Browsing D20 Proyectos de Investigación by Title

3D Modelling with C2 Continuous PDE Surface Patches

Fu, Haibin; Bian, Shaojun; Li, Ouwen; Macey, Jon; Iglesias Prieto, Andrés

; Chaudhry, Ehtzaz; You, Lihua; Zhang, Jian Jun (MDPI, 2022)

A discontinuous Galerkin time-stepping scheme for the velocity tracking problem

Casas Rentería, Eduardo

; Chrysafinos, Konstantinos (Society for Industrial and Applied Mathematics, 2012)

A front-fixing ETD numerical method for solving jump–diffusion American option pricing problems

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio (Elsevier, 2021-11)

A front-fixing method for American option pricing on zero-coupon bond under the Hull and White model

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio; Peris Cano, Jorge (John Wiley & Sons, 2022-04)

A local radial basis function method for high-dimensional American option pricing problems

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (Vilnius Gediminas Technical University Press, 2018-02-20)

A mixed derivative terms removing method in multi-asset option pricing problems

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (Elsevier, 2016-10)

A Nonuniform Fast Fourier Transform Based on Low Rank Approximation

Ruiz Antolín, Diego

; Townsend, Alex (Society for Industrial and Applied Mathematics, 2018)

A Posteriori Random Forests for Stochastic Downscaling of Precipitation by Predicting Probability Distributions

Legasa Ríos, Mikel Néstor

; García Manzanas, Rodrigo

; Calviño Martínez, Aida

; Gutiérrez Llorente, José Manuel (American Geophysical Union, 2022-03-21)

A review on sparse solutions in optimal control of partial differential equations

Casas Rentería, Eduardo

(Sociedad Española de Matemática AplicadaSpringer, 2017-09)

A stable local radial basis function method for option pricing problem under the Bates model

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (John Wiley & Sons, 2019-05)

Algorithm 939: Computation of the Marcum Q-function

Gil Gómez, Amparo

; Segura Sala, José Javier

(Association for Computing Machinery (ACM), 2014)

An efficient method for solving spread option pricing problem: numerical analysis and computing

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio (Hindawi Publishing Corporation, 2016-12-07)

An ETD method for American options under the Heston model

Company Rossi, Rafael; Egorova, Vera

; Jódar Sánchez, Lucas Antonio; Fuster Valls, Ferran (Tech Science Press, 2020-07-20)

An R package to visualize and communicate uncertainty in seasonal climate prediction

Frías Domínguez, María Dolores

; Iturbide Martínez de Albéniz, Maialen

; García Manzanas, Rodrigo

; Bedia Jiménez, Joaquín

; Fernández Fernández, Jesús (matemático)

; Herrera García, Sixto

; Cofiño González, Antonio Santiago

; Gutiérrez Llorente, José Manuel (Elsevier Ltd, 2018-01)

An RCM multi-physics ensemble over Europe: Multi-variable evaluation to avoid error compensation

García Díez, Markel

; Fernández Fernández, Jesús (matemático)

; Vautard, Robert (Springer, 2015-12)

An update of IPCC climate reference regions for subcontinental analysis of climate model data: definition and aggregated datasets

Iturbide Martínez de Albéniz, Maialen

; Gutiérrez Llorente, José Manuel; Alves, Lincoln M.; Bedía Jiménez, Joaquín; Cerezo Mota, Ruth; Cimadevilla Álvarez, Ezequiel

; Cofiño González, Antonio Santiago

; Di Luca, Alejandro; faria, Sergio Henrique; Gorodetskaya, Irina V.; Hauser, Mathias; Herrera García, Sixto

; Hennessy, Kevin; Hewitt, Helene T.; Jones, Richard G.; Krakovska, Svitlana; García Manzanas, Rodrigo

; Martínez Castro, Daniel; Narisma, Gemma T.; [et al.] (Copernicus, 2020-11-18)

Analysis of control problems of nonmontone semilinear elliptic equations

Casas Rentería, Eduardo

; Mateos Alberdi, Mariano

; Rösch, Arnd (EDP Sciences, 2020-10-15)

Analysis of optimal control problems of semilinear elliptic equations by BV-functions

Casas Rentería, Eduardo

; Kunisch, Karl (Springer, 2019-06)

Analysis of spatio-temporally sparse optimal control problems of semilinear parabolic equations

Casas Rentería, Eduardo

; Herzog, Roland; Wachsmuth, Gerd (EDP Sciences, 2017-01)

Analysis of the velocity tracking control problem for the 3D evolutionary Navier-Stokes equations

Casas Rentería, Eduardo

; Chrysafinos, Konstantinos (Society for Industrial and Applied Mathematics, 2016)

Browsing D20 Proyectos de Investigación by Title

3D Modelling with C2 Continuous PDE Surface Patches

A discontinuous Galerkin time-stepping scheme for the velocity tracking problem

A front-fixing ETD numerical method for solving jump–diffusion American option pricing problems

A front-fixing method for American option pricing on zero-coupon bond under the Hull and White model

A local radial basis function method for high-dimensional American option pricing problems

A mixed derivative terms removing method in multi-asset option pricing problems

A Nonuniform Fast Fourier Transform Based on Low Rank Approximation

A Posteriori Random Forests for Stochastic Downscaling of Precipitation by Predicting Probability Distributions

A review on sparse solutions in optimal control of partial differential equations

A stable local radial basis function method for option pricing problem under the Bates model

Algorithm 939: Computation of the Marcum Q-function

An efficient method for solving spread option pricing problem: numerical analysis and computing

An ETD method for American options under the Heston model

An R package to visualize and communicate uncertainty in seasonal climate prediction

An RCM multi-physics ensemble over Europe: Multi-variable evaluation to avoid error compensation

An update of IPCC climate reference regions for subcontinental analysis of climate model data: definition and aggregated datasets

Analysis of control problems of nonmontone semilinear elliptic equations

Analysis of optimal control problems of semilinear elliptic equations by BV-functions

Analysis of spatio-temporally sparse optimal control problems of semilinear parabolic equations

Analysis of the velocity tracking control problem for the 3D evolutionary Navier-Stokes equations

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Browsing D20 Proyectos de Investigación by Title

3D Modelling with C2 Continuous PDE Surface Patches ﻿

A discontinuous Galerkin time-stepping scheme for the velocity tracking problem ﻿

A front-fixing ETD numerical method for solving jump–diffusion American option pricing problems ﻿

A front-fixing method for American option pricing on zero-coupon bond under the Hull and White model ﻿

A local radial basis function method for high-dimensional American option pricing problems ﻿

A mixed derivative terms removing method in multi-asset option pricing problems ﻿

A Nonuniform Fast Fourier Transform Based on Low Rank Approximation ﻿

A Posteriori Random Forests for Stochastic Downscaling of Precipitation by Predicting Probability Distributions ﻿

A review on sparse solutions in optimal control of partial differential equations ﻿

A stable local radial basis function method for option pricing problem under the Bates model ﻿

Algorithm 939: Computation of the Marcum Q-function ﻿

An efficient method for solving spread option pricing problem: numerical analysis and computing ﻿

An ETD method for American options under the Heston model ﻿

An R package to visualize and communicate uncertainty in seasonal climate prediction ﻿

An RCM multi-physics ensemble over Europe: Multi-variable evaluation to avoid error compensation ﻿

An update of IPCC climate reference regions for subcontinental analysis of climate model data: definition and aggregated datasets ﻿

Analysis of control problems of nonmontone semilinear elliptic equations ﻿

Analysis of optimal control problems of semilinear elliptic equations by BV-functions ﻿

Analysis of spatio-temporally sparse optimal control problems of semilinear parabolic equations ﻿

Analysis of the velocity tracking control problem for the 3D evolutionary Navier-Stokes equations ﻿

3D Modelling with C2 Continuous PDE Surface Patches

A discontinuous Galerkin time-stepping scheme for the velocity tracking problem

A front-fixing ETD numerical method for solving jump–diffusion American option pricing problems

A front-fixing method for American option pricing on zero-coupon bond under the Hull and White model

A local radial basis function method for high-dimensional American option pricing problems

A mixed derivative terms removing method in multi-asset option pricing problems

A Nonuniform Fast Fourier Transform Based on Low Rank Approximation

A Posteriori Random Forests for Stochastic Downscaling of Precipitation by Predicting Probability Distributions

A review on sparse solutions in optimal control of partial differential equations

A stable local radial basis function method for option pricing problem under the Bates model

Algorithm 939: Computation of the Marcum Q-function

An efficient method for solving spread option pricing problem: numerical analysis and computing

An ETD method for American options under the Heston model

An R package to visualize and communicate uncertainty in seasonal climate prediction

An RCM multi-physics ensemble over Europe: Multi-variable evaluation to avoid error compensation

An update of IPCC climate reference regions for subcontinental analysis of climate model data: definition and aggregated datasets

Analysis of control problems of nonmontone semilinear elliptic equations

Analysis of optimal control problems of semilinear elliptic equations by BV-functions

Analysis of spatio-temporally sparse optimal control problems of semilinear parabolic equations

Analysis of the velocity tracking control problem for the 3D evolutionary Navier-Stokes equations