| 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 |
| Address | Carlos Vázquez Cendón Facultad de Informática Campus de Elviña, s/n 15071 - A Coruña |
| Phone | 981167000 ext. 1335 |
| Fax | 981167160 |
| Website | http://dm.udc.es/m2nica/ |
| Research lines |
Modelos matemáticos en Tribología Modelos matemáticos en Glaciología Elasticidad lineal y no lineal en láminas Modelos de interacción fluido-/estructura Método de elementos de contorno Modelos matemáticos en Finanzas |
| Keywords | tribología, ecuación de Reynolds, lubricación, cavitación, frontera libre, elementos finitos; glaciología, cambio de fase, hielo poco profundo, problemas no lineales acoplados, elementos finitos; láminas delgadas, Kirchhoff--Love, grandes desplazamientos, elementos finitos; interacción fluido/estructura, elastoacústica, vibraciones, problemas espectrales, elementos finitos; electromagnetismo, acústica, operadores integrales, edps, elementos de contorno; matemática financiera, productos derivados, cobertura dinámica, Black/Scholes, elementos finitos |
| Services offered |
- Modelado matemático de problemas de ciencias físicas, sociales e ingeniería, mediante ecuaciones en derivadas parciales. - Análisis matemático de modelos de E.D.P. lineales y no lineales - Asesoramiento en problemas industriales o tecnológicos en relación con las líneas de investigación del grupo, en aspectos de modelos matemáticos, análisis y simulación numérica - Simulación numérica de procesos en física e ingeniería (térmicos, cambio de fase, lubricación, ...) |
| Transferable results | - Elaboración de códigos informáticos para la resolución de problemas modelados por ecuaciones en derivadas parciales (ajuste de superficies de álabes de turbinas, dinámica de cuerpos rígidos, valoración de productos financieros, ...) |
You can browse the catalog by selecting a merit type and year.
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 |
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 |
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 |
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 31/12/2020 |
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 |
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 29/12/2019 |
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 acreditación, estructuración e mellora de Centros de Investigación Singulares do Sistema Universitario de Galicia
| Funding entity | Consellería de Cultura, Educación e Ordenación Universitaria |
| Main researches | M. G. 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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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) |
Total value adjustment for a stochastic volatility model. A comparison with the Black¿Scholes model
| Authors | B. Salvador, Cornelis W. Oosterlee. |
| Journal | APPLIED MATHEMATICS AND COMPUTATION Vol. 391 (pages 125489 to 125489) |
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) |
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 (pages 113015 to 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) |
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) |
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) |
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 |
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) |
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 (pages 113007 to 113007) |
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) |
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) |
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 |
| DOI | https://doi.org/10.1093/imanum/draa076 |
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) |
On Calibration Neural Networks for extracting implied information from American options
| Authors | Shuaiqiang Liu, Álvaro Leitao Rodríguez, Anastasia Borovykh, Cornelis W. Oosterlee |
| Journal | arXiv.org (pages 1 to 24) |
A stochastic ¿-SEIHRD model: adding randomness to the COVID-19 spread
| Authors | Álvaro Leitao, Carlos Vázquez |
| Journal | arXiv.org (pages 1 to 19) |
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
| Authors | B. Salvador, Cornelis W. Oosterlee., Remco van der Meer |
| Journal | Proceedings Vol. 54 Num. 1 (pages 1 to 3) |
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) |
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) |
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) |
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) |
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 |
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) |
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 |
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) |
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) |
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) |
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 |
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) |
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 |
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) |
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) |
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 |
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) |
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) |
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) |
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) |
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 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 |
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) |
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) |
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) |
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) |
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 |
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 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 |
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 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 |
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) |
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 |
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 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) |
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) |
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 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) |
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) |
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) |
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 |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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 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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
Third International Conference on Computational Finance. Book of abstracts
| Publishing | Publicaciones UDC, (España) |
| ISBN | 978¿84¿9749¿725¿1 |
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 |
Cálculo para Ingeniería Informática
| Authors | Andrés Prieto Aneiros |
| Publishing | Reprografía Noroeste S.L., (España) |
| ISBN | 978-84-697-0084-6 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
Mathematical modeling, analysis and numerical methods for a general class of gene regulatory networks
| Author | Manuel Pájaro Diéguez |
| Director/s | Antonio Álvarez Alonso e 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 |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
XVA for a stochastic volatility model
ALGORITHMY 2020
International
| Authors | B. Salvador, C.W. Oosterlee |
| Place | Podbanske (Eslovaquia) |
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
XOVETIC 2020
International
| Authors | B. Salvador, C.W. Oosterlee, van der Meer, R |
| Organization | Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC) |
| Place | Coruña, A (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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
Supercomputing: A View from Financial Mathematics
Financial Mathematics and Supercomputing
International
| Authors | C. Vázquez |
| Place | Coruña, A (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) |
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) |
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) |
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) |
Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for earlyexercise options
QuantMinds International 2018
International
| Authors | Álvaro Leitao |
| Place | Lisboa (Portugal) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
Efficient one and multiple time-step simulation of the SABR model
MathFinance conference 2017
International
| Authors | Álvaro Leitao Rodríguez |
| Place | Frankfurt (Alemania) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
Pricing early-exercise options: GPU Acceleration of SGBM method
SIAM conference on Uncertainty Quantification (UQ) 2016
International
| Authors | Álvaro Leitao Rodríguez |
| Place | Lausanne (Suiza) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
Stochastic Grid Bundling Method: GPU Acceleration
International Conference of Computational Finance - ICCF2015
International
| Authors | Álvaro Leitao Rodríguez |
| Place | Londres (Reino Unido) |
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) |
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) |
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) |
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) |
Stochastic Grid Bundling Method: GPU Acceleration
Stochastics & Computational Finance - from academia to industry (SCF) 2015
International
| Authors | Álvaro Leitao |
| Place | Lisboa (Portugal) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
Algunas herramientas matemáticas y computacionales para la transferencia al sector financiero
II Jornada CRM-Empresa Finanzas Cuantitativas
National
| Authors | Carlos Vázquez |
| Place | Barcelona (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) |
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) |
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) |
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) |
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) |
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) |
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) |
Investment under uncertainty with environmental effects
Mathematics and Geosciences: Local and global perspectives (MATHGEO2013)
International
| Authors | Íñigo Arregui Álvarez, Carlos Vázquez |
| Place | Madrid (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) |
Numerical methods for nonlinear PDEs in finance
III Autum Meeting Nonlinear PDEs in Finance
International
| Authors | Carlos Vázquez |
| Place | Lisboa (Portugal) |
Algunos modelos de EDPs para la valoración de derivados
Cádiz Numérica
National
| Authors | Carlos Vázquez |
| Place | Cádiz (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) |
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) |
Pricing pension plans under jump-diffusion models
19th IMACS World Congress
International
| Authors | María del Carmen Calvo Garrido, Carlos Vázquez |
| Place | Escorial, El (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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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) |
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 |
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) |
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) |
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) |
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: 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) |
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) |
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 |
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) |
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 |
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) |
Interface fluid/free boundary problems in thin film flows
FBP 2005
International
| Authors | Sébastien Martin, G. Bayada, Carlos Vázquez |
| Place | Coimbra (Portugal) |
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) |
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) |
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) |
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) |
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 |
Optimized PML for time-harmonic scattering problems.
ICTCA
International
| Authors | A. Bermúdez, A. Prieto, Luis Maria Hervella Nieto, R. Rodríguez |
| Place | Hangzhou (China) |
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 |
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 |
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) |
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 |
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) |
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) |
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) |
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) |
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 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) |
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) |
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) |
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) |
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) |
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 |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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) |
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 |
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) |
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) |
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) |
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) |
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) |
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) |
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 |
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 |
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 |
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) |
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 |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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) |
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
10º Congreso sobre Métodos Numéricos y sus Aplicaciones X ENIEF
International
| Authors | Luis Maria Hervella Nieto, Ramón Rodríguez, J.E. Solomin |
| Place | Bariloche (Argentina) |
Numerical computation of the vibration modes of a plate coupled with a fluid
ENUMATH'97
International
| Authors | Luis Maria Hervella Nieto |
| Place | Heidelberg (Alemania) |
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) |
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) |
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) |
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) |
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 |
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) |