pérez, Salim Meddahi
Journal SIAM JOURNAL ON NUMERICAL ANALYSIS Vol. 37 Num. 6 (pages 1820 to 1837)

Finite element analysis of the vibration problem of a plate coupled with a fluid

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, J.E. Solomin, R.G. Durán, E. Liberman
Journal NUMERISCHE MATHEMATIK Vol. 86 Num. - (pages 591 to 616)

Numerical computation of ice sheet profiles with free boundary models

Authors José Durany Castrillo, Carlos Vázquez, Natividad Calvo Ruibal
Journal APPLIED NUMERICAL MATHEMATICS Num. 35 (pages 111 to 128)

Finite Element Computation of Three- Dimensional Elastoacoustic Vibrations

Authors Luis Maria Hervella Nieto, A. Bermúdez, Rodolfo Rodríguez
Journal JOURNAL OF SOUND AND VIBRATION Vol. 219 Num. 2 (pages 279 to 306)

Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets

Authors Carlos Vázquez, N. Calvo, José Durany Castillo
Journal NUMERICHE MATHEMATIK Vol. 83 Num. - (pages 557 to 580)

Approximation of the vibration modes of a plate by Reissner- Mindlin equations

Authors Luis Maria Hervella Nieto, R.G. Durán, E. Liberman, R. Rodriguez, J.E. Solomin
Journal MATHEMATICS OF COMPUTATION Vol. 68 Num. 228 (pages 1447 to 1463)

High Performance Computing of a New Numerical Algorithm for an Industrial Problem in Tribology

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Carlos Vázquez
Journal LECTURE NOTES IN COMPUTER SCIENCE Vol. 1573 Num. - (pages 652 to 665)

Resolución Eficiente dun Problema de Lubricación Bóla-Plano mediante Técnicas de Vectorización e Paralelización

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez
Journal DÍXITOS (NOVAS DO CENTRO DE SUPERCOMPUTACIÓN DE GALICIA) Num. - (pages 4 to 5)

A Parallel Approach for Solving a Lubrication Problem in Industrial Devices

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez
Journal LECTURE NOTES IN COMPUTER SCIENCE Vol. 1593 Num. - (pages 1087 to 1093)

Solución numérica de problemas de contacto rodante esférico en lubricación elastohidrodinámica

Authors José Durany Castillo, Guillermo García Lomba, Carlos Vázquez
Journal INFORMACIÓN TECNOLÓGICA Vol. 9 Num. 1 (pages 159 to 166)

An upwind numerical approach for an American and European option pricing model

Authors Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 97 Num. - (pages 273 to 286)

Characteristics method for the formulation and computation of a free boundary cavitation problem

Authors Guy Bayada, Michelle Chambat, Carlos Vázquez
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 98 Num. - (pages 191 to 212)

Numerical Simulation of two coupled Problems with Free Boundary in Tribology

Authors Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba
Journal FREE BOUNDARY PROBLEMS NEWS Vol. - Num. 4 (pages 32 to 33)

Numerical solution of a Reynolds-Hertz Coupled Problem with a Nonlocal Constraint

Authors Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba
Journal SCIENTIFIC COMPUTATION, MODELLING AND APPLIED MATHEMATICS Vol. 5 Num. - (pages 615 to 620)

Comparación de Algoritmos Numéricos en problemas de Lubricación Hidrodinámica en Dimensión uno

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo
Journal REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. 13 Num. 2 (pages 185 to 210)

An Elastohydrodynamic Coupled Problem Between a Piezoviscous Reynolds Equation and a Higed Plate Model

Authors Carlos Vázquez, José Durany Castrillo, Guillermo García Lomba
Journal MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS Vol. 31 Num. 4 (pages 495 to 516)

An Eulerian Approach for large displacements of thin shells including geometrical non-linearities

Authors Íñigo Arregui Álvarez, Philippe Destuynder, Michel Salaün
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 140 Num. - (pages 361 to 381)

A Mixed Dirichlet-Neuman Problem for a Nonlinear Reynolds equation on Elastohydrodynamic Piezoviscous Lubrication

Authors J. Durany, G. García, Carlos Vázquez
Journal PROCEEDINGS OF THE EDINBURGH MATHEMATICAL SOCIETY Vol. 39 Num. - (pages 151 to 162)

Existence of solution for elastohydrodynamic lubrications problems with a New Model for cavitation

Authors G. Bayada, M. E. Alaoui, Carlos Vázquez
Journal EUROPEAN JOURNAL OF APPLIED MATHEMATICS Vol. 7 Num. - (pages 63 to 73)

Comparación de Algoritmos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas

Authors N. Calvo, J. Durany, Carlos Vázquez
Journal REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. - Num. - (pages 1094 to 1103)

Numerical computation of Free Boundary Problems in Elastohydrodynamic Lubrication

Authors J. Durany, G. García, Carlos Vázquez
Journal APPLIED MATHEMATICAL MODELLING Vol. 20 Num. - (pages 104 to 113)

Contacto elastohidrodinámico en lubricación piezoviscosa de dispositivos. Eje Cojinete con imposición de carga

Authors J. Durany, G. García, Carlos Vázquez
Journal REVISTA INTERNACIONAL DE MÉTODOS NUMÉRICOS PARA CÁLCULO Y DISEÑO EN INGENIERÍA Vol. - Num. - (pages 1114 to 1123)

Modelos matemáticos y métodos numéricos en finanzas cuantitativas: Con ejercicios y código en Python y Matlab

Authors C.W. Oosterlee, L. A. Grzelak, Álvaro Leitao
Editors C.W. Oosterlee, L. A. Grzelak, Álvaro Leitao
Publishing Aula Magna, McGraw-Hill Interamericana de España S.L., Sevilla (España)
ISBN 9788418808241

Third International Conference on Computational Finance. Book of abstracts

Publishing Publicaciones UDC, (España)
ISBN 978¿84¿9749¿725¿1

Cálculo para Ingeniería Informática

Authors Andrés Prieto Aneiros
Publishing Reprografía Noroeste S.L., (España)
ISBN 978-84-697-0084-6

Advances in Numerical Simulation in Physics and Engineering

Authors Estefanía Pena, Begoña Calvo, Enrique D. Fernández Nieto, Emmanuel Gobet, Philippe L. Floch, Carlos Castro Barbero, Emanuel Schiavi, Denis Talay
Editors Carlos Parés Madroñal, Carlos Vázquez, Frederic Coquel
Publishing Springer, (Suiza)
ISBN 978-3-319-02839-2

Ecuaciones Diferenciales para Ingeniería Eléctrica/Electrónica Industrial y Automática

Editors Andrés Prieto Aneiros
Publishing Reprografía Noroeste S.L., (España)
ISBN 978-84-697-0085-3

Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Louis Lions School

Publishing Universidade da Coruña, Servizo de Publicacións, Coruña, A (España)
ISBN 978-84-9749-420-5

Some Contributions in Time-Harmonic Dissipative Acoustic Problems

Authors Andrés Prieto Aneiros
Editors Universidad Santiago de Compostela
Publishing Servicio de Publicaciones Universidade Santiago, (España)
ISBN 978-84-9750-848-3

Métodos de Elementos Finitos y Reducción Modal para Problemas de Interacción Fluído-estructura

Authors Luis Maria Hervella Nieto
Publishing Univ. Santiago de Compostela, Santiago de Compostela (España)
ISBN 84-699-3007-9

Resolución Numérica de Problemas de Interacción Fluido-Estructura en tres dimensiones

Authors Luis Maria Hervella Nieto
Publishing Publicaciones dpto matemáticas aplicadas. Univ. Santiago, (España)
ISBN 84-89581-04-5

On the adaptive numerical solution to the Darcy-Forcheimer model

Authors M. González,Hiram Varela-Rodríguez
Book The 4th XoveTIC Conference
Vol. 1 Publishing: MDPI.
ISBN: 978-3-0365-2497-9
Pages From 36 to 36

Quantum Arithmetic for Directly Embedded Arrays

Authors A. Manzano Herrero,D. Musso,Álvaro Leitao,Andrés Gómez,Carlos Vázquez,G. Ordoñez,M. Rodríguez Nogueiras
Book The 4th XoveTIC Conference
Vol. 1 Publishing: MDPI.
ISBN: 978-3-0365-2497-9
Pages From 45 to 45

Numerical Study of In-Situ Acoustic Impedance and Reflection Coefficient Estimation of Locally Reacting Surfaces with Pressure-Velocity Probes

Authors G. Carrillo,D. Fernández,D. Cabo,A. Prieto
Book Progress in Industrial Mathematics: Success Stories. SEMA SIMAI
Vol. 5 Publishing: Springer.
ISBN: 978-3-030-61844-5_5
Pages From 55 to 65

Adaptive augmented mixed FEM for the Oseen problem with mixed boundary conditions

Authors T.P. Barrios,J.M. Cascón,M. González
Book Fifteenth International Conference Zaragoza-Pau on Mathematics and its Applications. Monografías Matemáticas García de Galdeano, Volumen 42
Publishing: Prensas Universitarias de Zaragoza. Universidad de Zaragoza.
ISBN: 978-84-1340-039-6
Pages From 25 to 34

Numerical simulation of a nonlinear problem arising in heat transfer and magnetostatics

Authors M. González,Hiram Varela-Rodríguez
Book III XoveTIC Conference 2020. Proceedings.
Vol. 1 Publishing: MDPI Multidisciplinary Digital Publishing Institute.
ISBN: 978-3-03943-492-3
Pages From 13 to 13

Application of a Local Discontinuous Galerkin Method to the 1D Compressible Reynolds Equation

Authors Iñigo Arregui,J.J. Cendán,M. González
Book Recent Advances in Differential Equations and Applications
Publishing: Springer.
ISBN: 978-3-030-00341-8
Pages From 63 to 75

Statistical methods for the automatic seabed classification

Authors J. Tarrío-Saavedra,N. Sánchez-Carnero,A. Prieto
Book Proceedings of the 25th Pan-American Conference of Naval Engineering - COPINAVAL
Publishing: SPRINGER.
ISBN: 978-3-319-89812-4
Pages From 303 to 314

Adaptive solution of a singularly-perturbed convection-diffusion problem using a stabilized mixed finite element method

Authors M. González,M. Strugaru
Book Numerical Mathematics and Advanced Applications ENUMATH 2017
Publishing: Springer.
ISBN: 978-3-319-96415-7
Pages From 743 to 751

A Second-Order Linear Newmark Method for Lagrangian Navier-Stokes Equations

Authors Marta Benitez García,Alfredo Bermúdez de Castro,P. Fontán
Book Recent Advances in PDEs: Analysis, Numerics and Control
Publishing: SPRINGER.
ISBN: 978-3-319-97612-9
Pages From 33 to 59

Charging protocol optimization for a lithium-ion cell

Authors David Aller,Marta Benitez García,Manuel Cremades Buján,P. Fontán,Jerónimo Rodríguez García
Book Actas XXV Congreso de Ecuaciones Diferenciales y Aplicaciones, XV Congreso de Matemática Aplicada
Publishing: UP4, Institute of Sciences, S.L.
ISBN: 978-84-944402-1-2
Pages From 305 to 310

PIDE modelling and numerical methods for pricing swing options in electricity markets with two stochastic factors

Authors M.C. Calvo-Garrido,M. Ehrhardt,C. Vázquez
Book Actas XXV Congreso de Ecuaciones Diferenciales y Aplicaciones, XV Congreso de Matemática Aplicada
Publishing: UP4, Institute of Sciences, S.L.
ISBN: 978-84-944402-1-2
Pages From 107 to 114

A stochastic local volatility technique for TARN option

Authors Iñigo Arregui,Jonatan Ráfales
Book Proceedings of the 18th International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-697-7861-6
Pages From 1 to 1

SWIFT valuation of discretely monitored arithmetic Asian options under exponential Lévy processes

Authors Álvaro Leitao Rodríguez,Luis Ortiz-Gracia,Emma I. Wagner
Book Proceedings of the 2018 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84- 697-7861-6
Pages From 1 to 1

Sparse grid combination technique for Hagan SABR/LIBOR Market Model

Authors Jose German Lopez Salas,Carlos Vázquez
Book Novel Methods for Computational Finance
Publishing: SPRINGER.
ISBN: 978-3-319-61281-2
Pages From 477 to 500

Data-driven characterization of porous materials by using frequency-dependent measurements

Authors J. Carbajo,A. Prieto,J. Ramis,L. del Río-Martín
Book Proceedings from European Symposium on Underwater Acoustics Applications 2017
Publishing: Sociedad Española de Acústica.
ISBN: 978-84-87985-29-4
Pages From 739 to 774639

Modern Monte Carlo Methods and GPU Computing

Authors Álvaro Leitao,Cornelis W. Oosterlee.
Book Novel Methods for Computational Finance
Publishing: SPRINGER.
ISBN: 978-3-319-61281-2
Pages From 465 to 476

On a GPU acceleration of the Stochastic Grid Bundling Method

Authors Álvaro Leitao,Cornelis W. Oosterlee
Book Progress in Industrial Mathematics at ECMI 2014
Publishing: SPRINGER.
ISBN: 978-3-319-23412-0
Pages From 207 to 216

Quantification of model risk: data uncertainty

Authors Zuzana Krajcovicova,Pedro Pablo Pérez Velasco,Carlos Vázquez
Book Geometric Science of Information Third International Conference, GSI 2017
Publishing: SPRINGER.
ISBN: 978-3-319-68445-1
Pages From 523 to 531

Seabed classification using supervised functional data analysis techniques

Authors J. Tarrío-Saavedra,N. Sánchez-Carnero,A. Prieto
Book Proceedings from European Symposium on Underwater Acoustics Applications 2017
Publishing: Sociedad Española de Acústica.
ISBN: 978-84-87985-29-4
Pages From 1498 to 1505

Automatic analysis of floating offshore structures

Authors David Aller,A. Bermúdez,M.T. Cao-Rial,P. Fontán,Francisco Jose Pena Brage,A. Prieto,Jerónimo Rodríguez García,Francisco José Rodríguez Calo
Book Progress in Industrial Mathematics at ECMI 2014
Vol. 22 Publishing: SPRINGER.
ISBN: 978-3-319-23412-0
Pages From 157 to 164

CVA computing by PDE models

Authors I. Arregui,B. Salvador,Carlos Vázquez
Book Numerical Analysis and its Applications
Publishing: SPRINGER.
ISBN: 978-3-319-57099-0
Pages From 15 to 24

A Highly Efficient Numerical Method for the SABR Model

Authors Álvaro Leitao,Cornelis W. Oosterlee.,Lech A. Grzelak
Book Novel Methods for Computational Finance
Publishing: SPRINGER.
ISBN: 978-3-319-61281-2
Pages From 253 to 263

Efficient Multiple Time-Step Simulation of the SABR Model

Authors Álvaro Leitao,Lech A. Grzelak,Cornelis W. Oosterlee
Book Progress in Industrial Mathematics at ECMI 2016
Publishing: SPRINGER.
ISBN: 978-3-319-63081-6
Pages From 145 to 152

Numerical methods for nonlinear option pricing models with variable transaction costs

Authors I. Arregui,D. Sevcovic,Carlos Vázquez
Book Proceedings of the 2017 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-88694-7
Pages From 131 to 139

New numerical methods for PDE models related to pricing and expected lifetime of an extraction project

Authors M. Suárez-Taboada,C. Vázquez
Book Proceedings of the 2017 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-88694-7
Pages From 131 to 139

Automatic seabed classification using functional data analysis and time series cluster techniques

Authors J. Tarrío-Saavedra,N. Sánchez-Carnero,A. Prieto
Book Proceedings from 8th International Workshop on Spatio-Temporal Modelling
Publishing: ADEIT Fundació Universitat Empresa.
ISBN: 978-84-608-8468-2
Pages From 141 to 144

Numerical study of an in-situ technique for measuring surface impedance and reflection coefficient of a locally reacting material with pressure-velocity probes

Authors G. Carrillo-Pousa,D. Fernández-Comesaña,D. Pérez-Cabo,A. Prieto
Book INTER-NOISE and NOISE-CON Congress and Conference Proceedings - NoiseCon16
Vol. 1 Publishing: Institute of Noise Control Engineering.
ISBN: ISSN 0736-2935
Pages From 53 to 61

Modelling and optimisation techniques with applications in food processes, bio-processes and bio-systems

Authors E. Balsa-Canto,A.A. Alonso,A. Arias-Méndez,M.R. García,Alejandro López-Núñez,M. Mosquera-Fernández,Carlos Vázquez,C. Vilas
Book Numerical Simulation in Physics and Engineering: Lecture Notes of the XVI Jacques-Louis Lions Spanish-French School
Vol. 9 Publishing: SPRINGER.
ISBN: 978-3-319-32146-2
Pages From 187 to 216

A posteriori error estimation of a stabilized mixed finite element method for Darcy flow

Authors T.P. Barrios,J.M. Cascón,María González
Book Boundary and Interior Layers, Computational and Asymptotic Methods-BAIL 2014
Publishing: Springer.
ISBN: 978-3-319-25727-3
Pages From 13 to 23

New a Posteriori Error Estimator for an Augmented Mixed FEM in Linear Elasticity

Authors T.P. Barrios,E.M. Behrens,María González Taboada
Book Numerical Mathematics and Advanced Applications - ENUMATH 2013. Lecture Notes in Computational Science and Engineering
Publishing: SPRINGER.
ISBN: 978-3-319-10705-9
Pages From 263 to 271

An a Posteriori Error Estimator for a New Stabilized Formulation of the Brinkman Problem

Authors T.P. Barrios,R. Bustinza,G. C. García,María González Taboada
Book Numerical Mathematics and Advanced Applications - ENUMATH 2013. Lecture Notes in Computational Science and Engineering
Publishing: SPRINGER.
ISBN: 978-3-319-10705-9
Pages From 253 to 261

A GPU implementation of an asset-liability management model for insurance companies

Authors J. L. Fernández-Pérez,Ana María Ferreiro,J.A. García-Rodríguez,Carlos Vázquez
Book Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-2230-3
Pages From 490 to 502

Pricing adjustable-rate mortgages with prepayment and default options

Authors M. C. Calvo-Garrido,Carlos Vázquez
Book Actas XXIV Congreso de ecuaciones diferenciales y aplicaciones/XIV Congreso de matemática aplicada
Publishing: Universidad de Cádiz.
ISBN: 978-84-9828-527-7
Pages From 779 to 785

A numerical strategy for telecommunications networks capacity planning

Authors I. Arregui,B. Salvador,Carlos Vázquez
Book Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-2230-3
Pages From 152 to 159

Numerical solution of an optimal investment problem with transaction costs

Authors Íñigo Arregui Álvarez,Carlos Vázquez
Book Proceedings of the 2015 International Conference on Computational and Mathematical Methods in Science and Engineering
Publishing: J. Vigo-Aguiar.
ISBN: 978-84-617-2230-3
Pages From 120 to 126

A posteriori error analysis of a stabilized mixed FEM for convection-diffusion problems

Authors María González,J. Jansson,S. Korotov
Book Dynamical Systems and Differential Equations, AIMS Proceedings. Proceedings of the 10th AIMS International Conference
Publishing: AIMS.
ISBN: 999999999
Pages From 525 to 532

Speed up calibration and pricing of SABR models: from equities to interest rates derivatives

Authors A.M. Ferreiro-Ferreiro,J.A. García-Rodríguez,J.G. López-Salas,Carlos Vázquez
Book Actuarial Sciences and Quantitative Finance
Publishing: SPRINGER.
ISBN: 978-3-319-18239-1
Pages From 49 to 63

Error Estimates for Partition of Unity Finite Element Solutions of the Helmholtz Equation

Authors Luis Maria Hervella Nieto,P.M. López Pérez,A. Prieto
Book Actas XXIII Congreso de ecuaciones diferenciales y aplicaciones/XIII Congreso de matemática aplicada
Publishing: Universitat Jaume I .
ISBN: 978-84-8021-963-1
Pages From 809 to 816

Matemáticas y economía

Authors Carlos Vázquez
Book Unidad Didáctica Matemáticas del Planeta Tierra
Publishing: Ministerio de Economía y Competitividad.
ISBN: 978-94-007-6189-6
Pages From 171 to 191

Planes de pensiones basados en el salario medio: análisis matemático y solución numérica

Authors M. C. Calvo-Garrido,Andrea Pascucci,Carlos Vázquez
Book Actas XXIII Congreso de ecuaciones diferenciales y aplicaciones/XIII Congreso de matemática aplicada
Publishing: Universitat Jaume I .
ISBN: 978-84-8021-963-1
Pages From 18 to 26

Drift-Free Simulation methods for pricing cross-market derivatives with LMM

Authors J. L. Fernandez,María Rodríguez Nogueiras,Marta Pou Bueno,Carlos Vázquez
Book Recent Developments in Computational Finance Foundations, Algorithms and Applications
Publishing: World Scientific Publishing.
ISBN: 978-981-4436-42-7
Pages From 373 to 406

A second-order pure Lagrange-Galerkin method for convection-diffusion problems

Authors Marta Benitez García,Alfredo Bermúdez de Castro
Book RSME 2011.Transfer and Industrial Mathematics
Publishing: Servizo de Publicacións USC.
ISBN: 978-84-9887-715-1
Pages From 166 to 170

Numerical Approximation of Convection-Diffusion Problems Through the PSI Method and Characteristics Method

Authors Marta Benitez García,T. Chacón Rebollo,M. Gómez Mármol,G. Narbona-Reina
Book Bail 2010 - Boundary and Interior Layers, Computational and Asymptotic Methods
Publishing: SPRINGER.
ISBN: ISBN: 978-3-642-19664-5
Pages From 21 to 28

An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance

Authors A.M. Ferreiro-Ferreiro,Jose Antonio García-Rodríguez,Jose German Lopez Salas,Carlos Vázquez
Book RSME 2011.Transfer and Industrial Mathematics
Publishing: Servizo de Publicacións USC.
ISBN: 978-84-9887-715-1
Pages From 175 to 179

Finite element computation of leaky modes in stratified waveguides

Authors Anne-Sophie Bonnet-BenDhia,Benjamin Goursaud,Christoffe Hazard,Andrés Prieto Aneiros
Book Ultrasonic Wave Propagation in Non Homogeneous Media
Publishing: Springer.
ISBN: 978-3-540-89105-5
Pages From 73 to 86

Perfectly Matched layers

Authors Luis Maria Hervella Nieto,Alfredo Bermúdez de Castro López-Varela,Andrés Prieto Aneiros,Rodolfo Rodríguez Alonso
Book Computational Acoustics of Noise Propagation in Fluids
Vol. - Publishing: Springer-Verlag.
ISBN: 978-3-540-77447-1
Pages From 167 to 196

Fluid-Structure Acoustic Interaction

Authors Luis Maria Hervella Nieto,Alfredo Bermúdez de Castro López-Varela,Andrés Prieto Aneiros,Rodolfo Rodríguez Alonso
Book Computational Acoustics of Noise Propagation in Fluids
Vol. - Publishing: Springer-Verlag.
ISBN: 978-3-540-77447-1
Pages From 253 to 286

High order finite volume methods applied to sediment transport and submarine avalanches

Authors A.M. Ferreiro-Ferreiro,Enrique Fernández Nieto,Didier Bresch,Manuel Jesús Castro Díaz,A. Mangeney
Book "Hyperbolic Problem: Theory,Numerics,Applications"
Vol. - Publishing: Springer.
ISBN: 978-3-540-75711-5
Pages From 247 to 258

Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem

Authors Alfredo Bermúdez de Castro,María Rodríguez Nogueiras,Carlos Vázquez
Book Free Boundary Problems
Vol. - Publishing: Birkhäuser.
ISBN: 978-3-7643-7718-2
Pages From 95 to 106

A Parallel algorithm for a lubrication problem

Authors Manuel Carlos Arenaz Silva,Ramón Doallo,Juan Touriño Domínguez,Carlos Vázquez
Book Kluwer Int'l Series in Engineering and Computer Science( Parallel Numerical Computation with Applications)
Vol. - Publishing: Kluwer Academic Publishers.
ISBN: 0-7923-8588-8
Pages From 191 to 201

A Parallel Algorithm for an Elastohydrodynamic Piezoviscous Lubrication Problem.

Authors Manuel Carlos Arenaz Silva,Ramón Doallo,Juan Touriño Domínguez,Carlos Vázquez
Book Kluwer Int'l Series in Engineering and Computer Science( Parallel Numerical Computation with Applications)
Vol. - Publishing: Kluwer Academic Publishers.
ISBN: 0-7923-8588-8
Pages From 191 to 201

Modelos Matemáticos en Lubricación Hidrodinámica y Elastohidrodinámica

Authors Carlos Vázquez,Natividad Calvo Ruibal,José Durandy Castrillo,Guillermo García Lomba
Book Actas de la Jornada Científica en Homenaje al Profesor Antonio Valle Sánchez
Vol. - Publishing: Univ. de Sevilla.
ISBN: 84-472-0407-3
Pages From 45 to 59

A finite element method for 3D elastoacustic vibrations

Authors Luis Maria Hervella Nieto,A. Bermúdez,Rodolfo Rodríguez
Book SHELLS Mathematical modelling and scientific computing
Vol. - Publishing: Univ. Santiago.
ISBN: 84-8121-640-2
Pages From 35 to 38

Ëtude mathématique et numérique d'un modèle de cavitation

Authors Carlos Vázquez
Book Lubrification hydrodynamique et élastohydrodynamique
Vol. - Publishing: Univ. Claude-Bernard-Lyon.
ISBN: nodef-0486
Pages From 0 to 0

Contribuciones al estudio acústico de un problema de interacción fluido-estructura con materiales porosos y estructuras delgadas

Author Xabier Sagartzazu Sorazu
Director/s Luís María Hervella Nieto; Andrés Prieto Aneiros
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Mathematical models and numerical methods for XVA in multi-currency setting

Author Roberta Simonella
Director/s Iñigo Arregui Álvarez; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Numerical resolution of fluid-structure interaction problems. Application to the simulation of the movement of floating bodies

Author Óscar Crego Martínez
Scope Universidade de Santiago de Compostela (USC)
Qualification Sobresaliente Cum Laude

Análisis matemático y simulación numérica con métodos puramente Lagrangianos y semi-Lagrangianos de problemas de la mecánica de medios continuos

Author Pedro Fontán Muiños
Director/s Marta Benítez García, Alfredo Bermúdez de Castro López-Varela
Scope USC
Qualification Sobresaliente Cum Laude

Mathematical modelling and numerical simulation of coupled thermo-acoustic multi-layer systems for enabling particle velocity measurements in the presence of airflow

Author Ashwin Sadanand Nayak
Director/s Daniel Fernández Comesaña; Andrés Prieto Aneiros
Scope Facultad de Informática
Qualification Sobresaliente

Modelling, mathematical analysis and numerical simulation to value derivatives related to renewable energy certificates

Author María de los Angeles Baamonde Seoane
Director/s María Del Carmen Calvo Garrido; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Real world scenario generator

Author Sara Bárbara Dutra Lopes
Director/s CARLOS VÁZQUEZ CENDÓN MARÍA DO ROSÁRIO GROSSINHO
Scope Universidade de Lisboa
Qualification Sobresaliente Cum Laude

Numerical characterization of complex materials and vibro-acoustic systems

Author Laura Del Río Martín
Director/s Andrés Prieto Aneiros
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Modeling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA

Author Beatriz Salvador Mancho
Director/s Iñigo Arregui Álvarez; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Portfolio representation as applied to model points selection for ALM in life insurance

Author Enrico Ferri
Director/s María del Pilar Barrios Gómez; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

New approaches to quantification and management of model risk

Author Zuzana Krajcovicova
Director/s Pedro Pablo Pérez Velasco; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Contributions to mathematical modelling and numerical simulation of biofilms

Author Alejandro López Núñez
Director/s Eva Balsa Canto; Carlos Vázquez Cendón
Scope Facultad de Informática
Qualification Sobresaliente Cum Laude

Mathematical modelling, analysis and numerical simulation for a general class of gene regulatory networks

Author Manuel Pájaro Diéguez
Director/s Antonio Álvarez Alonso, Carlos Vázquez Cendón
Scope Universidade de Vigo
Qualification Sobresaliente Cum Laude

Numerical study of time-harmonic acoustic problems in layered media using partition of unity finite element methods

Author Paula María López Pérez
Director/s Luís María Hervella Nieto; Andrés Prieto Aneiros
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Analysis and numerical methods for stochastic volatility models in valuation of financial derivatives

Author José Germán López Salas
Director/s Carlos Vázquez Cendón
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Mathematical analysis and numerical methods for pricing some pension plans and mortgages

Author María del Carmen Calvo Garrido
Director/s Carlos Vázquez Cendón
Scope Matemáticas
Qualification Apto Cum Laude

Drift Free Simulation and LIBOR Market Models

Author Marta Pou Bueno
Director/s Carlos Vázquez Cendón, José Luis Fernández Pérez
Scope Matemáticas
Qualification Apto Cum Laude

Numerical methods to price interest rate derivatives based on LIBOR Market Model for forward rates

Author María Suárez Taboada
Director/s Carlos Vázquez Cendón
Scope Matemáticas
Qualification Apto Cum Laude

Contributions to the numerical simulation of coupled models in glaciology

Author Raquel Toja Gómez
Director/s Carlos Vázquez Cendón;José Durany Castrillo
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Some contributions in time-harmonic dissipative acoustic problems

Author Andrés Prieto Aneiros
Director/s Alfredo Bermúdez de Castro;Luis Maria Hervella Nieto;Rodolfo Rodríguez Alonso
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Contribution à la modélisation de phénomènes de frontiére libre en mécanique des filmes minces

Author Sébastien Martin
Director/s Guy Bayada ;Carlos Vázquez Cendón
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Estudio matemático y numérico del modelo de Reynolds-Koiter y de los modelos tribológicos en lectura magnética

Author J.Jesús Cendán Verdes
Director/s Íñigo Arregui Álvarez;Carlos Vázquez Cendón
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Numerical analysis of second order Lagrange-Galerkin schemes. Application to option pricing problems

Author María Rodríguez Nogueiras
Director/s Alfredo Bermúdez de Castro;Carlos Vázquez Cendón
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Nuevos modelos elastohidrodinámicos en Tribología: análisis matemático y simulación numérica.

Author Mª Begoña Cid Iglesias
Scope Matemáticas
Qualification Sobresaliente Cum Laude

Análisis y resolución numérica de algunos modelos matemáticos de frontera libre en glaciología

Author Natividad Calvo Ruibal
Director/s José Durany Castrillo;Carlos Vázquez Cendón
Scope Matemáticas
Qualification Apto

Estudio matemático de fenómenos de cavitación en lubricación elastohidrodinámica piezoviscosa

Author Guillermo García Lomba
Director/s Carlos Vázquez Cendón;J. Durany Castrillo
Scope Matemáticas
Qualification Apto

XVA modeling with nonlinear PDEs and its numerical solution
Actuarial and Financial Mathematics Conference
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Bruselas (Bélgica)

Model and Numerical Methods for Pricing Renewable Energy Certificate Derivatives
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
National

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Organization Universidad de Zaragoza (UNIZAR)
Place Zaragoza (España)

Computation of resonances in underwater acoustics using Perfectly Mathces Layers
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
National

Authors Luis Maria Hervella Nieto, Andrés Prieto Aneiros, S. Recondo
Organization Universidad de Zaragoza (UNIZAR)
Place Zaragoza (España)

Total value adjustment in a multi-currency setting with deterministic FX rates. Modelling and numerical computing
IV International Conference on computational Finance (ICCF 2022).
International

Authors I. Arregui, Roberta Simonella, C. Vázquez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Modeling mathematical analysis and numerical simulation of problems related to XVA
IV International Conference on computational Finance (ICCF 2022).
International

Authors B. Salvador, C. Vázquez, I. Arregui, Álvaro Leitao, C.W. Oosterlee, D. Sevcovic
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Second order finite volume IMEX Runge-kutta schemes for two dimensional parabolic PDEs in finance
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International

Authors J.G. López-Salas, M. Suárez-Taboada, Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez
Organization Universidad de Málaga (UMA)
Place Málaga (España)

High-order well-balanced finite volume schemes for 1d and 2 d shallow water equations with Coriolis forces
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
National

Authors V. González, Manuel J. Castro Díaz, J.A. García-Rodríguez
Organization Universidad de Zaragoza (UNIZAR)
Place Zaragoza (España)

PINNs for pricing European options considering counterparty Risk. Minisymposia on Neural Networks enhancing Computations in Finance
IV International Conference on computational Finance (ICCF 2022).
International

Authors J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Equilibrium problems with heterogeneous agents: mathematical modelling and numerical solution
IV International Conference on computational Finance (ICCF 2022).
International

Authors Jonatan Ráfales, Carlos Vázquez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Determination of dynamic stiffness of materials used under floating floors using electrodynamic actuators
TECNIACÚSTICA 2022
National

Authors J. Carbajo, P. Póveda, E. Segovia, Jaime Ramis Soriano, Andrés Prieto Aneiros, L. del Río-Martín
Organization SOCIEDAD ESPAÑOLA DE ACÚSTICA
Place Elche/Elx (España)

High-order well-balanced finite volume schemes for 1d and 2 d shallow water equations with Coriolis forces
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International

Authors V. González, Manuel J. Castro Díaz, Jose Antonio García-Rodríguez
Organization Universidad de Málaga (UMA)
Place Málaga (España)

A posteriori error estimation for an EG method in fluid mechanics
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
National

Authors V. Girault, María González Taboada, F. Hecht
Organization Universidad de Zaragoza (UNIZAR)
Place Zaragoza (España)

On the numerical solution of the compressible Reynolds equation
Applied Mathematics for Engineering Sciences (AMES 2022)
National

Authors I. Arregui, J.J. Cendán, M. González
Organization La Rochelle Université
Place La Rochelle (Francia)

Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
XVIII International Conferences on Hiperbolic Problems. Theory, numerics and applications (HYP 2022)
International

Authors J.G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Organization Universidad de Málaga (UMA)
Place Málaga (España)

New approaches in the numerical solution of convection-diffusion problems
IV ENCUENTRO INTERNACIONAL EN CIENCIAS MATEMÁTICAS
International

Authors M. González
Organization Universidad de Chile
Place LAMBAYEQUE (Perú)

Numerical Methods for Pricing Renewable Energy Cer¿¿ficates and some Deriva¿ves
IV International Conference on Computational Finance (ICCF2022)
International

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Data-driven characterization of porous materials by using hidroacoustic measurements
Fourteen international Conference on Computational Structures Technology (CST 2022).
International

Authors L. del Río-Martín, Andrés Prieto Aneiros
Organization Elsevier Conference
Place Montpellier (Francia)

Pricing renewable energy certificates and some derivatives
Fields-CFI Workshop on Impacts of Climate Change on Economics, Finance, and Insurance 2022
International

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Carlos Vázquez
Organization THE FIELDS INSTITUTE
Place Toronto (Canadá)

Coupled models for equilibrium problems with heterogeneous agents
XXVII Congreso de Ecuaciones Diferenciales y Aplicaciones - XVII Congreso de Matemática Aplicada (XXVII CEDYA - XVII CMA)
National

Authors Jonatan Ráfales, C. Vázquez
Organization Universidad de Zaragoza (UNIZAR)
Place Zaragoza (España)

Time-harmonic computation of far-field directivity pattern of an underwater transducer using near-field impulsive response
TECNIACÚSTICA 2022
National

Authors S. Recondo, Andrés Prieto Aneiros, Souto M, J. Prado
Organization SOCIEDAD ESPAÑOLA DE ACÚSTICA
Place Elche/Elx (España)

Análisis del error a posteriori de un método de Galerkin enriquecido para el problema de Stokes
Congreso Bienal de la Real Sociedad Matemática Española 2022
National

Authors V. Girault, María González Taboada, F. Hecht
Place Ciudad Real (España)

Physics-informed neural networks for pricing European options considering counterparty risk
XoveTIC 2022
International

Authors J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Chemical Master Equation as the model to predict covid-19 spread
XoveTIC 2022
International

Authors Manuel Pájaro, A.A. Alonso, I. Otero-Muras
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

An adaptative finite element method for the simulation of Wood drying
XoveTIC 2022
International

Authors María González Taboada, Hiram Varela-Rodríguez
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Modeling Pressurized Flow through Hydraulic Structures and Bridges Using a 2D-SWE-based Model
39th IAHR World Congress
International

Authors M. Sanz, A. López-Núñez, Cea, L., Ernest Bladé
Place Granada (España)

Quasi-regresion Monte-Carlo Scheme for BSDEs and Applicatins in Finance
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors E. Gobet, J.G. López-Salas, C. Vázquez
Place Online (Alemania)

A Hybrid Approach Based on a Multi-Level Monte-Carlo Finite Element Method for XVA in European Options
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors G. Colonna, A.M. Ferreiro-Ferreiro, C. Vázquez
Place Online (Alemania)

New mathematical models for pricing a mine extraction project
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors M. Pignotti, M. Suárez-Taboada, C. Vázquez
Place Gijón (España)

Pricing TARN options with a local stochastic volatility model
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors I. Arregui, Jonatan Ráfales
Place Gijón (España)

Time integration with AMF-W-type methods and applications to the Heston problem
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors J.G. López-Salas, S. Pérez-Rodríguez, C. Vázquez
Place Gijón (España)

XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors I. Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez
Place Gijón (España)

An Adaptive Enriched Galerkin method for the Stokes problem
FreeFem Days
International

Authors V. Girault, María González Taboada, F. Hecht
Place Paris (Francia)

A coupled model for acoustic sensors with porous windscreens inlaminar flow
Workshop in Industrial Mathematics 2021 (WIM2021)
International

Authors D Hernández, A.S. Nayak, A. Prieto
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Catania (Italia)

Non-parametric characterization fo viscoelastic materials in underwater environments
14TH WCCM, ECCOMAS CONGRESS 2020
International

Authors L. del Río-Martín, A. Prieto
Organization CISM - International Centre for Mechanical Sciences
Place PARÍS (Francia)

Model coupling for acoustic sensor in layered media
14TH WCCM, ECCOMAS CONGRESS 2020
International

Authors A.S. Nayak, Andrés Prieto Aneiros, D. Fernández-Comesaña
Organization CISM - International Centre for Mechanical Sciences
Place PARÍS (Francia)

PDE model and numerical methods for pricing Renewable Energy Certificates
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática Aplicada (XXVI CEDYA / XVI CMA)
National

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, C. Vázquez
Organization Universidad de Oviedo (UNIOVI)
Place Gijón (España)

A family of semi-implicit hybrid finite volumes - finite elements methods for computational fluid dynamics using an efficient MPI parallel implementation
7TH iNTERNATIONAL CONFERENCE ON NUMERICAL METHODS FOR HIPERBOLIC PROBLEMS
International

Authors L. del Río-Martín, Busto, S., Vázquez-Cendón, M.E.
Organization UNIVERSITÁ DI TRENTO
Place Trento (Italia)

Numerical discretisation of a pressure source term to model mixed flows with the shallow water equations
6th IAHR Europe Congress
International

Authors A. López-Núñez, Cea, L., I. Fraga
Place Warsaw (Polonia)

On an efficient one and multiple time-step Monte Carlo simulation of the SABR model
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors Álvaro Leitao Rodríguez, Lech A. Grzelak, Cornelis W. Oosterlee.
Place Online (Alemania)

Numerical Characterization of Porous Materials Using Alpha Cabins
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors A. Bermúdez, L del Rio, Andres Prieto
Place Online (Alemania)

Modelling and Computing the XVA for Several European Options in a Multi-Currency Setting
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors I. Arregui, Roberta Simonella, C. Vázquez
Place Online (Alemania)

Neural Networks for extracting implied information from American options
CEDYA/CMA 2020 - XXVI CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XVI CONGRESO DE MATEMÁTICA APLICADA
International

Authors Shuaiqiang Liu, Álvaro Leitao Rodríguez, Anastasia Borovykh, Cornelis W. Oosterlee
Place Gijón (España)

Free boundary SABR model for possible negative rates: computation of the volatility surface
XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones / XVI Congreso de Matemática Aplicada (XXVI CEDYA / XVI CMA)
National

Authors María A. Baamonde-Seoane, Carlos Vázquez
Organization Universidad de Oviedo (UNIOVI)
Place Gijón (España)

Validation of 2D depth-averaged models for open channel flow simulation over weirs and strategies to improve their prediction
6th IAHR Europe Congress
International

Authors García-Alén Lores, Gonzalo, Puertas, J., Luis Cea Gómez, Pena, L., A. López-Núñez, García Feal, A., Moncho Gómez-Gesteira
Place Warsaw (Polonia)

A nonlinear PDE model for pricing Renewable Energy Certificates
21st European Conference on Mathematics for Industry (ECMI 2021)
International

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez
Place Online (Alemania)

A Nonlinear PDE Model for Pricing Renewable Energy Certificates
Canandian Applied and Industrial Mathematics Society 2021 (CAIMS 2021)
International

Authors María A. Baamonde-Seoane, María del Carmen Calvo Garrido, Michael Coulon, Carlos Vázquez
Organization Canadian Applied and Industrial Mathematics Society
Place Waterloo (Canadá)

Modelling pressurized flows with the 2D shallow water equations in inundation studies
6th IAHR Europe Congress
International

Authors Cea, L., Fraga, I., A. López-Núñez
Place Warsaw (Polonia)

Simulación numérica de flujos en medios porosos
XLVII Semana Matemática, PUCV
National

Authors María González Taboada
Place Valparaiso (Chile)

Quantum Arithmetic for Directly Embedded Arrays 2: Advanced Operations and Applications
2nd European Quantum Technologies Virtual Conference (EQTC)
International

Authors A. Manzano Herrero, D. Musso, Álvaro Leitao, A. Gómez, C. Vázquez, G. Ordoñez
Organization National University of Ireland
Place Galway - online (Irlanda)

Deep-learning based method for computing initial margin
XoveTic 2021
International

Authors Álvaro Leitao Rodríguez, J. Pérez Villarino
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Numerical Simulation of a Nonlinear Problem Arising in Heat Transfer and Magnetostatics
XOVETIC 2020
International

Authors María González Taboada, Hiram Varela-Rodríguez
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Acoustic characterization of absorbing materials using dynamic mode decomposition techniques
ROMSOC Internal Workshop 2020
Local

Authors G. Caraza, D. Fernández, A.S. Nayak, A. Prieto
Organization Instituto Tecnolóxico de Matemática Industria (ITMATI)
Place Santiago de Compostela (España)

Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield
III XoveTIC 2020
International

Authors Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Computational advances in financial mathematics for valuation adjustments (XVA)
ALGORITHMY 2020
International

Authors Arregui, Inigo, B. Salvador, Daniel Sevcovic, C. Vázquez
Place Podbanske (Eslovaquia)

Computation of Resonance Modes in Open Cavities with Perfectly Matched Layers
XOVETIC 2020
International

Authors Hervella-Nieto, L., A. Prieto, S. Recondo
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Materiales Poliméricos Mono y Multicomponente para la protección térmica y acústica
ITMATI, SIETE AÑOS DE ÉXITO TRANSFIRIENDO MATEMÁTICAS A LA INDUSTRIA
International

Authors A. Bermúdez, L. del Río-Martín, Andrés Prieto Aneiros
Organization Instituto tecnológico de matemática industrial (ITMATI)
Place Santiago de Compostela (España)

Superalgebraically convergent quasi-periodic Green functions for transmission problems in periodic surfaces
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International

Authors O.P. Bruno, L. del Río-Martín, A. Prieto
Place Valencia (España)

Regression Monte Carlo schemes for BSDEs
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International

Authors E. Gobet, J.G. López-Salas, C. Vázquez
Place Valencia (España)

New a posteriori error indicator for an stabilized mixed method in incompressible fluid flows
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International

Authors M. González, T.P. Barrios, E.M. Behrens
Place Valencia (España)

Measuring acoustic transmission through porous-fluid coupled media
Workshop in Industrial Mathematics (WIM2019) with the Reduced-Order Modeling, Simulation and Optimization of Coupled Systems
International

Authors A.S. Nayak, D. Comesaña, A. Prieto
Place Strobl (Austria)

Hysteresis and irreversibility in cell fate.
IFAC Workshop on Thermodynamic Foundations of Mathematical Systems Theory (TFMST-2019)
International

Authors A. A. Alonso, I. Otero-Muras, Manuel Pájaro
Place Louvainla- Neuve (Bélgica)

Mining extraction projects: mathematical analysis and numerical methods for new PDE models
3rd International Conference on Computational Finance
International

Authors M. Pignotti, M. Suárez-Taboada, C. Vázquez
Place Coruña, A (España)

Dynamic draft under constant environmental conditions
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International

Authors A. Bermúdez, O. Crego, A. Prieto
Place Valencia (España)

Continuous Time Markov Chain approximation of the Heston model
International Conference on Computational Finance 2019 (ICCF2019)
International

Authors Álvaro Leitao Rodríguez, Justin L. Kirkby, Luis Ortiz-Gracia
Organization Universidade da Coruña (UDC)
Place Coruña, A (España)

A digital twin approach in architectural acoustics: smart noise cancellation in interior rooms.
International Conference Challenges in Mathematical Architecture. Theory, Modelling and Applications
International

Authors P. Gamallo, Hervella-Nieto, L., A. Prieto
Place Madrid (España)

LIBOR market model with credit risk under real world measure
3rd International Conference on Computational Finance
International

Authors Sara Dutra-Lopes, C. Vázquez
Place Coruña, A (España)

Pricing swing options in electricity markets with two stochastic factors: PIDE modelling and numerical solution
3rd International Conference on Computational Finance
International

Authors M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez
Place Coruña, A (España)

Acoustic scattering simulations in coupled fluid-porous media problems
International Congress on Industrial and Applied Mathematics, ICIAM 2019
International

Authors A.S. Nayak
Place Valencia (España)

Adaptive augmented mixed methods for the Oseen problem
28th Biennial Numerical Analysis Conference, NACONF 2019
International

Authors M. González, T.P. Barrios, J.M. Cascón
Place Glasgow (Reino Unido)

Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
The 2nd XoveTIC Conference (XoveTIC 2019)
Autonomous

Authors E. Gobet, J.G. López-Salas, C. Vázquez
Organization Universidade da Coruña
Place Coruña, A (España)

Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs
3rd International Conference on Computational Finance
International

Authors E. Gobet, J.G. López-Salas, C. Vázquez
Place Coruña, A (España)

PDE models for American options with total value adjustment and two stochastic factors
International Conference on Computational Finance 2019 (ICCF2019)
International

Authors I. Arregui, B. Salvador, D. Sevcovic, C. Vázquez
Organization Universidade da Coruña (UDC)
Place Coruña, A (España)

Numerical computation of the diffuse field absorption coefficient of porous materials by using alpha cabins
1st Conference on Transfer between Mathematics & Industry
International

Authors J. Rodríguez, J. Ávila, A. Bermúdez, L. del Río-Martín, A. Prieto
Place Santiago de Compostela (España)

A stochastic local volatility technique for TARN options
18th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2018)
International

Authors I. Arregui, Jonatan Ráfales
Place Rota (España)

An approach for model points selection in life insurance
22nd International Congress on Insurance, Mathematics and Economics
International

Authors A.M. Ferreiro-Ferreiro, E. Ferri, J.A. García-Rodríguez, C. Vázquez
Place Sidney (Australia)

Stabilized mixed methods for convection-diffusion problems
Fifteenth International Conference Zaragoza-Pau on Mathematics and its Applications
International

Authors M. González, M. Strugaru
Place Jaca (España)

SWIFT valuation of discretely monitored arithmetic Asian options under exponential Lévy processes
18th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2018)
International

Authors Álvaro Leitao Rodríguez, Luis Ortiz-Gracia, Emma I. Wagner
Place Rota (España)

Augmented mixed formulations for convection-diffusion problems
International Conference on Numerical Analysis, Computing and Applications in Science, Engineering and Technology, ICNumACA'18
International

Authors M. González
Place Anad (India)

Assessing flood risk probability in urban environments using a new GPU parallelized dual drainage model
5th IAHR Europe Congress
International

Authors Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez, M. Castro
Place Trento (Italia)

Effect of rainfall and calibration uncertainties in flood warning systems forecasts
5th IAHR Europe Congress
International

Authors Fraga, I., J.A. García-Rodríguez, A.M. Ferreiro-Ferreiro, C. Vázquez
Place Trento (Italia)

An Asset-Liability Management (ALM) model for insurance companies and its implementation in GPUs
Financial Mathematics and Supercomputing
International

Authors J.A. García-Rodríguez, J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, C. Vázquez
Place Coruña, A (España)

Efective stochastic approach to gene regulatory networks and the role of intrinsic noise.
11th European Conference on Mathematical and Theoretical Biology (ECMTB)
International

Authors Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez, A. A. Alonso
Place Lisboa (Portugal)

Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for earlyexercise options
QuantMinds International 2018
International

Authors Álvaro Leitao
Place Lisboa (Portugal)

Numerical Simulation of the Dynamics of Listeria monocytogenes Biofilms
XoveTIC 2018
Autonomous

Authors E. Balsa-Canto, A. López-Núñez, C. Vázquez
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Efficient regression Monte Carlo schemes for semilinear PDEs and its application to problems arising in mathematical finance
Financial Mathematics and Supercomputing
International

Authors J.G. López-Salas, E. Gobet, P. Turkedjiev, C. Vázquez
Place Coruña, A (España)

Supercomputing: A View from Financial Mathematics
Financial Mathematics and Supercomputing
International

Authors C. Vázquez
Place Coruña, A (España)

Total value adjustment for European options with two stochastic factors
16th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM2018)
International

Authors Iñigo Arregui, B. Salvador, D. Sevcovic, Carlos Vázquez
Place Rodas (Grecia)

Solution of the 1D compressible Reynolds equation by a discontinuos Galerkin method
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors I. Arregui, J.J. Cendán, M. González
Place Cartagena (España)

PIDE modelling of genetic circuits and a semilagrangian numerical method for its solution
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors M. Pájaro, I. Otero, A.A. Alonso, C. Vázquez
Place Cartagena (España)

A robust numerical procedure to characterize viscoelastic materials at high frequency regime
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors A. Prieto, L. del Río-Martín
Place Cartagena (España)

Sparse grid combination technique for SABR/LIBOR market models
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors J.G. López-Salas, C. Vázquez
Place Cartagena (España)

On the solution of free surface problems by Lagrangian and semi-Lagrangian Galerkin Methods
14th U.S. National Congress on Computational Mechanics - USNCCM14
International

Authors M. Benítez, A. Bermúdez, C. Vázquez
Place Montreal (Canadá)

Un nuevo método estabilizado para el problema de Oseen
Congreso Bienal de la Real Sociedad Matemática Española Zaragoza 2017
National

Authors M. González, T.P. Barrios, J.M. Cascón
Place Zaragoza (España)

Adaptive solution of convection-diffusion problems using a stabilised mixed finite element method
European Conference on Numerical Mathematics and Advanced Applications (ENUMATH 2017)
International

Authors M. González, M. Strugaru
Place Voss (Noruega)

New numerical methods for PDE models related to pricing and expected lifetime of an extraction project
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International

Authors M. Suárez-Taboada, C. Vázquez
Place Rota (España)

The data-driven COS method
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International

Authors Álvaro Leitao Rodríguez, Cornelis W. Oosterlee., Luis Ortiz-Gracia, Sander M. Bohte
Place Rota (España)

Efficient one and multiple time-step simulation of the SABR model
MathFinance conference 2017
International

Authors Álvaro Leitao Rodríguez
Place Frankfurt (Alemania)

Monte Carlo-based methods for the BENCHOP project
Applied Mathematics Techniques for Energy Markets in Transition
International

Authors Álvaro Leitao Rodríguez, Cornelis W. Oosterlee.
Place Leiden (Países Bajos)

PDE methods for swing options on electricity prices depending on two stochastic factors
Applied Mathematics Techniques for Energy Markets in Transition
International

Authors M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez
Place Leiden (Países Bajos)

Numerical solution of fluid mechanics problems with pure Lagrange-finite element methods
Recent advances in PDEs: Analysis, Numerics and Control
International

Authors M. Benítez, A. Bermúdez, P. Fontán Muiños
Place Sevilla (España)

PDE models and numerical methods for XVA in European and American options with stochastic intensities of default
Second International Conference on Computational Finance - ICCF2017
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lisboa (Portugal)

PDE models for optimal investment under uncertainty with environmental effects
Second International Conference on Computational Finance - ICCF2017
International

Authors I. Arregui, C. Vázquez
Place Lisboa (Portugal)

Real world scenarios with negative interest rates based on LIBOR Market Model
Second International Conference on Computational Finance - ICCF2017
International

Authors S. Dutra, C. Vázquez
Place Lisboa (Portugal)

Data-driven characterization of porous materials by using frequency-dependent measurements
Tecniacústica 2017 (48º CONGRESO ESPAÑOL DE ACÚSTICA, ENCUENTRO IBÉRICO DE ACÚSTICA, EUROPEAN SYMPOSIUM ON UNDERWATER ACOUSTICS APPLICATIONS, EUROPEAN SYMPOSIUM ON SUSTAINABLE BUILDING ACOUSTICS)
International

Authors J. Carbajo, A. Prieto, J. Ramis, L. del Río-Martín
Organization Sociedad Española de Acústica
Place Coruña, A (España)

Numerical methods for nonlinear option pricing models with variable transaction costs
17th International Conference on Computational and Mathematical Methods in Sciencien and Engineerging, CMMSE 2017
International

Authors I. Arregui, D. Sevcovic, C. Vázquez
Place Rota (España)

Pricing XVA for European and American options with (non)linear PDEs
Stochastic Dynamical Models in Mathematical Finance, Econometrics and Actuarial Sciences
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lausanne (Suiza)

Asymptotic convergence study of a PIDE model for gene regulatory networks.
Workshop on PDEs: Modelling, Analysis and Numerical Simulation (PDE-MANS)
International

Authors Manuel Pájaro
Place Granada (España)

CVaR Variation Margin Pricing and Hedging
Research in Options 2017
International

Authors A. Agarwal, S. De Marco, E. Gobet, J.G. López-Salas, F. Noubiagain, A. Zhou
Organization IMPA
Place Rio de Janeiro (Brasil)

PDE models for total value adjustment in European and American options
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors I. Arregui, B. Salvador, C. Vázquez
Place Cartagena (España)

PIDE modelling and numerical methods for pricing swing options in electricity markets with two stochastic factors
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors M.C. Calvo-Garrido, M. Ehrhardt, C. Vázquez
Place Cartagena (España)

Quantification of model risk: data uncertainty
Geometric Science of Information, Third International Conference
International

Authors Z. Krajcovicova, P.P. Pérez-Velasco, C. Vázquez
Place París (Francia)

Sensitivity analysis and model risk
Second International Conference on Computational Finance - ICCF2017
International

Authors Z. Krajcovicova, P.P. Pérez-Velasco, C. Vázquez
Place Lisboa (Portugal)

An efficient generalized Levin-type method for solving highly oscillatory integrals with exotic oscillators
SCICADE 2017
International

Authors A. Prieto, L. del Río-Martín
Place Bath (Reino Unido)

Métodos estadísticos para la identificación automática de fondos marinos
XXV Congreso Panamericano de Ingeniería Naval, Transporte Marítimo e Ingeniería Portuaria del INSTITUTO PANAMERICANO DE INGENIERÍA NAVAL
International

Authors J. Tarrío Saavedra, Noela Sánchez Carnero, Andrés Prieto Aneiros
Place Panamá (Panamá)

A modal-based partition of unity finite element method for layered wave propagation problems
International Conference on Theoretical and Computational Acoustics 2017
International

Authors P. Destuynder, Hervella-Nieto, L., P.M. López Pérez, J. Orellana, A. Prieto
Place Viena (Austria)

Seabed classification using supervised functional data analysis techniques
Tecniacústica 2017 (48º CONGRESO ESPAÑOL DE ACÚSTICA, ENCUENTRO IBÉRICO DE ACÚSTICA, EUROPEAN SYMPOSIUM ON UNDERWATER ACOUSTICS APPLICATIONS, EUROPEAN SYMPOSIUM ON SUSTAINABLE BUILDING ACOUSTICS)
International

Authors J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto
Organization Sociedad Española de Acústica
Place Coruña, A (España)

Statistical methods for the automatic seabed classification
XXV Congreso Panamericano de Ingeniería Naval, Transporte Marítimo e Ingeniería Portuaria del INSTITUTO PANAMERICANO DE INGENIERÍA NAVAL
International

Authors J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto
Place Panamá (Panamá)

Parallel Stratified Regression Monte-Carlo Scheme For BSDEs
Workshop on BSDEs and SPDEs
International

Authors E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez
Place Edinburgo (Reino Unido)

Pension plans with defined benefits based on salary: mathematical modeling, analysis and numerical simulation
Congreso Bienal de la Real Sociedad Matemática Española Zaragoza 2017
National

Authors M.C. Calvo-Garrido, C. Vázquez
Place Zaragoza (España)

A new concept of qualitative robustness on risk estimation
Second International Conference on Computational Finance - ICCF2017
International

Authors J.L. Fernández, E. Ferri, C. Vázquez
Place Lisboa (Portugal)

Charging protocol optimization for a lithium-ion cell
CEDYA + CMA 2017 - XXV CONGRESO DE ECUACIONES DIFERENCIALES Y APLICACIONES / XV CONGRESO DE MATEMÁTICA APLICADA
National

Authors D. Aller Giráldez, M. Benítez, M. Cremades Buján, P. Fontán Muiños, J. Rodríguez
Place Cartagena (España)

Pricing swing options with jump-diffusion models and a partial integro-differential equations approach
Commodity and Energy Markets 2017 - CEM2017
International

Authors M.C. Calvo-Garrido, C. Vázquez
Place Oxford (Reino Unido)

PDE modeling and numerical methods for swing option pricing in electricity markets
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors María del Carmen Calvo Garrido, Matthias Ehrhardt, Carlos Vázquez
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

On a GPU acceleration of the Stochastic Grid Bundling Method
European Conference Mathematics in Industry (ECMI) 2016
International

Authors Álvaro Leitao Rodríguez, Cornelis W. Oosterlee.
Organization European Consortium on Mathematics in Industry
Place Santiago de Compostela (España)

Stability of stochastic regulatory gene networks using entropy methods
IFAC Workshop on Thermodynamic Foundations of Mathematical System Theory
International

Authors M. Pájaro, A.A. Alonso, J.A. Carrillo, C. Vázquez
Place Vigo (España)

The enthalpy method for the thermodynamics of shallow ice approximation models
9 Asamblea Hispano-Portuguesa de Geofísica y Geodesia - 9AHPGG
International

Authors N. Calvo, J. Durany, C. Vázquez
Place Madrid (España)

Real world scenarios for interest rates based on the LIBOR market model
International Conference on Economic Modelling - EcoMod2016
International

Authors S. Lópes
Place Lisboa (Portugal)

Recent advances in temperature and enthalpy PDE models for ice sheets simulation
Ecole de Recherche+Colloque CIMPA 2016: Modélisation, analyse mathématique et numérique
International

Authors J. Durany, N. Calvo, C. Vázquez
Place Nador (Marruecos)

Numerical methods for a new first order nonlinear ODE model governing cavitation in piezoviscous lubrication
Emerging trends in applied mathematics and mechanics - ETAMM 2016
International

Authors G. García, C. Moreno, C. Vázquez
Place Perpignan (Francia)

PDE models for pricing fixed rate morgages and their insurance and coinsurance
Second International Congress on Actuarial Sciences and Quantitative Finance
International

Authors M.C. Calvo-Garrido, C. Vázquez
Place Cartagena de Indias (Colombia)

On an augmented mixed FEM for the Oseen problem in the pseudostress-velocity variables
Bergen Workshop on Computational and Applied Mathematics. Mathematical Modelling, ocean sciences and computational medicine
International

Authors María González, T.P. Barrios, J.M. Cascón
Place Bergen (Noruega)

Pricing early-exercise options: GPU Acceleration of SGBM method
SIAM conference on Uncertainty Quantification (UQ) 2016
International

Authors Álvaro Leitao Rodríguez
Place Lausanne (Suiza)

Thermodynamical behaviour of polythermal ice sheets by using temperature and enthalpy formulations
6th Iberian Mathematical Meeting
International

Authors J. Durany, N. Calvo, C. Vázquez
Place Santiago de Compostela (España)

Functional data techniques for sea bottom classification in coastal environments
26th Annual Conference of the Environmetrics International Society
International

Authors J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto
Place Edinburgo (Reino Unido)

On the applicability of deterministic approximations to model genetic circuits.
11th IFAC Symposium on Dynamics and Control of Process Systems, including Biosystems (DYCOPS-CAB 2016)
International

Authors Manuel Pájaro, A. A. Alonso
Place Trondheim (Noruega)

Parallel stratified regression Monte-Carlo scheme for BSDEs with applications in finance
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

Numerical solution of a 2D multispecies biofilm model based on PDEs
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors E. Balsa-Canto, A. López-Núñez, C. Vázquez
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

Uncertainty Quantification and Heston Model
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors L.A. Grzelak, J.A. Witteveen, M. Suárez-Taboada, C.W. Oosterlee
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

PDEs and numerical methods for XVA computing
Sixth Conference on Numerical Analysis and Applications - NAA'16
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Lozenetz (Bulgaria)

Parameter calibration and simulation of a biofilm model
XVII Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International

Authors E. Balsa-Canto, A. López-Núñez, C. Vázquez
Place Gijón (España)

Numerical study of an in-situ technique for measuring surface impedance and reflection coefficient of a locally reacting material with pressure-velocity probes
New England Noise Con-16 - NOISE-CON 2016
International

Authors G. Carrillo-Pousa, D. Fernández-Comesaña, D. Pérez-Cabo, A. Prieto
Place Providence (Estados Unidos)

Gestión integral del riesgo en el negocio asegurador: modelos de ALM en GPUs
Workshop on Mathematical Solutions for Industry: Success stories and perspectives
National

Authors J.A. Cuesta, J.A. García-Rodríguez
Place Madrid (España)

Wakeupcall: Doctorado Industrial Europeo del programa H2020 orientado a la investigación del riesgo financiero
Workshop on Mathematical Solutions for Industry: Success stories and perspectives
National

Authors P. Barrios, P.P. Pérez-Velasco, C. Vázquez
Place Madrid (España)

Automatic identification of kinetic models in industrial reaction systems
19th European Conference on Mathematics for Industry (ECMI2016)
International

Authors G. Álvarez, M. Benítez, A. Bermúdez, R. Blanquero, E. Carrizosa, O.T. Chis, O. Crego, M. Cremades Buján, N. Esteban, J.L. Ferrín, A. Jiménez-Cordero, F. Pena, D. Rodríguez, J. Rodríguez, J.F. Rodríguez-Calo, R. Sillero
Organization European Consortium for Mathematics in Industry
Place Santiago de Compostela (España)

Modeling and simulation of the dynamics of Listeria Monocytogenes biofllms thickness
Biofilms 7
International

Authors A. López-Núñez, M. Mosquera-Fernández, M. Briandet, C. Vázquez, E. Balsa-Canto
Place Porto (Portugal)

E cient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
European Conference Mathematics in Industry (ECMI) 2016
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Organization European Consortium on Mathematics in Industry
Place Santiago de Compostela (España)

Data-driven identification of linear viscoelastic models using frequency-dependent ultrasound measurements
EuroRegio 2016 - 9th Iberian Acoustics Congress - 47th Spanish Congress on Acoustics
International

Authors L. del Río-Martín, A. Prieto
Place Porto (Portugal)

Automatic seabed classification using functional data analysis and time series cluster techniques
8th International Worshop on Spatio-Temporal Modelling - METMAVIII
International

Authors J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto
Organization Universitat Jaume I (UJI)
Place Castellón de la Plana/Castelló de la Plana (España)

Lagrangian and Semi-Lagrangian Galerkin methods for free surface problems
European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS Congress 2016)
International

Authors Marta Benitez García, Alfredo Bermúdez de Castro
Organization European Community on Computational Methods in Applied Sciences (ECCOMAS)
Place Creta (Grecia)

Métodos puramente Lagrangianos y semi-Lagrangianos para modelos de la mecánica de medios continuos
Congreso de la RSME 2015
National

Authors Marta Benitez García, Alfredo Bermúdez de Castro
Place Granada (España)

Clasificación de fondos marinos a partir de datos acústicos
XII Congreso Galego de Estatística e Investigación de Operacións
Autonomous

Authors J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto
Place Lugo (España)

Pricing Adjustable-Rate Mortgages with prepayment and default options
XXIV Congress on Differential Equations and Applications/XIV Congress on Applied Mathematics
National

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Organization Universidad de Cádiz (UCA)
Place Cádiz (España)

Algunas matemáticas aplicadas al sector financiero
Matemáticas como pivote entre la Ciencia y la Tecnología
International

Authors I. Arregui, C. Vázquez
Organization UNIVERSIDAD COMPLUTENSE DE MADRID
Place Escorial, El (España)

Modelling and numerics in investment problems with proportional transaction costs
Workshop on Models and Numerics in Financial Mathematics
International

Authors I. Arregui, C. Vázquez
Organization Lorentz Center
Place Leiden (Países Bajos)

Approximation of Semiliar Parabolic PDES with GPUS Via Backward Stochastic Differential Equations
MCM 2015, The Tenth IMACS Seminar On Monte Carlo Methods
International

Authors E. Gobet, J.G. López-Salas, P. Turkedjiev, C. Vázquez
Place Linz (Austria)

From deterministic to stochastic
International Seminar on Continuous vs Discrete-Time Bioeconomic Models: Seasonal Fisheries
International

Authors C. Vázquez
Organization UNIVERSIDAD COMPLUTENSE DE MADRID
Place Pozuelo de Alarcón (España)

Automatic analysis of floating offshore structures
II Conferencia Internacional de Energías Offshore
International

Authors D. Aller Giráldez, A. Bermúdez, M.T. Cao-Rial, P. Fontán Muiños, F. Pena, A. Prieto, J. Rodríguez, J.F. Rodríguez-Calo
Place Vigo (España)

Adaptive solution of an augmented mixed FEM for convection-diffusion problems
The Second Basque-Hungarian Workshop on Numerical Methods for PDEs
International

Authors María González Taboada, J. Jansson, S. Korotov
Organization Basque Center for Applied Mathematics
Place Bilbao (España)

A GPU implementation of an asset-liability management model for insurance companies
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International

Authors J.L Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez
Organization UNIVERSIDAD DE SALAMANCA
Place Rota (España)

PDE models and numerical methods for XVA computing
Research in Options 2015
International

Authors I. Arregui, B. Salvador, C. Vázquez
Place Rio de Janeiro (Brasil)

New enthalpy models for ice sheets and its numerical simulation
CMAT Open Day 2015
International

Authors N. Calvo, J. Durany, C. Vázquez
Place Braga (Portugal)

Stochastic Grid Bundling Method: GPU Acceleration
Stochastics & Computational Finance - from academia to industry (SCF) 2015
International

Authors Álvaro Leitao
Place Lisboa (Portugal)

A numerical approach to seabed characterization in coastal environments
Numerical Resolution for Inverse Problems
International

Authors Andrés Prieto Aneiros, Luis Maria Hervella Nieto, Paula María López Pérez, Noela Sánchez Carnero
Organization Basque Center for Applied Mathematics
Place Bilbao (España)

A numerical strategy for telecommunications networks capacity planning
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International

Authors I. Arregui, B. Salvador, C. Vázquez
Organization UNIVERSIDAD DE SALAMANCA
Place Rota (España)

A new technique for drift-free simulation in LIBOR Market Model
Stochastics and Computational Finance
International

Authors J.L. Fernández-Pérez, Marta Pou Bueno, M. Rodríguez Nogueiras, C. Vázquez
Place Lisboa (Portugal)

Mathematical transfer to life insurance companies: ALM modelling and its implementation in GPUs
XXIV Congreso en Ecuaciones Diferenciales Y Aplicaciones (XXIV CEDYA)/ XIV Congreso de Matemáticas Aplicadas (XIV CMA).
International

Authors J.L Fernández-Pérez, Ana María Ferreiro, J.A. García-Rodríguez, C. Vázquez
Organization Sociedad Española de Matemática Aplicada
Place Cádiz (España)

A Partition of the Unity Finite Element Method for heterogeneous media in underwater acoustics
XXIV Congreso en Ecuaciones Diferenciales Y Aplicaciones (XXIV CEDYA)/ XIV Congreso de Matemáticas Aplicadas (XIV CMA).
International

Authors Hervella-Nieto, L., P.M. López Pérez, A. Prieto
Organization Sociedad Española de Matemática Aplicada
Place Cádiz (España)

GPU implementation of an stochastic ALM model for life insurance
International Conference of Computational Finance - ICCF2015
International

Authors J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez
Place Londres (Reino Unido)

Stochastic Grid Bundling Method: GPU Acceleration
International Conference of Computational Finance - ICCF2015
International

Authors Álvaro Leitao Rodríguez
Place Londres (Reino Unido)

Numerical solution of an optimal investment problem with transaction costs
11th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2011
International

Authors Íñigo Arregui Álvarez, Carlos Vázquez
Organization Universidad de Salamanca
Place Benidorm (España)

Pricing fixed-rate mortgages under jump-diffusion models for the house value
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
International

Authors M.C. Calvo-Garrido, C. Vázquez
Place Rota (España)

Impact of Heston model parameters by means of Uncertainty Quantification
14th International Conference on Mathematical Methods in Science and Engineering (CMMSE 2014)
International

Authors Jeroen A. S. Witteveen, Lech A. Grzelak, C.W. Oosterlee, María Suárez Taboada
Place Rota (España)

Second order pure Lagrange-Galerkin methods for fluid-structure interaction
11th World Congress on Computational Mechanics (WCCM XI)
International

Authors Marta Benitez García, Alfredo Bermúdez de Castro
Place Barcelona (España)

PDE and PIDE models for defined benefit pension plans
Sincronizando teoremas, tests y algoritmos
National

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Place Coruña, A (España)

Time adaptivity for a BDF2 discretization of the wave equation
The 22nd Conference of Applied and Industrial Mathematics (CAIM 2014)
International

Authors E. Alberdi, María González
Place Bacau (Rumania)

Lagrangian finite element methods for continuum mechanics problems
II Jornada científica en homenaje al profesor José Real Anguas
National

Authors Marta Benitez García, Alfredo Bermúdez de Castro
Place Sevilla (España)

Automatic analysis of floating offshore structures
The 18th European Conference on Mathematics
International

Authors David Aller, Alfredo Bermúdez de Castro, María Teresa Cao Rial, Pedro Fontán, Francisco Jose Pena Brage, Andrés Prieto Aneiros, Jerónimo Rodríguez García, Francisco José Rodríguez Calo
Organization European Consortium for Mathematics in Industry
Place Taormina (Italia)

A posteriori error analysis of an augmented mixed finite element method for Darcy flow
International Conference Boundary and Interior Layers - Computational & Asymptotic Methods (BAIL 2014)
International

Authors María González Taboada, T.P. Barrios, J.M. Cascón
Place Praga (República Checa)

Pricing xed-rate mortgages under jump-di usion models for the house value
International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2014
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Organization Univ. de Cádiz
Place Rota (España)

Speed up of derivatives pricing and calibration with SABR models in GPUs
Research in Options 2014
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Buzios (Brasil)

Efficient calibration and pricing with SABR models and GPUs
Mini-Workshop in Stochastic Computing and Optimization
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Wurzburg (Alemania)

A new high-order spatial Galerkin discretization based on Fourier continuation methods
11th World Congress on Computational Mechanics (WCCM XI)
International

Authors Oscar P. Bruno, Andrés Prieto Aneiros
Place Barcelona (España)

Analysis of a new semi-discrete finite element approximation of a linear fluid-structure interaction problem
10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
International

Authors María González Taboada, Virginia Selgas Buznego
Place Madrid (España)

Stabilization and a posteriori error analysis for convection-diffusion equations
10th AIMS Conference on Dynamical Systems, Differential Equations and Applications
International

Authors María González Taboada, J. Jansson, S. Korotov
Place Madrid (España)

Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
The 18th European Conference on Mathematics
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Organization European Consortium for Mathematics in Industry
Place Taormina (Italia)

Modelling and optimisation techniques with applications in food processes, bioprocesses and Biosystems
XVI Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International

Authors E. Balsa-Canto, A.A. Alonso, A. Arias-Méndez, M.R. García, A. López-Núñez, M. Mosquera-Fernández, C. Vázquez
Organization UNIVERSIDAD PÚBLICA DE NAVARRA
Place Pamplona/Iruña (España)

Numerical solution of a biofilm model based on PDEs
XVI Escuela Hispano-Francesa Jacques-Louis Lions en Simulación Numérica en Física e Ingeniería
International

Authors E. Balsa-Canto, A. López-Núñez, C. Vázquez
Organization UNIVERSIDAD PÚBLICA DE NAVARRA
Place Pamplona/Iruña (España)

Algunas herramientas matemáticas y computacionales para la transferencia al sector financiero
II Jornada CRM-Empresa Finanzas Cuantitativas
National

Authors Carlos Vázquez
Place Barcelona (España)

Error estimates for Partition of Unity Finite Element solutions of the Helmholtz equation
Latest Advances in Numerical Solutions with FEM.
International

Authors Luis Maria Hervella Nieto, Paula María López Pérez, Andrés Prieto Aneiros
Place Puerto Varas (Chile)

Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
First International Congress on Actuarial Sciences and Quantitative Finance
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Bogotá (Colombia)

A new high-order spatial Galerkin discretization based onFourier continuation methods
11th World Congress on Computational Mechanics
International

Authors Andrés Prieto Aneiros, Oscar P. Bruno
Organization CIMNE
Place Barcelona (España)

Analysis of a velocity-stress-pressure formulation of a linear fluid-structure interaction problem
The Third BCAM Workshop on Computational Mathematics
International

Authors María González Taboada, Virginia Selgas Buznego
Place Bilbao (España)

Comparación de modelos de balance de energía em grandes masas de hielo: entalpía frente a temperatura
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de Matemática Aplicada
National

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Organization Sociedad Española de Matemática Aplicada
Place Castellón de la Plana/Castelló de la Plana (España)

Error Estimates for Partition of Unity Finite Element Solutions of the Helmholtz Equation
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de Matemática Aplicada
National

Authors Luis Maria Hervella Nieto, Paula María López Pérez, Andrés Prieto Aneiros
Organization Sociedad Española de Matemática Aplicada
Place Castellón de la Plana/Castelló de la Plana (España)

Lagrangian and Semi-Lagrangian Galerkin methods for solving partial differential equations
Fourth Chilean Workshop on Numerical Analysis of Partial Differential Equations
International

Authors Marta Benitez García, A. Bermúdez de Castro
Place Concepción (Chile)

A new a posteriori error estimator of low computational cost for an augmented mixed FEM in linear elasticity
European Numerical Mathematics and Advanced Applications 2013 (ENUMATH 2013)
International

Authors T.P. Barrios, E.M. Behrens, María González Taboada
Place Lausana (Suiza)

Numerical methods for nonlinear PDEs in finance
III Autum Meeting Nonlinear PDEs in Finance
International

Authors Carlos Vázquez
Place Lisboa (Portugal)

Numerical methods for pricing companies with GPUs
SCICADE 2013
International

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Organization UNIVERSIDAD DE VALLADOLID
Place Valladolid (España)

Algunos modelos de EDPs para la valoración de derivados
Cádiz Numérica
National

Authors Carlos Vázquez
Place Cádiz (España)

Efficient calibration of the dynamic SABR model
Conference and Training Event on Computational Methods and Technologies for Finance (HPCFINANCE, 2013)
International

Authors A.M. Ferreiro-Ferreiro, A. Leitao, Jose Antonio García-Rodríguez, J.G. López-Salas, Carlos Vázquez
Place Tampere (Finlandia)

New numerical methods for pricing fixed rate mortgages with prepayment and default options
Mathematical Modelling in Engineering and Human Behaviour 2013
International

Authors M.C. Calvo-Garrido, Carlos Vázquez
Place Valencia (España)

Algunos productos financieros derivados y modelos matemáticos para su valoración
Matemática en el límite: Escuela de Verano de la Universidad Complutense de Madrid
National

Authors Carlos Vázquez
Place Escorial, El (España)

Adaptive solution of a elastohydrodynamic problem arising in magnetic reading devices
V International Conference on Coupled Problems in Science and Engineering
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Organization International Center for Numerical Methods in Engineering
Place Eivissa (España)

Two low cost a posteriori error estimates for an augmented mixed formulation of the generalized Stokes problem
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XIII Congreso de Matemática Aplicada (XXIII CEDYA / XIII CMA)
National

Authors T.P. Barrios, R. Bustinza, G.C. García, María González Taboada
Place Castellón de la Plana/Castelló de la Plana (España)

New numerical methods for pricing xed rate mortgages with prepayment and default options
Mathematical Modelling in Engineering and Human Behaviour 2013
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Place Valencia (España)

Transferencia de herramientas matemáticas y computacionales para valorar productos financieros
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de Matemática Aplicada
National

Authors Carlos Vázquez
Organization Sociedad Española de Matemática Aplicada
Place Castellón de la Plana/Castelló de la Plana (España)

Investment under uncertainty with environmental effects
Mathematics and Geosciences: Local and global perspectives (MATHGEO2013)
International

Authors Íñigo Arregui Álvarez, Carlos Vázquez
Place Madrid (España)

On a posteriori error analyses for a generalized Stokes problem using an augmented velocity-pseudostress formulation
European Numerical Mathematics and Advanced Applications 2013 (ENUMATH 2013)
International

Authors T.P. Barrios, R. Bustinza, G.C. García, María González Taboada
Place Lausana (Suiza)

Pricing pension plans under jump-diffusion models
19th IMACS World Congress
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Place Escorial, El (España)

Planes de pensiones basados en el salario: análisis matemático y resolución numérica
XXIII Congreso de Ecuaciones Diferenciales y Aplicaciones. XIII Congreso de Matemática Aplicada
National

Authors María del Carmen Calvo Garrido, Andrea Pascucci
Organization Sociedad Española de Matemática Aplicada
Place Castellón de la Plana/Castelló de la Plana (España)

Algunos ejemplos de transferencia matemática al sector financiero
Congreso bienal de la RSME 2013
National

Authors Carlos Vázquez
Organization Universidade de Santiago de Compostela
Place Santiago de Compostela (España)

Numerical simulation of elastic micro-perforated plates including viscous and thermal effects
International Conference on Computational Methods in Structural Mechanics and Earthequake Engineering - COMPDYN 2013
International

Authors Alfredo Bermúdez de Castro, José Luis Ferrín González, Andrés Prieto Aneiros
Organization International Association for Computational Mechanics (IACM).
Place Kos (Grecia)

SABR/LIBOR market models: pricing and calibration for some interest rates derivatives
13th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2013)
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Almería (España)

Pure Lagrange finite element methods for continuum mechanics models
Numerical mathematics and applications to some challenging problems
National

Authors Marta Benitez García, A. Bermúdez de Castro
Place Sevilla (España)

PDE and PIDE for pension plans without and with early retirement options
Research in Options 2013
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Place Buzios (Brasil)

A new parameterization for the Drift-Free Simulation in the LIBOR Market Model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors José Luis Fernández Pérez, Marta Pou Bueno, María Rodríguez Nogueiras, Carlos Vázquez
Place Viena (Austria)

A second order characteristics finite element scheme for convection-diffusion problems
Mathematics for Innovation: Large and Complex Systems
International

Authors Marta Benitez García, A. Bermúdez
Place Tokio (Japón)

Characterization and optimization of trimmed models in passive control noise problems
Mathematics for Innovation: Large and Complex Systems
International

Authors A. Bermúdez, Francisco José González Diéguez, A. Prieto
Place Tokio (Japón)

An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
1st Joint Conference of the Belgian, Royale Spanish and Luxembourg Mathematical Societies
International

Authors Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez
Place Liege (Bélgica)

El método de los elementos finitos en Python
III Jornadas Sage-Python
National

Authors Íñigo Arregui Álvarez, Ana M. Ferreiro Ferreiro, José A. García
Place Vigo (España)

A new DFS technique for pricing cross-currency derivatives with LMM
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International

Authors J.L. Fernández-Pérez, M.R. NOGUERAS, M. POU, Carlos Vázquez
Place Torremolinos (España)

Pricing pension plans based on average salary allowing early retirement: modeling and numerical methods
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International

Authors M.C. Calvo-Garrido, A. Pascucci, Carlos Vázquez
Place Torremolinos (España)

An efficient implementation of simulating annealing in GPUs and its application to pricing and calibration of SABR stochastic volatitlity model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors Ana María Ferreiro, A. Leitao, J.A. García-Rodríguez, Carlos Vázquez
Place Viena (Austria)

Numerical simulation of acoustic porous media: Biot and new poroelastic homogenization models
International workshop on scaling in particulate and porous media: modeling and use in predictions
International

Authors Alfredo Bermúdez de Castro, José Luis Ferrín González, Andrés Prieto Aneiros
Organization UNIVERSIDAD POLITÉCNICA DE MADRID
Place Coruña, A (España)

Pure Lagrange-Galerkin methods for convection-diffusion problems
10. Numerical Methods for Ordinary and Partial Differential Equations and Applications
International

Authors Marta Benitez García, A. Bermúdez
Place Zaragoza (España)

Analysis and numerical solution of a stock loan pricing model
Mathematical Modelling in Engineering and Human Behaviour 2012
International

Authors María Suárez Taboada, Carlos Vázquez
Place Valencia (España)

Analysis and numerical solution of a stock loan pricing model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors Andrea Pascucci, Carlos Vázquez, M. Suárez-Taboada
Place Viena (Austria)

Pricing companies: PDE models, efficient numerical methods and parallel implementations
First Joint Conference of the Belgian, Royal Spanish and Louxemburg Mathematical Societies
International

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Place Lieja (Bélgica)

Numerical characterization of the acoustic impedance for micro-perforated plates
Ninth European Conference on Noise Control- EURONOISE 2012
International

Authors Alfredo Bermúdez de Castro, José Luis Ferrín González, Andrés Prieto Aneiros
Organization European Acoustics Association
Place Praga (República Checa)

Mathematical analysis and numerical solution of PDE models for pricing financial products: the case of ratchet caplets
8. VIII Encuentro de la Red de Análisis Funcional. La Manga del Mar Menor, Murcia, 19 - 21 Abril, 2012
National

Authors Andrea Pascucci, María Suárez Taboada, Carlos Vázquez
Place San Pedro del Pinatar (España)

Partition of the Unity Finite Element Method on the Linearized Euler Equation with variable coefficients
XV Escuela Hispano-Francesa Jacques-Louis Lions sobre Simulación Numérica en Física e Ingeniería (EHF2012)
International

Authors Luis Maria Hervella Nieto, P.M. López Pérez, A. Prieto
Place Torremolinos (España)

An efficient implementation of simulated annealing in GPUs and its application to caliberation of SABR stochastic volatility model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Viena (Austria)

Drift-Free Simulation Methods for Pricing Commodity Derivatives
Mathematical Modelling in Engineering and Human Behaviour 2012
International

Authors José Luis Fernández Pérez, Marta Pou Bueno, Carlos Vázquez
Place Valencia (España)

A nonisothermal coupled model for the numerical simulation of glaciers flow
Congresso de Métodos Numéricos em Engenharia
International

Authors N. Calvo, J. Durany, Raquel Toja, Carlos Vázquez
Organization Associaçao Portuguesa de Mecânica Teórica, Aplicada e Computational (APMTAC)
Place Coimbra (Portugal)

A posteriori error estimators based on Ritz projection for the augmented mixed FEM in plane linear elasticity
XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
National

Authors T.P. Barrios, E.M. Behrens, María González Taboada
Place Palma (España)

Numerical methods to solve a PDE model for pricing pension plans based on average salary with early retirement
International Workshop on Numerical Methods in Computational Finance
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Place Frankfurt (Alemania)

Modelos de valoración de negocios basados en EDP y su resolución numérica
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Organization Universidad de las Islas Baleares (UIB)
Place Palma (España)

Técnicas de refinamiento y multimalla para la simulación de dispositivos de lectura magnética
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Organization Universidad de las Islas Baleares (UIB)
Place Palma (España)

An augmented dual-mixed method for the linear elasticity problem with mixed boundary conditions
ENUMATH Conference 2011
International

Authors María González Taboada
Place Leicester (Reino Unido)

Pseudospectrum analysis of resonances in cavities with Perfectly Matched Layers
3rd International Conference on Computational Methods in Structural Dynamics and Earthquake Engineering - COMPDYN 2011
International

Authors Benjamin Goursaud, Christoffe Hazard, Andrés Prieto Aneiros
Organization International Association for Computational Mechanics (IACM).
Place Corfú (Grecia)

A Lagrange-Galerkin method for the numerical solution of a pension plan based on salary model
Congresso de Métodos Numéricos em Engenharia
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Organization Associaçao Portuguesa de Mecânica Teórica, Aplicada e Computational (APMTAC)
Place Coimbra (Portugal)

Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
MAMERN 2011
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Organization UNIVERSIDAD DE GRANADA
Place Saidia (Marruecos)

Métodos numéricos para problemas de convección-difusión
RSME Conference on Transfer and Industrial Mathematics
International

Authors Marta Benitez García, A. Bermúdez de Castro
Place Santiago de Compostela (España)

Optimización de una capa de material absorbente para un problema acústico
XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
National

Authors Luis Maria Hervella Nieto, X. Sagartzazu
Place Palma (España)

Un método numérico nuevo para un problema de interacción fluido-sólido lineal
XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
National

Authors María González Taboada, Virginia Selgas Buznego
Place Palma (España)

Adaptive numerical methods for an elastohydrodynamic problem arising in magnetic reading devices
5. International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources (MAMERN 11)
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Place Saidia (Marruecos)

Numerics and PDEs in Finance
Quantitative Methods in Financial and Insurance Mathematics
International

Authors Carlos Vázquez, María del Carmen Calvo Garrido
Place Leiden (Países Bajos)

A new numerical scheme for a linear fluid-structure interaction problem
IV International Conference on Computational Methods for Coupled Problems in Science and Engineering (COUPLED PROBLEMS 2011)
International

Authors María González Taboada, Virginia Selgas Buznego
Place Kos (Grecia)

An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
RSME Conference on Transfer and Industrial Mathematics
International

Authors Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez
Place Santiago de Compostela (España)

An efficient parallel implementation of a new high-order method for the numerical solution of heterogeneous models
SIAM Conference on Parallel Processing for Scientific Computing - SIAM PP10
International

Authors Oscar P. Bruno, Andrés Prieto Aneiros
Organization Society for Industrial and Applied Mathematics
Place Seattle (Estados Unidos)

A new augmented mixed formulation in linear elasticity
2010 SIAM Conference on Mathematical Aspects of Material Science
International

Authors G.N. Gatica, L.F. Gatica, María González Taboada
Place Filadelfia (Estados Unidos)

Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
European Multigrid 2010 (EMG2010)
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Place Ischia (Italia)

Modeling, mathematical analysis and numerical methods for a ratchet cap pricing problem
Congress SIMAI-SEMA 2010
International

Authors M. Suárez-Taboada, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacherelato
V Congreso de Educación Matemática de AGAPEMA
International

Authors Jose Antonio García-Rodríguez, Íñigo Arregui Álvarez, A.M. Ferreiro-Ferreiro
Place Ferrol (España)

A new more consistent model for piezoviscous hydrodynamc lubrication
Congress SIMAI-SEMA 2010
International

Authors Guy Bayada, Begoña Cid Iglesias, Guillermo García Lomba, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

A posteriori error estimators for two augmented mixed formulations in elasticity
Third Chilean Workshop on Numerical Analysis of Partial Differential Equations (WONAPDE 2010) Mini-simposio Mathematical Aspects of Finite Element Methods
International

Authors T.P. Barrios, E.M. Behrens, María González Taboada
Place Concepción (Chile)

A posteriori error estimates based on the Ritz projection of the error for an augmented mixed FEM in plane linear elasticity
Santiago Numerico II, Quinto Encuentro de Análisis Numérico de Ecuaciones Diferenciales Parciales
International

Authors T.P. Barrios, E.M. Behrens, María González Taboada
Place Santiago de Chile (Chile)

Numerical methods for PDE modeling of LIBOR rate derivatives with LMM
The Fifth General Conference on Advanced Mathematical Methods in Finance, AMAMEF 2010
International

Authors María Suárez Taboada, Carlos Vázquez
Place Bled (Eslovenia)

Well-balanced flux-splitting finite volumen methods using two matrices
Congress of the XIV Spanish-French Jacques-Louis Lions School
International

Authors E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, A. Martínez-Gavara
Place Coruña, A (España)

Numerical verification of shallow ice profile models through effective tools with analytical solutions
Congress SIMAI-SEMA 2010
International

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

Monomer flow
75 European Study Group wit Industry (75 ESGI)
International

Authors John Chapman, Laura Cribbin, Paul Dellar, A. Dunne, N. Fowkes, V. Lapin, William Lee, E. Murphy, O. Power, Carlos Vázquez, W. Sweatman
Organization MACSI
Place Limerick (Irlanda)

PDE models and methods for interest rate derivatives in LMM framework
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
International

Authors M. Suárez-Taboada, Carlos Vázquez
Place Barcelona (España)

A Posteriori Error Estimates for Augmented Mixed Methods in Elasticity
Joint SIMAI/SEMA Conference on Applied and Industrial Mathematics Mini-Simposio Domain Decomposition Methods, Iterative Solvers and Adaptive Methods
International

Authors T.P. Barrios, E.M. Behrens, María González Taboada
Place Cagliari (Italia)

Non-parametric sthocastic finite element methods using bootstrap techniques
International Mechanical Engineering Congress & Exposition - IMECE 2010
International

Authors Rosa María Crujeiras Casais, Andrés Prieto Aneiros
Organization American Society of Mechanical Engineers
Place Vancouver (Canadá)

Numerical methods for PDE problems modelling Amerasian options pricing
Congress SIMAI-SEMA 2010
International

Authors Alfredo Bermúdez de Castro, María Rodríguez Nogueiras, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

A new high-order method for the numerical simulation of wave propagation in heterogeneous materials
4th European Conference on Computational Mechanics- ECCM 2010
International

Authors Oscar P. Bruno, Andrés Prieto Aneiros
Organization European Community on Computational Methods in Applied Sciences (ECCOMAS)
Place París (Francia)

Numerical approximation of convection-diffusion problems through the PSI method
BAIL 2010-(Boundary and Interior Layers, Computational and Asymptotic Methods)
International

Authors Marta Benitez García, T. Chacón Rebollo, M. Gómez, G. Narbona-Reina
Place Zaragoza (España)

Numerical solution of PDE models for retirement plans based on average salary
Congress SIMAI-SEMA 2010
International

Authors María del Carmen Calvo Garrido, Carlos Vázquez
Organization Sociedad Española de Matemáica Aplicada (SEMA) y Sociedad Italiana de Matemática Aplicada e Industrial (SIMAI)
Place Cagliari (Italia)

Numerical solution of a free boundary problem associated to investments with irreversible environmental effects.
3er International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Resources
International

Authors Íñigo Arregui Álvarez, Carlos Vázquez, Antonio Acción Penas
Place Pau (Francia)

Simulación de aguas poco profundas en una GPU mediante Brook+
XX Jornadas de Paralelismo
National

Authors Jose Antonio García-Rodríguez, Jacobo Lobeiras Blanco, Margarita Amor López, Manuel Carlos Arenaz Silva, Basilio B. Fraguela, Manuel Jesús Castro Díaz
Place Coruña, A (España)

Simulación numérica de un modelo de frontera libre para la evolución del perfil de un glaciar
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones. XI Congreso de Matemática Aplicada
National

Authors Carlos Vázquez, Toja Gómez Raquel, Natividad Calvo Ruibal, José Durany Castrillo
Place Ciudad Real (España)

A residual-based a posteriori error estimator for an augmented mixed method in elasticity
9th International Conference Computational and Mathematical Methods in Science and Engineering (CMMSE 2009)
International

Authors María González Taboada, Tomás Patricio Barrios Faúndez, Edwin Marcelo Behrens
Place Gijón (España)

Modelado con Black-Scholes y resolución numérica para valorar un contrato tipo Ratchet-Cap
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones. XI Congreso de Matemática Aplicada
National

Authors Carlos Vázquez, María Suárez Taboada
Place Ciudad Real (España)

Programación de Alto Rendimiento en el Procesador Cell: aplicación a Simulación de Fluídos
XX Jornadas de Paralelismo
National

Authors Jose Antonio García-Rodríguez, Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Manuel Jesús Castro Díaz
Place Coruña, A (España)

Numerical simulation of bedload sediment transport using finite volume schemes
14TH EUROPEAN CONFERENCE ON MATHEMATICS IN INDUSTRY (ECMI2006)
National

Authors A.M. Ferreiro-Ferreiro, M. Castro Díaz, E.D. Fernández Nieto
Place Leganés (España)

Binomial trees for Markovian functional Swap Market Models
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International

Authors Carlos Vázquez, María Suárez Taboada, Carmen Calvo
Place Tetuan (Marruecos)

Shallowice sheet models and numerical simulation
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International

Authors Carlos Vázquez, Raquel Toja Gómez, José Durany Castrillo, Natividad Calvo Ruibal
Place Tetuan (Marruecos)

High order 2D schemes based on state reconstructions for non-conservative hyperbolic systems: application to bedload sediment transport.
5th International Symposium on Finite Volumes for Complex Applications (FVCA5
International

Authors A.M. Ferreiro-Ferreiro, E.D. Fernández Nieto, M.J. Castro Díaz
Place Aussois (Francia)

Binomial trees for Markovian functional Swap Market Models: calibration and pricing of interest rate derivatives
XIII Escuela Jacques-Louis Lions Hispano-Francesa sobre Simulación Numérica en Física e Ingeniería
International

Authors Carlos Vázquez, María Suárez Taboada, María del Carmen Calvo Garrido
Place Valladolid (España)

Study and Development of Numerical Models for the simulation of Geophysical Flows: The DamFlow Projet
14TH EUROPEAN CONFERENCE ON MATHEMATICS IN INDUSTRY (ECMI2006)
National

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González, C. Parés
Place Leganés (España)

Numerical Methods for a coupled profile-velocity-temperature problemin polythermal glaciers
1ER HISPANO-MOROCCAN DAYS ON APPLIED MATHEMATICS AND STATISTICS HMAMS
International

Authors Carlos Vázquez, Raquel Toja Gómez, José Durany Castrillo, Natividad Calvo Ruibal
Place Tetuan (Marruecos)

Resolución numérica de un problema de frontera libre asociado a inversiones con efectos medioambientales irreversibles
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors Antonio Acción Penas, Íñigo Arregui Álvarez, Carlos Vázquez
Place Sevilla (España)

Una nueva formulación mixta-primal para el problema de la elasticidad lineal en el plano
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors María González Taboada, Tomás P. Barrios, Luis F. Gatica, Gabriel N. Gatica
Place Sevilla (España)

High order two dimensional schemes for coupled shallow water-transport systems
The Seventh European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2007)
International

Authors Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro, Carlos Parés Madroñal
Place Graz (Austria)

Esquemas 2D de alto orden basados en reconstrucciones de estado para sistemas hiperbólicos no conservativos. Aplicación a problemas de transporte de sedimentos
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, Enrique Fernández Nieto
Place Sevilla (España)

Homogeneización de problemas (elasto)hidrodinámicos en lubricación
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Place Sevilla (España)

Micro-roughness effects in (elasto)hydrodynamic lubrication including a mass-flow preserving cavitation model
6th International Congress on Industrial and Applied Mathematics (ICIAM07)
International

Authors Sébastien Martin, Carlos Vázquez, Guy Bayada
Place Zurich (Suiza)

Mathematical model and numerical simulation of an elastohydrodynamical problem arising in magnetic reading
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Organization Universidade da Coruña (UDC)
Place Coruña, A (España)

Two-layer flow models. Application to the simulation of spill motions
Qualité des eaux marines
International

Authors Jose Antonio García-Rodríguez, A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, José M. González Vida, Carlos Parés Madroñal
Place Paris (Francia)

High order two dimensional numerical schemes for the coupling of transport equations and shallow water equations
7th EUROPEAN CONFERENCE ON NUMERICAL MATHEMATICS AND ADVANCED APPLICATIONS
International

Authors Jose Antonio García-Rodríguez, E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro, M.J. Castro, C. Parés
Place Graz (Austria)

Numerical approach of sediment transport problems by high order finite volume methods
International Workshop "Numerical Modelling of Hydrodynamics for Water Resources"
International

Authors Manuel J. Castro Díaz, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro, Carlos Parés Madroñal
Place Zaragoza (España)

Homogenization of (elasto)hydrodynamic lubrication problems with rough surfaces
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Organization Universidade da Coruña (UDC)
Place Coruña, A (España)

Esquemas numéricos bidimensionales de alto orden para el acoplamiento de ecuaciones de transporte y ecuaciones de aguas someras
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Carlos Parés Madroñal, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro
Place Sevilla (España)

Elrod-Adams free boundary model: a tentative of physical justification
International Workshop on Modelling and Numerical Methods in Lubrication Technologies
International

Authors Guy Bayada, Sébastien Martin, Carlos Vázquez
Organization Universidade da Coruña (UDC)
Place Coruña, A (España)

High order finite volume methods for 2D non-conservative hyperbolic system over non-structured meshes. Application to shallow water equations and sediment transport
Second International Conference on High Order Non-Oscillatory Methods for Wave Propagation, Transport and Flow Problem
International

Authors Manuel J. Castro Díaz, Enrique D. Fernández Nieto, A.M. Ferreiro-Ferreiro
Place Trento (Italia)

Numerical techniques for ice-mass dynamics simulation by using a complete shallow ice approximation
6th International Congress on Industrial and Applied Mathematics (ICIAM07)
International

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo, Raquel Toja Gómez
Place Zurich (Suiza)

Sediment transport models and tsunami generation in shallo water equations. Numerical approach by high order finite volume methods
International Conference on Approximation Methods and Numerical Modelling in Environment and Natural Ressources
International

Authors Manuel J. Castro Díaz, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro, José M. González Vida, A. Mangeney
Place Granada (España)

Numerical methods for pricing some Asian options with Black-Scholes models
Numerics of Finance
International

Authors Alfredo Bermúdez de Castro, María Rodríguez Nogueiras, Carlos Vázquez
Place Frankfurt (Alemania)

Development of Numerical Models for the simulation of geophysical flows: the DamFlow Project.
14 th European Conference on Mathematics for Industry.
International

Authors José M. González Vida, M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Parés Madroñal
Organization Universidad Carlos III de Madrid
Place Madrid (España)

Numerical simulation of bedload sediment transport using finite volume schemes.
14 th European Conference on Mathematics for Industry.
International

Authors A.M. Ferreiro-Ferreiro, M.J. Castro Díaz, E. Fernández Nieto
Organization Universidad Carlos III de Madrid
Place Madrid (España)

Damflow Project: an efficient 2d finite volume solver for hydrodinamical fluids
International Congress of Mathematicians ICM 2006
International

Authors Manuel J. Castro Díaz, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal
Place Madrid (España)

An exact bounded PML technique for the scattering of acoustic waves.
International Congress on the Applications of Mathematics. ICAM 2006
International

Authors Alfredo Bermúdez de Castro López-Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez
Place Santiago de Chile (Chile)

Numerical Simulation of unbounded elatoacoustic problems applying an optimal PML technique.
MAFELAP 2006
International

Authors Alfredo Bermúdez de Castro López-Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez
Place Londres (Reino Unido)

Second order Lagrange-Galerkin methods for convection-diffusion-reaction problems.
Marrakesh World Conference on Diferential Equations and applications.
International

Authors Carlos Vázquez, Alfredo Bermúdez, María Rodríguez Nogueiras
Place Marrakesh (Marruecos)

DamFlow Project: a postprocessing tool for parallel hydrodinamical simulations.
International Congress of Mathematicians ICM 2006
International

Authors M.J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Place Madrid (España)

Parallel Finite Volume method using Domain Decomposition, MPI and SSE Instructions: Applications.
Fifth International Conference on Engineering Computational Technology.
International

Authors M.J. Castro, Jose Antonio García-Rodríguez, J.M. González, Carlos Parés Madroñal
Place España

A posteriori error estimates for an augmented mixed finite element method in linear elasticity.
SIAM Annual Meeting.
International

Authors María González Taboada, Tomás Patricio Barrios Faúndez
Place Boston (Estados Unidos)

An Optimal finite-element/PML method for the simulation of acoustic wave propagation phenomena
Workshop Variational Formulations in Mechanics: Theory and Applications
International

Authors Alfredo Bermúdez de Castro López-Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez
Place Petrópolis (Brasil)

Numerical methods for shalow ice models.
Seminario Internacional Complutense Earth Sciences and Mathematics.
International

Authors Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez
Organization Universidad Complutense de Madrid
Place Madrid (España)

Comparison ot two iterative algoritms to solve fixed-strike Amerasian options (unilateral obstacle) pricing problem
FBP 2005
International

Authors Carlos Vázquez, A. Bermúdez, María R. Nogueiras
Place Coimbra (Portugal)

Optimized PML for time-harmonic scattering problems.
ICTCA
International

Authors A. Bermúdez, A. Prieto, Luis Maria Hervella Nieto, R. Rodríguez
Place Hangzhou (China)

Computer time improvement for some shallow water finite volume models applying parallelization and optimized small matrix computations.
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Place Santiago de Compostela (España)

Some well-balanced shallow water-sediment transpor model including gravity effects.
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors M. Castro Díaz, T. Chacón Rebollo, E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro
Place Santiago de Compostela (España)

Resolución numérica de un modelo acoplado de intercambio energético hielo-atmósfera
VII Congreso de Métodos Numéricos en la Ingeniería
International

Authors Natividad Calvo, José Durany, Carlos Vázquez
Place Granada (España)

Modelos acoplados de procesos elastohidrodinámicos en lectura magnética
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez, Carlos Parés Madroñal
Organization Universidad Carlos III de Madrid
Place España

Paralelización mediante descomposición de dominios de un esquema numérico de tipo volúmenes finitos para la resolución de un sistema de shalow water bicapa bidimensional.
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Organization Universidad Carlos III de Madrid
Place España

Un método de características crack-Nicholson de orden 2
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors A. Bermúdez, María R. Nogueiras, Carlos Vázquez
Organization Universidad Carlos III de Madrid
Place España

DamFlow: un software de visualización de flujos hidrodinámicos.
Congreso sobre modelización matemática de la sedimentación en la costa.
National

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Place España

Higher order methods of Eurasian and Amerasian option pricing problems
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors María R. Nogueiras, Carlos Vázquez
Place Santiago de Compostela (España)

Second order characteristics/finite elements for possibly(degenerated) convection-diffusion-reaction problems
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors María R. Nogueiras, Carlos Vázquez
Place Santiago de Compostela (España)

Interface fluid/free boundary problems in thin film flows
FBP 2005
International

Authors Sébastien Martin, G. Bayada, Carlos Vázquez
Place Coimbra (Portugal)

Numerical construction of exact perfectly matched layers for time-harmonic problems.
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors Luis Maria Hervella Nieto, A. Prieto, R. Rodríguez
Place Santiago de Compostela (España)

Optimization of a duality method for the compressible Reynolds equation
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Parés Madroñal, Carlos Vázquez
Place Santiago de Compostela (España)

Paralelización SIMD de un esquema de volúmenes finitos usando instrucciones multimedia SSE: aplicación a problemas de shalow water en dominios bidimensionales
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Organization Universidad Carlos III de Madrid
Place España

Aplicación de esquemas de volúmenes finitos al estudio de transporte de sedimentos en el marco de ecuaciones de aguas someras.
VII Congreso de Métodos Numéricos en la Ingeniería
International

Authors M.J. Castro Díaz, T. Chacón Rebollo, E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro
Place Granada (España)

Aproximación numérica mediante esquemas de volúmenes finitos de algunos modelos matemáticos de transporte de sedimentos.
Congreso sobre modelización matemática de la sedimentación en la costa.
National

Authors Manuel J. Castro Díaz, T. Chacón Rebollo, E.D. Ferrnández Nieto, A.M. Ferreiro-Ferreiro
Place España

A family of exact bounded PML for the Helmholtz problem
4th European Congress on Computational Methods in Applied Sciences and Engineering - ECCOMAS 2004
International

Authors Alfredo Bermúdez de Castro López Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez Alonso
Place Jyväskylä (Finlandia)

Métodos numéricos para un modelo multívoco de flujo de agua en corrientes rápidas de hielo
Congresso de Métodos Computacionais em Engenharia
International

Authors Natividad Calvo Ruibal, José Durany Castrillo, Ana Isabel Muñoz Montalvo, Emmanuel Schiavi, Carlos Vázquez
Place Lisboa (Portugal)

Simulación numérica en glaciología mediante modelos globales de hielo poco profundo.
Congresso de Métodos Computacionais em Engenharia
International

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Place Lisboa (Portugal)

A global shallow ice model and its numerical simulation.
Fourth International Conference on Engineering Computational Technology(ECT 2004)
International

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Place Lisboa (Portugal)

Variational inequalities for the valuation of financial derivatives
WONAPDE 2004
International

Authors Alfredo Bermúdez de Castro López Varela, María Rodríguez Nogueiras, Carlos Vázquez
Place Concepción (Chile)

Un método numérico para la ecuación no lineal de Reynolds en dispositivos magnéticos
Nuevos retos y perspectivas en la dinámica no lineal: sus aplicaciones
National

Authors J.J. Cendán, Íñigo Arregui Álvarez, Carlos Vázquez
Place Toledo (España)

A coupling of FEM and BEM for a nonlinear parabolic-elliptic problem.
WONAPDE 2004
International

Authors María González Taboada, Salim Meddahi
Place Concepción (Chile)

An exact PML method for the Helmholtz equation.
WONAPDE 2004
International

Authors Alfredo Bermúdez de Castro López-Varela, Luis Maria Hervella Nieto, Andrés Prieto Aneiros, Rodolfo Rodríguez Alonso
Place Concepción (Chile)

A pararell 2D finite volume scheme for solvin the bilayer shallow-water exchange at the Strait of Gibraltar
Parallel Computanional Fluid Dynamics
International

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González González Vida, C. Parés
Place España

Numerical methods for pricing fixed average Eurasian options with continuous arithmetic averaging
Stochastic Finance 2004
International

Authors Alfredo Bermúdez de Castro López-Varela, María Rodríguez Nogueiras, Carlos Vázquez
Place Lisboa (Portugal)

Métodos de características/elementos finitos de orden dos para la valoración de opciones asiáticas
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors Carlos Vázquez, Alfredo Bermudez de Castro, María Rodríguez Nogueiras
Place Tarragona (España)

Algoritmos de resolución numérica de un problema termohidráulico con frontera libre en Glaciología.
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo, Ana Muñoz Montalvo, Emanuelle Schiavi
Place Tarragona (España)

Existencia de solución de un modelo de Stokes-viga estacionario con condiciones de contorno no homogéneas
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors Carlos Vázquez, Begoña Cid Iglesias, Michelle Chambat, Guy Bayada
Place Tarragona (España)

Un esquema numérico implícito para un modelo térmico de Stefan-Signorini en grandes masas de hielo
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors Carlos Vázquez, Natividad Calvo Ruibal, Jose Durany Castrillo
Place Tarragona (España)

A duality method for the compressible Reynolds equiation. Application to simulation of read/write processes in magnetic storage devices
International Conference of Computational Methods in Sciences and Engineering
International

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Place Kastoria (Grecia)

Construcción de una capa PML óptima en acústica
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors Luis Maria Hervella Nieto, Alfredo Bermudez de Castro, Andres Prieto, Rodolfo Rodríguez
Place Tarragona (España)

Chracteristics/finite elements for pricing callable bonds with notice
First AMS-RSME Joint Meeting
International

Authors Carlos Vázquez, Javier Farto Graña
Place Sevilla (España)

Computation of the vibration modes of an elastoacoustic system using a modal sintesis method
Second MIT Conference on Computational fluids and solid mechanics
International

Authors Luis Maria Hervella Nieto, Alfredo Bermudez de Castro Lopez-Varela, Rodolfo Rodríguez
Place Cambridge (Estados Unidos)

Un método de elementos finitos mixtos para el problema de Stokes generalizado.
XVIII CEDYA-VIII Congreso de Matemática aplicada
National

Authors María González Taboada, Gabriel Gatica
Place Tarragona (España)

Finite elements numerical solution of a coupled profile-velocity-temperature shallow ice sheet approximation
International Conference on Computational and Mathematical Methods on Science and Ingineering CMMSE2002
International

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo
Place España

Un modelo de Stefan-Signorini no -newtoniano con efectos basales para la termodinámica de grandes masas de hielo
V Congreso de Métodos Numéricos en Ingeniería
International

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo
Place Madrid (España)

Numerical model validation with experimental data on dam break problems involving wetting/drying fronts over initially dry bed adverse slopes
International Conference on fluvial hydraulics
International

Authors Jerónimo Puertas Agudo, Carlos Vázquez, Pilar Brufau, Pilar García Navarro, Ana Méndez
Place Louvain-la-Neuve (Bélgica)

Sur un couplage fluide-poutre pour un fluide de faible épaisseur et une poutre rugueuse. Modélisation et homogénéisation double échelle
34ème Congres National d¿Analyse Numérique - CANUM2002
International

Authors Carlos Vázquez, Begoña Cid Iglesias, Guy Bayada, Michelle Chambat
Place Anglet (Francia)

Numerical simulation of elastohydrodynamic Reynolds-rod model for lubrication of routh surfaces
International Conference on Computational and Mathematical Methods on Science and Ingineering CMMSE2002
International

Authors Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias
Place España

Un problema de frontera móvil en la hidrodinámica de la antártida
V Congreso de Métodos Numéricos en Ingeniería
International

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo
Place Madrid (España)

Estudio matemático de un modelo acoplado estacionario de tipo Stokes-Viga.
Congreso no lineal 2002
National

Authors Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias, Michelle Chambat
Organization Universidad de Castilla-La Mancha
Place Cuenca (España)

Existencia de solución del nuevo modelo de Reynolds-Koiter para dispositivos eje-cojinete elásticos.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National

Authors Íñigo Arregui Álvarez, J.J. Cendán, Carlos Vázquez
Place Salamanca (España)

Resolución numérica de la formulación en presiones del problema elastoacústico-
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National

Authors Luis Maria Hervella Nieto, Alfredo Bermúdez de Castro, Pablo Gamallo, Rodolfo Rodríguez
Place Salamanca (España)

Finite element approximation for elastoacoustics. Applications to active control of sound.
Mathematical Modeling and Simulation in Acoustics.
International

Authors Luis Maria Hervella Nieto, Alfredo Bermúdez de Castro, Pablo Gamallo, Rodolfo Rodríguez
Place Paris (Francia)

Un esquema implícito para la difusión no lineal en el cálculo de perfiles de grandes masas de hielo.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany
Place Salamanca (España)

Homogeneización mediante doble escala del modelo elastohidrodinámico de Reynolds-viga en el caso rugoso.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National

Authors Carlos Vázquez, Guy Bayada, Begoña Cid Iglesias
Place Salamanca (España)

Simulación numérica del comportamiento termoelastohidrodinámico de la Antártida mediante modelos de hielo poco profundo.
17 Congreso de Ecuaciones Diferenciales y Aplicaciones/ 7 Congreso de Matemática Aplicada.
National

Authors Carlos Vázquez, José Durany, Natividad Calvo Ruibal
Place Salamanca (España)

Characteristics numerical method for pricing convertible bonds and options with 1-d parabolic models
Ninth International Congress on Computational and Applied Mathematics
International

Authors Félix Díaz Hermida, Carlos Vázquez
Place Lovaina (Bélgica)

A modal reduction method for the elastoacoustic vibration problem
5th International Conference on Mathematical and Numerical Aspects of Wave Propagation " WAVES 2000"
International

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez, A. Bermúdez
Place Santiago de Compostela (España)

Un método numérico para el cálculo de espesores en grandes masas de hielo
IV Congreso de Métodos Numéricos en Ingeniería
International

Authors Carlos Vázquez, N. Calvo, José Durany Castrillo
Place Sevilla (España)

Aproximación de la temperatura en modelos no lineales de masas de hielo politérmico
IV Congreso de Métodos Numéricos en Ingeniería
International

Authors Carlos Vázquez, N. Calvo, José Durany Castrillo
Place Sevilla (España)

Simulación Numérica del Eje- Cojinete con el Nuevo Modelo Elastohidrodinámico de Reynolds- Koiter
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National

Authors Íñigo Arregui Álvarez, Carlos Vázquez
Place España

Análisis Matemático y Numérico de algunos problemas de frontera libre en casquetes polares politérmicos
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National

Authors Carlos Vázquez, N. Calvo, José Durany Castrillo
Place España

Cálculo por Elementos Finitos de las Vibraciones de un Sistema Placa- Fluído con Amortigüamiento
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National

Authors Luis Maria Hervella Nieto, Rodolfo Rodríguez
Place España

Deducción y Análisis Matemático de nuevos modelos acoplados de tipo Reynolds- Viga
XVI Congreso de Ecuaciones Diferenciales y Aplicaciones. VI Congreso de Matemática Aplicada
National

Authors Carlos Vázquez, Guy Bayada, B. Cid
Place España

Paralelización de un Algoritmo Numérico para Problemas Elastohidradinámicos de Contacto Puntual
IV Congreso de Métodos Numéricos en Ingeniería
International

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez
Place Sevilla (España)

Numerical Simulation of Reynolds-Hertz an Reynolds-Koiter elastohydrodinamic coupled models
Fourth World Congress on Computational Mechanics
International

Authors Íñigo Arregui Álvarez, José Durany Castillo, Guillermo García, Carlos Vázquez
Place Buenos Aires (Argentina)

Cálculo numérico de las distribuciones de espesor y presión en un problema de lubricación sobre un cojinete de contacto rodante
6as Jornadas Portuguesas de Tribologia
International

Authors José Durany Castrillo, Guillermo García, Carlos Vázquez
Place Coimbra (Portugal)

Multiprocessing on the AP3000 System for Solving Lubrication Problem in Mechanical Engineering
8th Int'l Parallel Computing Workshop. PCW'98
International

Authors Manuel Carlos Arenaz Silva, Margarita Amor López, Juan Touriño Domínguez, Guillermo García, Carlos Vázquez, Ramón Doallo
Place Singapur (Singapur)

Algoritmos Numéricos para la Resolución del Modelo de Deriva-Difusión Unidimensional en Semiconductores
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International

Authors Carlos Vázquez, Nicolás Sánchez Roel
Place Vigo (España)

Análisis Numérico de un problema no lineal monótono en un dominio exterior
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International

Authors María González Taboada, Pablo Pérez, Salim Meddahi
Place Vigo (España)

Estimaciones del error para el sistema de Lamé en un dominio exterior
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International

Authors María González Taboada, Salim Meddahi
Place Vigo (España)

High Performance Computing of a New Numerical Algorithm for an Industrial Problem in Tribology
3rd International Meeting on Vector and Parallel Processing VECPAR'98
International

Authors Manuel Carlos Arenaz Silva, Ramón Doallo, Juan Touriño Domínguez, Carlos Vázquez, Guillermo García
Place Oporto (Portugal)

Resolución Numérica de un Problema de Frontera Libre de Glaciares Temperados
XV Congreso de Ecuaciones Diferenciales y Aplicaciones CEDYA/ V Congreso de Matemática Aplicada
International

Authors Carlos Vázquez, Natividad Calvo Ruibal, José Durany Castrillo
Place Vigo (España)

About a Reynolds-Hertz Coupled Problem with a Nonlocal Constraint in Elastohydrodynamic Lubrication
Modelisation Mathematique et Tribologie; Lubrification et Frottement Sec.
International

Authors José Durany Castrillo, Guillermo García, Carlos Vázquez
Place Lyon (Francia)

Numerical Analysis of a Cavitation Free Boundary Problem with Flux Imposed boundary Condition
FBP 97: Free Boundary Problems and Applications
International

Authors Carlos Vázquez, Guy Bayada, Michelle Chambat
Place Creta (Grecia)

Elastohydrodynamic Piezoviscous Lubrication Problems in thin Bearing Devices
6 Congreso International Colloquium on Numerical Analysis and Computer Science With Applications
International

Authors Carlos Vázquez, José Durany Castillo, Guillermo García Bayada
Place Plovdiv (Bulgaria)

Numerical computation of the vibration modes of a plate coupled with a fluid
ENUMATH'97
International

Authors Luis Maria Hervella Nieto
Place Heidelberg (Alemania)

Algoritmos numéricos para la resolución del modelo de derivada-difusión unidimensional en semiconductores
V Congreso de Matemática Aplicada
National

Authors Nicolás Sánchez, Carlos Vázquez
Organization Universidade de Vigo
Place Vigo (España)

Numerical Solution of a Reynolds Hertz Coupled Problem With Nonlocal Constraint
15 IMACS World Congress
International

Authors Carlos Vázquez, José Durany, Guillermo García
Place Berlín (Alemania)

Resolución numérica de un problema de frontera libre en glaciares temperados
V Congreso de Matemática Aplicada
National

Authors Natividad Calvo Ruibal, José Durany Castrillo, Carlos Vázquez
Organization Universidade de Vigo
Place Vigo (España)

Numerical Computation of the vibration modes of a plate coupled with a fluid
10º Congreso sobre Métodos Numéricos y sus Aplicaciones X ENIEF
International

Authors Luis Maria Hervella Nieto, Ramón Rodríguez, J.E. Solomin
Place Bariloche (Argentina)

Un método de elementos finitos para un problema de elastoacústica en tres dimensiones
Jornadas sobre problemas de frontera libre y aplicaciones
National

Authors Luis Maria Hervella Nieto
Place Coruña, A (España)

Contacto elastohidrodinámico en lubricación pierzoviscosa de dispositivos eje-cojinete con imposición de carga
Métodos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
National

Authors J. Durany, G. García, Carlos Vázquez
Place Zaragoza (España)

Comparación de Algoritmos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
Métodos Numéricos en Problemas de Lubricación con Cavitación en Superficies Rugosas
National

Authors N. Calvo, J. Durany, Carlos Vázquez
Place Zaragoza (España)

Numerical Solution of Three-Dimensional Elastoacoustic Problems
ECCOMAS' 96 - Second Eccomas conference on Numerical Methods in Engineering
International

Authors Luis Maria Hervella Nieto, A. Bermúdez, Ramón Rodríguez
Place París (Francia)

Une formulation eulérienne pour les coques minces en grands déplacements
II Congrés National en Calcul des Structures
National

Authors Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün
Place Francia

Coques minces en grands déplacements: prise en compte des non-linéarités géométriques par une formulation eulérienne
Congreso STRUCOME
International

Authors Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün
Place París (Francia)

Grandes desplazamientos de láminas delgadas. Aproximación de movimientos inestables
XIV Congreso de Ecuaciones Diferenciales y Aplicaciones - IV Congreso de Matemática Aplicada
National

Authors Íñigo Arregui Álvarez, Ph. Destuynder, M. Salaün
Place Vic (España)