José Antonio García-Rodríguez

Available identifiers

zbMath Open garcia-rodriguez.jose-antonioMaRDI QIDQ279496

List of research outcomes

Publication	Date of Publication	Type
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs	2024-10-24	Paper
High-order well-balanced finite volume schemes for 1d and 2d shallow-water equations with variable bathymetry and Coriolis forces	2024-10-02	Paper
Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance	2024-10-02	Paper
IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing	2024-10-02	Paper
Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk	2023-06-22	Paper
A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs	2021-03-06	Paper
Parallel two-phase methods for global optimization on GPU	2021-03-02	Paper
Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs	2021-02-15	Paper
Global optimization for data assimilation in landslide tsunami models	2021-01-28	Paper
Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs	2019-11-29	Paper
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives	2016-04-28	Paper
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs	2015-01-28	Paper
Chaotic synchronization in a small network of a class of power systems via contraction analysis	2013-06-11	Paper
Simulation of tidal currents in the strait of gibraltar using two-dimensional two-layer shallow-water models	2012-07-16	Paper
High order extensions of roe schemes for two-dimensional nonconservative hyperbolic systems	2011-01-16	Paper
Simulation of shallow-water systems using graphics processing units	2010-01-15	Paper
High Order Two Dimensional Numerical Schemes for the Coupling of Transport Equations and Shallow Water Equations	2009-01-12	Paper
Solving shallow-water systems in 2D domains using finite volume methods and multimedia SSE instructions	2008-10-22	Paper
A parallel 2d finite volume scheme for solving systems of balance laws with nonconservative products: application to shallow flows	2007-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q3154590	2005-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4450268	2004-02-15	Paper
A two-layer finite volume model for flows through channels with irregular geometry: computation of maximal exchange solutions. Application to the Strait of Gibraltar.	2004-01-26	Paper

Research outcomes over time

This page was built for person: José Antonio García-Rodríguez