Zobrazeno 1 - 10
of 9 171
pro vyhledávání: '"Castro, M A"'
Autor:
López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.
In this article we present a novel and general methodology for building second order finite volume implicit-explicit (IMEX) numerical schemes for solving two dimensional financial parabolic PDEs with mixed derivatives. In particular, applications to
Externí odkaz:
http://arxiv.org/abs/2410.02925
Autor:
López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.
Publikováno v:
J.G. L\'opez-Salas et. al. Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance. Hyperbolic Problems: Theory, Numerics, Applications. SEMA SIMAI Springer Series, vol 35. Springer, Cham, 2024
We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order convergen
Externí odkaz:
http://arxiv.org/abs/2409.01131
Autor:
López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.
Publikováno v:
L\'opez-Salas, J.G. et. al. IMEX-RK Finite Volume Methods for Nonlinear 1d Parabolic PDEs. Application to Option Pricing. In: Hyperbolic Problems: Theory, Numerics, Applications. SEMA SIMAI Springer Series, vol 35. Springer, Cham, 2024
The goal of this paper is to develop 2nd order Implicit-Explicit Runge-Kutta (IMEX-RK) finite volume (FV) schemes for solving 1d parabolic PDEs for option pricing, with possible nonlinearities in the source and advection terms. The spatial semi-discr
Externí odkaz:
http://arxiv.org/abs/2409.01125
Autor:
Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A., López-Salas, J. G., Escalante, C., Castro, M. J.
Publikováno v:
A.M. Ferreiro-Ferreiro, J.A. Garc\'ia-Rodr\'iguez, J.G. L\'opez-Salas, C. Escalante, M.J. Castro, Global optimization for data assimilation in landslide tsunami models, Journal of Computational Physics, Volume 403, 2020, 109069
The goal of this article is to make automatic data assimilation for a landslide tsunami model, given by the coupling between a non-hydrostatic multi-layer shallow-water and a Savage-Hutter granular landslide model for submarine avalanches. The couple
Externí odkaz:
http://arxiv.org/abs/2408.11819
Autor:
Morales-Calderón, M., Joyce, S. R. G., Pye, J. P., Barrado, D., Castro, M. García, Rodrigo, C., Solano, E., Nichols, J. D., Lagage, P. O., Castro-González, A., García, R. A., Guedel, M., Huélamo, N., Metodieva, Y., Waters, R.
Publikováno v:
A&A 688, A45 (2024)
ExoplANETS-A is an EU Horizon-2020 project with the primary objective of establishing new knowledge on exoplanet atmospheres. Intimately related to this topic is the study of the host-stars radiative properties in order to understand the environment
Externí odkaz:
http://arxiv.org/abs/2405.06577
Autor:
Czelusniak, L. E., Martins, I. T., Cabezas-Gómez, L., Bulgarelli, N. A. V., Verde, W. Monte, de Castro, M. S.
The pseudopotential and free energy models are two popular extensions of the lattice Boltzmann method for multiphase flows. Until now, they have been developed apart from each other in the literature. However, important questions about whether each m
Externí odkaz:
http://arxiv.org/abs/2403.11167
Publikováno v:
Applied and Computational Harmonic Analysis, Volume 68, 2024
The "time-and-band limiting" commutative property was found and exploited by D. Slepian, H. Landau and H. Pollak at Bell Labs in the 1960's, and independently by M. Mehta and later by C. Tracy and H. Widom in Random matrix theory. The property in que
Externí odkaz:
http://arxiv.org/abs/2406.12854
Autor:
Correa, J. Balibrea, Lerendegui-Marco, J., Babiano-Suarez, V., Domingo-Pardo, C., Ladarescu, I., Tarifeño-Saldivia, A., Alcayne, V., Cano-Ott, D., González-Romero, E., Martínez, T., Mendoza, E., de Rada, A. Pérez, del Olmo, J. Plaza, Sánchez-Caballero, A., Casanovas, A., Calviño, F., Valenta, S., Aberle, O., Altieri, S., Amaducci, S., Andrzejewski, J., Bacak, M., Beltrami, C., Bennett, S., Bernardes, A. P., Berthoumieux, E., Beyer, R., Boromiza, M., Bosnar, D., Caamaño, M., Calviani, M., Castelluccio, D. M., Cerutti, F., Cescutti, G., Chasapoglou, S., Chiaveri, E., Colombetti, P., Colonna, N., Camprini, P. Console, Cortés, G., Cortés-Giraldo, M. A., Cosentino, L., Cristallo, S., Dellmann, S., Di Castro, M., Di Maria, S., Diakaki, M., Dietz, M., Dressler, R., Dupont, E., Durán, I., Eleme, Z., Fargier, S., Fernández, B., Fernández-Domínguez, B., Finocchiaro, P., Fiore, S., Furman, V., García-Infantes, F., Gawlik-Ramikega, A., Gervino, G., Gilardoni, S., Guerrero, C., Gunsing, F., Gustavino, C., Heyse, J., Hillman, W., Jenkins, D. G., Jericha, E., Junghans, A., Kadi, Y., Kaperoni, K., Kaur, G., Kimura, A., Knapová, I., Kokkoris, M., Kopatch, Y., Krtička, M., Kyritsis, N., Lederer-Woods, C., Lerner, G., Manna, A., Masi, A., Massimi, C., Mastinu, P., Mastromarco, M., Maugeri, E. A., Mazzone, A., Mengoni, A., Michalopoulou, V., Milazzo, P. M., Mucciola, R., Murtas, F., Musacchio-Gonzalez, E., Musumarra, A., Negret, A., Pérez-Maroto, P., Patronis, N., Pavón-Rodríguez, J. A., Pellegriti, M. G., Perkowski, J., Petrone, C., Pirovano, E., Pomp, S., Porras, I., Praena, J., Quesada, J. M., Reifarth, R., Rochman, D., Romanets, Y., Rubbia, C., Sabaté-Gilarte, M., Schillebeeckx, P., Schumann, D., Sekhar, A., Smith, A. G., Sosnin, N. V., Stamati, M. E., Sturniolo, A., Tagliente, G., Tarrío, D., Torres-Sánchez, P., Vagena, E., Variale, V., Vaz, P., Vecchio, G., Vescovi, D., Vlachoudis, V., Vlastou, R., Wallner, A., Woods, P. J., Wright, T., Zarrella, R., Žugec, P.
One of the critical aspects for the accurate determination of neutron capture cross sections when combining time-of-flight and total energy detector techniques is the characterization and control of systematic uncertainties associated to the measurin
Externí odkaz:
http://arxiv.org/abs/2311.01365
Autor:
Bittencourt, G. H. R., Castro, M., Nunez, A. S., Altbir, D., Allende, S., Carvalho-Santos, V. L.
This work analyzes the propagation of a transverse domain wall (DW) motion under the action of an electric current along a nanowire (NW) with a curvature gradient. Our results evidence that the curvature gradient induces a chiral spin-transfer torque
Externí odkaz:
http://arxiv.org/abs/2308.09276