José A. García-Rodríguez

Available identifiers

zbMath Open garcia-rodriguez.jose-antonioMaRDI QIDQ279496

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q2897793	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: José A. García-Rodríguez