Zobrazeno 1 - 10
of 4 342
pro vyhledávání: '"García Rodríguez, P"'
Autor:
Ortiz-Perez, David, Benavent-Lledo, Manuel, Garcia-Rodriguez, Jose, Tomás, David, Vizcaya-Moreno, M. Flores
Cognitive decline is a natural part of aging, often resulting in reduced cognitive abilities. In some cases, however, this decline is more pronounced, typically due to disorders such as Alzheimer's disease. Early detection of anomalous cognitive decl
Externí odkaz:
http://arxiv.org/abs/2410.18972
In this work we rigorously establish mathematical models to obtain the capital valuation adjustment (KVA) as part of the total valuation adjustments (XVAs). For this purpose, we use a semi-replication strategy based on market theory. We formulate sin
Externí odkaz:
http://arxiv.org/abs/2410.16825
In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet boundary condit
Externí odkaz:
http://arxiv.org/abs/2410.02927
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:
García-Rodríguez, Alberto, Núñez, Matias, Pérez, Miguel Robles, Govezensky, Tzipe, Barrio, Rafael A., Gershenson, Carlos, Kaski, Kimmo K., Tagüeña, Julia
The United Nations 2030 Agenda for Sustainable Development outlines 17 goals to address global challenges. However, progress has been slower than expected and, consequently, there is a need to investigate the reasons behind this fact. In this study,
Externí odkaz:
http://arxiv.org/abs/2409.12427
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:
Escamilla-Herrera, L. F., Domínguez-Derramadero, J. M., Alba-Rosales, J. E., García-Rodríguez, F. J., Medina-Cázares, O. M., Gutiérrez-Juárez, G.
In a recent work, assuming a Beer-Lambert optical absorption and a Gaussian laser time profile, the exact solutions for a 1D-photoacoustic(PA)-boundary value problem predict a null pressure for optically strong absorbent materials. To overcome this,
Externí odkaz:
http://arxiv.org/abs/2406.13852
Cognitive decline is a natural process that occurs as individuals age. Early diagnosis of anomalous decline is crucial for initiating professional treatment that can enhance the quality of life of those affected. To address this issue, we propose a m
Externí odkaz:
http://arxiv.org/abs/2406.07542