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José Antonio García-Rodríguez
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2020 – today
- 2025
- [j18]Davide Trevisani, José G. López-Salas
, Carlos Vázquez
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem. Appl. Math. Comput. 488: 129105 (2025) - 2024
- [j17]Víctor González Tabernero
High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms. Appl. Math. Comput. 469: 128528 (2024) - [j16]Víctor González Tabernero
Boundary Treatment for High-Order IMEX Runge-Kutta Local Discontinuous Galerkin Schemes for Multidimensional Nonlinear Parabolic PDEs. SIAM J. Sci. Comput. 46(5): 3282- (2024) - [i7]Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez:
An efficient implementation of parallel simulated annealing algorithm in GPUs. CoRR abs/2408.00018 (2024) - [i6]Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel Jesús Castro Díaz:
Global optimization for data assimilation in landslide tsunamis models. CoRR abs/2408.11819 (2024) - [i5]José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing. CoRR abs/2409.01125 (2024) - [i4]José G. López-Salas, M. Suárez-Taboada, Manuel J. Castro, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance. CoRR abs/2409.01131 (2024) - [i3]José G. López-Salas, M. Suárez-Taboada, Manuel Jesús Castro Díaz, Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez:
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance. CoRR abs/2410.02925 (2024) - [i2]Víctor González Tabernero, José G. López-Salas, Manuel Jesús Castro Díaz, José Antonio García-Rodríguez:
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs. CoRR abs/2410.02927 (2024) - 2023
- [j15]Joel P. Villarino
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. J. Comput. Appl. Math. 425: 115041 (2023) - 2022
- [c1]Joel P. Villarino, José Antonio García-Rodríguez, Álvaro Leitao:
Boundary-safe PINNs extension. XoveTIC 2022: 142-144 - [i1]Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez:
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. CoRR abs/2210.02175 (2022) - 2020
- [j14]Ana Maria Ferreiro-Ferreiro
Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU. Bus. Inf. Syst. Eng. 62(1): 5-20 (2020) - [j13]Ana Maria Ferreiro-Ferreiro
Global optimization for data assimilation in landslide tsunami models. J. Comput. Phys. 403 (2020) - [j12]Ana Maria Ferreiro-Ferreiro
A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs. Math. Comput. Simul. 177: 467-486 (2020)
2010 – 2019
- 2019
- [j11]Ana M. Ferreiro
Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Appl. Math. Comput. 356: 282-298 (2019) - [j10]Ana M. Ferreiro
Parallel two-phase methods for global optimization on GPU. Math. Comput. Simul. 156: 67-90 (2019) - 2018
- [j9]José L. Fernández, Ana M. Ferreiro
GPU parallel implementation for asset-liability management in insurance companies. J. Comput. Sci. 24: 232-254 (2018) - 2014
- [j8]Ana M. Ferreiro
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives. Appl. Math. Comput. 242: 65-89 (2014) - 2013
- [j7]D. Castillo, Ana M. Ferreiro
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. Appl. Math. Comput. 219(24): 11233-11257 (2013) - [j6]Ana M. Ferreiro
An efficient implementation of parallel simulated annealing algorithm in GPUs. J. Glob. Optim. 57(3): 863-890 (2013) - [j5]J. L. Fernández, Ana M. Ferreiro
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. Math. Comput. Simul. 94: 55-75 (2013)
2000 – 2009
- 2009
- [j4]Manuel Jesús Castro Díaz
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems. J. Sci. Comput. 39(1): 67-114 (2009) - [j3]Miguel Lastra
Simulation of shallow-water systems using graphics processing units. Math. Comput. Simul. 80(3): 598-618 (2009) - 2007
- [j2]Manuel Jesús Castro Díaz
Improved FVM for two-layer shallow-water models: Application to the Strait of Gibraltar. Adv. Eng. Softw. 38(6): 386-398 (2007) - 2005
- [j1]Manuel J. Castro
The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems. Math. Comput. Model. 42(3-4): 419-439 (2005)
Coauthor Index
aka: Manuel J. Castro
aka: Ana Maria Ferreiro-Ferreiro
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