Zobrazeno 1 - 10
of 10 888
pro vyhledávání: '"Rodríguez, J P"'
Autor:
Benlenqwanssa, S., Krishtopenko, S. S., Meyer, M., Benhamou-Bui, B., Bonnet, L., Wolf, A., Bray, C., Consejo, C., Ruffenach, S., Nanot, S., Rodriguez, J. -B., Tournié, E., Hartmann, F., Höfling, S., Teppe, F., Jouault, B.
We present a multi-probe transport analysis that effectively separates bulk and edge currents in large Hall bar devices with standard geometries. Applied to transport measurements on all possible four-probe configurations of six-probe Hall bar device
Externí odkaz:
http://arxiv.org/abs/2410.21995
Autor:
Rodriguez, J. P.
We compute the energy spectrum of a nearest-neighbor electron hopping model for bi-layer graphene at commensurate twist angles. Specifically, we focus on the simplest bi-layer lattices, with moire patterns that have no subcells. The electron hopping
Externí odkaz:
http://arxiv.org/abs/2410.18594
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:
Baso, C. J. Díaz, Ramos, A. Asensio, Rodríguez, J. de la Cruz, Santos, J. M. da Silva, van der Voort, L. Rouppe
Full-Stokes polarimetric datasets, originating from slit-spectrograph or narrow-band filtergrams, are routinely acquired nowadays. The data rate is increasing with the advent of bi-dimensional spectropolarimeters and observing techniques that allow l
Externí odkaz:
http://arxiv.org/abs/2409.05156
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:
Santos, J. M. da Silva, Molnar, M., Milić, I., Rempel, M., Reardon, K., Rodríguez, J. de la Cruz
Accurately assessing the balance between acoustic wave energy fluxes and radiative losses is critical for understanding how the solar chromosphere is thermally regulated. We investigate the energy balance in the chromosphere by comparing deposited ac
Externí odkaz:
http://arxiv.org/abs/2408.15908
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