Zobrazeno 1 - 10
of 253
pro vyhledávání: '"Garcia Rodriguez, J A"'
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:
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:
Górriz, J.M., Álvarez-Illán, I., Álvarez-Marquina, A., Arco, J.E., Atzmueller, M., Ballarini, F., Barakova, E., Bologna, G., Bonomini, P., Castellanos-Dominguez, G., Castillo-Barnes, D., Cho, S.B., Contreras, R., Cuadra, J.M., Domínguez, E., Domínguez-Mateos, F., Duro, R.J., Elizondo, D., Fernández-Caballero, A., Fernandez-Jover, E., Formoso, M.A., Gallego-Molina, N.J., Gamazo, J., González, J. García, Garcia-Rodriguez, J., Garre, C., Garrigós, J., Gómez-Rodellar, A., Gómez-Vilda, P., Graña, M., Guerrero-Rodriguez, B., Hendrikse, S.C.F., Jimenez-Mesa, C., Jodra-Chuan, M., Julian, V., Kotz, G., Kutt, K., Leming, M., de Lope, J., Macas, B., Marrero-Aguiar, V., Martinez, J.J., Martinez-Murcia, F.J., Martínez-Tomás, R., Mekyska, J., Nalepa, G.J., Novais, P., Orellana, D., Ortiz, A., Palacios-Alonso, D., Palma, J., Pereira, A., Pinacho-Davidson, P., Pinninghoff, M.A., Ponticorvo, M., Psarrou, A., Ramírez, J., Rincón, M., Rodellar-Biarge, V., Rodríguez-Rodríguez, I., Roelofsma, P.H.M.P., Santos, J., Salas-Gonzalez, D., Salcedo-Lagos, P., Segovia, F., Shoeibi, A., Silva, M., Simic, D., Suckling, J., Treur, J., Tsanas, A., Varela, R., Wang, S.H., Wang, W., Zhang, Y.D., Zhu, H., Zhu, Z., Ferrández-Vicente, J.M.
Publikováno v:
In Information Fusion December 2023 100
Autor:
RIOS, Y., GARCIA-RODRIGUEZ, J., SANCHEZ, E., ALANIS, A., RUIZ-VELAZQUEZ, E., PARDO-GARCIA, A.
Publikováno v:
Advances in Electrical and Computer Engineering, Vol 22, Iss 3, Pp 3-14 (2022)
Type 1 Diabetes Mellitus (T1DM) is one of the most adverse diseases in the modern era; its treatment is mainly based on exogenous insulin injections. The scientific community has formulated strategies to improve insulin supply using state-of-the-ar
Externí odkaz:
https://doaj.org/article/38d5b94f7b96437497b1ab53363ac2ee
Akademický článek
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Autor:
García Rodríguez, J. *, González Ruiz de León, C., Sacristán González, R., Méndez Ramírez, S., Modrego Ulecia, L., Fernández-Gómez, J.M.
Publikováno v:
In Actas Urológicas Españolas (English Edition) October 2021 45(8):530-536