| Publication | Date of Publication | Type |
|---|
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
SIAM Journal on Scientific Computing | 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
Journal of Computational and Applied Mathematics | 2023-06-22 | Paper |
A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
Parallel two-phase methods for global optimization on GPU
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs
Mathematics and Computers in Simulation | 2021-02-15 | Paper |
Global optimization for data assimilation in landslide tsunami models
Journal of Computational Physics | 2021-01-28 | Paper |
Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs
Applied Mathematics and Computation | 2019-11-29 | Paper |
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
Applied Mathematics and Computation | 2016-04-28 | Paper |
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs
Applied Mathematics and Computation | 2015-01-28 | Paper |
Chaotic synchronization in a small network of a class of power systems via contraction analysis
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Simulation of tidal currents in the strait of gibraltar using two-dimensional two-layer shallow-water models
Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA | 2012-07-16 | Paper |
High order extensions of roe schemes for two-dimensional nonconservative hyperbolic systems
Journal of Scientific Computing | 2011-01-16 | Paper |
Simulation of shallow-water systems using graphics processing units
Mathematics and Computers in Simulation | 2010-01-15 | Paper |
High Order Two Dimensional Numerical Schemes for the Coupling of Transport Equations and Shallow Water Equations
Numerical Mathematics and Advanced Applications | 2009-01-12 | Paper |
Solving shallow-water systems in 2D domains using finite volume methods and multimedia SSE instructions
Journal of Computational and Applied Mathematics | 2008-10-22 | Paper |
A parallel 2d finite volume scheme for solving systems of balance laws with nonconservative products: application to shallow flows
Computer Methods in Applied Mechanics and Engineering | 2007-09-20 | Paper |
scientific article; zbMATH DE number 2127665 (Why is no real title available?)
| 2005-01-14 | Paper |
scientific article; zbMATH DE number 2042468 (Why is no real title available?)
| 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.
Communications in Nonlinear Science and Numerical Simulation | 2004-01-26 | Paper |
