All (since 1996)

Pre-prints

• A. Bermúdez, L. Río-Martín, A. Prieto. A time-harmonic/time-domain hybrid approach based on displacement-based formulations to compute the absorbing coefficient in alpha cabins.
• Alberto P. Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini, Carlos Vázquez. Evaluating microscopic and macroscopic models for derivative contracts on commodity indices.
• Alberto P. Manzano-Herrero, Gonzlao Ferro, Álvaro Leitao, Carlos Vázquez, Andrés Gómez. Real option pricing using quantum computers.
• Davide Trevisani, José Germán López-Salas, Chris Kenyon, Carlos Vázquez and Mourad Berrahoui. Scope 3 capital design for carbon-emissions-facilitation tax risk.
• Graziana Colonna, Ana María Ferreiro-Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez. A Multi-Level Monte Carlo Lagrange-Galerkin mehod for solving a XVA hybrid model in European options.
• Íñigo Arregui, Mirco Martini, Roberta Simonella, Carlos Vázquez. Total value adjustment in a multi-currency framework with stochastic exchange rates and mean reversion spreads.
• Jonatan Ráfales, Carlos Vázquez. Models and numerical methods for equilibrium problems with heterogeneous agents involving two productive sectors.

Year 2025

• Davide Trevisani, José Germán López-Salas, Carlos Vázquez, José Antonio García-Rodríguez. Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem, Applied Mathematics and Computation, 488 (2025) 129105.

Year 2024

• Iñigo Arregui, Álvaro Leitao, Beatriz Salvador, Carlos Vázquez. Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk, International Journal of Computer Mathematics, 101 (2024), 8 821-841.
• Iñigo Arregui, J. Jesús Cendán, María González. Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes, Discrete and Continuous Dynamical Systems, Series S, 17 (2024), 7 2436-2449.
• Iñigo Arregui, Roberta Simonella, Carlos Vázquez. Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework, Communications in Nonlinear Science and Numerical Simulation, 130 (2024) Article Nr. 107725.
• Jonatan Ráfales, Carlos Vázquez. Jump-diffusion productivity models in equilibrium problems with heterogeneous agents, Mathematics and Computers in Simulation, 225 (2024) 313-331.
• José Germán López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez. PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM), Computers & Mathematics with Applications, 169 (2024) 88-98.
• Julio Pombo-Romero, Oliver Rúas-Barrosa and Carlos Vázquez. Assessing the value and risk of renewable PPAs, Energy Economics, 139 (2024) 107861.
• L. Río-Martín, A. Prieto. Data-driven characterization of viscoelastic materials in underwater acoustics using an adjoint-based approach, Computers and Structures, 292 (2024) 107229.
• M. Benítez, A. Bermúdez, P. Fontán, I. Martínez and P. Salgado. A Lagrangian approach for solving an axisymmetric thermo-electromagnetic problem. Application to time-varying geometry processes, Advances in Computational Mathematics, 50 (2024), 45.
• Pájaro M., Fuentes-Santos I., Labarta U., Alonso A.A., Álvarez-Salgado X.A. MusselCF, a user-friendly toolbox to estimate the physiological carbon footprint of mussels in suspended aquaculture, Aquacultural Engineering, 105 (2024) 102415.
• Vághy M.A., Otero-Muras I., Pájaro M., Szederkényi G. A Kinetic Finite Volume Discretization of the Multidimensional PIDE Model for Gene Regulatory Networks, Bulletin of Mathematical Biology, 86 (2024), 2 22.
• Víctor González Tabernero, José Germán López Salas, Manuel Castro Díaz, José Antonio García Rodríguez. Boundary Treatment for High-Order IMEX Runge-Kutta Local Discontinuous Galerkin Schemes for Multidimensional Nonlinear Parabolic PDEs, SIAM Journal on Scientific Computing, 46 (2024), 5.
• Víctor González Tabernero, M.J. Castro, J. A. García-Rodríguez. High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms, Applied Mathematics and Computation, 469 (2024) 128528.
• X. Sagartazazu, L. Hervella-Nieto, A. Prieto. Experimental validation of a coupled acoustic fluid-poroelastic-plate model with frontal and lateral source excitations, Journal of Theoretical and Computational Acoustics (2024).

Year 2023

• Alberto Manzano, Daniele Musso, Álvaro Leitao. Real Quantum Amplitude Estimation, EPJ Quantum Technology, 10 (2023) 2.
• Alberto P. Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini, Carlos Vázquez. Pricing commodity index options, Quantitative Finance, 30 (2023), 2 297-308.
• Carlos Sequeiros, Carlos Vázquez, Julio R. Banga, Irene Otero-Muras. Automated design of synthetic gene circuits in the presence of molecular noise, ACS Synthetic Biology, 12 (2023), 10 2865–2876.
• Carlos Sequeiros, Irene Otero-Muras, Carlos Vázquez, Julio R. Banga. Global optimization approach for parameter estimation in stochastic dynamic models of biosystems, IEEE/ACM Transactions on Computational Biology and Bioinformatics, 20 (2023), 3 1971-1982.
• Carlos Sequeiros, Manuel Pájaro, Carlos Vázquez, Julio R. Banga, Irene Otero-Muras. IDESS: a toolbox for identification and automated design of stochastic gene circuits, Bioinformatics, 39 (2023), 11 btad682.
• Hiram Varela, María González. An improved model for the drying of porous solids with abruptly changing permeability, Drying Technology, 41 (2023), 13 2210-2225.
• J. Lars Kirkby, Álvaro Leitao, Duy Nguyen. Spline local basis methods for nonparametric density estimation, Statistics Surveys, 17 (2023) 75-118.
• Joel P. Villarino, Álvaro Leitao, José A. García-Rodríguez. Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk, Journal of Computational and Applied Mathematics, 425 (2023) 115041.
• Marco di Francesco, Roberta Simonella. A Stochastic Asset-Liability Management Model for Life Insurance Companies, Financial Markets and Portfolio Management, 37 (2023) 61-94.
• María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez. Model and numerical methods for pricing renewable energy certificate derivatives, Communications in Nonlinear Science and Numerical Simulation, 118 (2023) 107066.
• María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method, Journal of Computational and Applied Mathematics, 422 (2023) 114891.
• Mary Chriselda Antony Oliver, María González. Adaptive mixed FEM combined with the method of characteristics for stationary convection–diffusion–reaction problems, Finite Elements in Analysis and Design, 227 (2023) 104045.
• Roberta Simonella, Carlos Vázquez. XVA in a multi-currency setting with stochastic foreign exchange rates, Mathematics and Computers in Simulation, 207 (2023) 59-79.
• Vivette Girault, María González Taboada, Frédéric Hecht, Kumbakonam R. Rajagopal. A model for flow in deformable porous media, Communications in Optimization Theory, 2023 (2023), 20 1-44.

Year 2022

• Alberto P. Manzano-Herrero, Daniele Musso, Álvaro Leitao, Andrés Gómez, Carlos Vázquez, Gustavo Ordóñez and María R. Nogueiras. A modular framework for generic quantum algorithms, Mathematics, 10 (2022), 5 785.
• Alfredo Bermúdez, Óscar Crego, Andrés Prieto. Upwind finite element-PML approximation of a novel linear potential model for free surface flows produced by a floating rigid body, Applied Mathematical Modelling, 103 (2022) 824-853.
• Álvaro Leitao-Rodríguez, Carlos Vázquez. A stochastic theta-SEIHRD model: adding randomness to covid-19 spread, Communications in Nonlinear Science and Numerical Simulation, 115 (2022) 106731.
• Andrés Gómez, Álvaro Leitao, Alberto Manzano, Daniele Musso, María R. Nogueiras, Gustavo Ordoñez, Carlos Vázquez. A Survey on Quantum computational finance for derivatives pricing and VAR, Archives of Computational Methods in Engineering, 29 (2022) 4137–4163.
• Beatriz Novoa, R. Ríos-Castro, I. Otero-Muras, S. Gouveia, Adrián Cabo, Amaro Saco, M. Rey-Campos, Manuel Pájaro, Noelia Fajar, Raquel Aranguren, Alejandro Romero, A. Panebianco, Lorena Valdés, Pedro Payo, Antonio A. Alonso, A. Figueras, C. Cameselle. Wastewater and marine bioindicators surveillance to anticipate COVID-19 prevalence and to explore SARS-CoV-2 diversity by next generation sequencing: One-year study, Science of the Total Environment, 833 (2022) 155140.
• Christian Fernández; Hamza Faquir; Manuel Pájaro; Irene Otero-Muras. Feedback control of stochastic gene switches using PIDE models, IFAC-PapersOnLine, 55 (2022), 18 62-67.
• Iñigo Arregui, Roberta Simonella, Carlos Vázquez. Total value adjustment for European options in a multi-currency setting, Applied Mathematics and Computation, 413 (2022) Article Nr. 126647.
• Manuel Pájaro, Irene Otero-Muras, Antonio A. Alonso. First passage times as a measure of hysteresis in stochastic gene regulatory circuits, IFAC-PapersOnLine, 55 (2022), 18 50-55.
• Manuel Pájaro, Noelia Fajar, Antonio A. Alonso, Irene Otero-Muras. Stochastic SIR model predicts the evolution of COVID-19 epidemics from public health and wastewater data in small and medium-sized municipalities: A one year study, Chaos, Solitons & Fractals, 164 (2022) 112671.
• María González, Hiram Varela. A posteriori error estimates for stabilised mixed finite element methods for a nonlinear elliptic problem, Electronic Transactions on Numerical Analysis, 55 (2022) 706-725.
• Marta Benítez, Bernardo Cockburn. Post-processing for spatial accuracy-enhancement of pure Lagrange-Galerkin schemes applied to convection-diffusion equations, IMA Journal of Numerical Analysis, 42 (2022), 1 54-77.
• Philippe Destuynder, Luis Hervella-Nieto, Paula M. López-Pérez, José Orellana, Andrés Prieto. A modal-based Partition of Unity Finite Element Method for layered wave propagation problems, Computers and Structures, 265 (2022) 106759.
• Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee. On a Neural Network to Extract Implied Information from American Options, Applied Mathematical Finance, 28 (2022), 5 449-475.
• Vivette Girault, María González and Frédéric Hecht . A posteriori error analysis of an enriched Galerkin method of order one for the Stokes problem, Journal of Numerical Mathematics, 30 (2022), 2 85-108.

Year 2021

• Alfredo Bermúdez, Andrés Prieto, Laura del Río. Analysis of a reverberation room by using numerical simulation tools , Revista de Acústica, 51 (2021), 3-4 31-38.
• Álvaro Leitao, J. Lars Kirkby, Luis Ortiz-Gracia. The CTMC–Heston model: calibration and exotic option pricing with SWIFT, Journal of Computational Finance, 24 (2021), 4 71-114.
• Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios, Mathematics, 9 (2021), 5 472.
• Beatriz Salvador, Cornelis W. Oosterlee. Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model, Applied Mathematics and Computation, 391 (2021) 125489.
• Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer. Financial option valuation by unsupervised learning with artificial neural networks, Mathematics, 9 (2021), 1 46.
• J. Lars Kirkby, Álvaro Leitao, Duy Nguyen. Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method, Computational Statistics and Data Analysis, 159 (2021) 107202.
• Jonatan Ráfales, Carlos Vázquez. Equilibrium models with heterogeneous agents under rational expectations and its numerical solution, Communications in Nonlinear Science and Numerical Simulation, 96 (2021) 105673.
• José Germán López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez. AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models, SIAM Journal on Scientific Computing, 43 (2021), 1 B30-B54.
• Laura Río-Martín, Saray Busto, Michael Dumbser. A semi-implicit hybrid finite volume / finite element scheme for all Mach number flows on staggered unstructured meshes, Mathematics, 9 (2021), 18 2316.
• María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez. Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs), Applied Mathematics and Computation, 404 (2021) 126199.
• Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez. PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model, Communications in Nonlinear Science and Numerical Simulation, 102 (2021) 105914.
• María González, Magdalena Strugaru. Stabilization and a posteriori error analysis of a mixed FEM for convection-diffusion problems with mixed boundary conditions, Journal of Computational and Applied Mathematics, 381 (2021) 113015.
• Saray Busto, Laura Río-Martín, M.Elena Vázquez-Cendón, Michael Dumbser. A semi-implicit hybrid finite volume/finite element scheme for all Mach number flows on staggered unstructured meshes, Applied Mathematics and Computation, 402 (2021) 126117.

Year 2020

• A.M. Ferreiro-Ferreiro , J.A. García-Rodríguez, J.G. López-Salas , C. Escalante , M.J. Castro. Global optimization for data assimilation in landslide tsunami models, Journal of Computational Physics, 403 (2020) 109069.
• Álvaro Leitao Rodríguez, Luis Ortiz Gracia.. Model-free computation of risk contributions in credit portfolios, Applied Mathematics and Computation, 382 (2020) 125351.
• Ana M. Ferreiro Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez. Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU, Business & Information Systems Engineering, 62 (2020) 5-20.
• Ana María Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez. A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs, Mathematics and Computers in Simulation, 177 (2020) 467-486.
• Emmanuel Gobet, José Germán López-Salas, Carlos Vázquez. Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs, Archives of Computational Methods in Engineering, 27 (2020) 889–921.
• Eva Balsa-Canto, Alejandro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation, Applied Mathematics and Computation, 384 (2020) 125383.
• Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution, Computers & Mathematics with Applications, 79 (2020), 5 1525-1542.
• Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options, International Journal of Computer Mathematics, 97 (2020), 5 1133-1149.
• J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto. Comparative Study of FDA and Time Series Approaches for Seabed Classification from Acoustic Curves, Mathematical Geosciences, 52 (2020) 669-692.
• José Manuel Magide-Ameijide, Hiram Varela-Rodríguez, Adolfo López-Fabal. A New Technique for Improved Use of Thermal Energy from Waste Effluents, Agronomy, 10 (2020), 1 97.
• Juan Galvis, Luis F. Contreras, Carlos Vázquez. Numerical upscaling of the free boundary dam problem in multiscale high-contrast media, Journal of Computational and Applied Mathematics, 367 (2020) 112437.
• Luis Cea, Alejandro López-Núñez. Extension of the two-component pressure approach for modeling mixed free-surface-pressurized flows with the two-dimensional shallow water equations, International Journal for Numerical Methods in Fluids, 93 (2020), 3 628-652.
• Luis Hervella-Nieto, Paula M. López-Pérez, Andrés Prieto. Robustness and dispersion analysis of the Partition of Unity Finite Element Method applied to the Helmholtz equation, Computers & Mathematics with Applications, 79 (2020), 8 2426-2446.
• Marta Benítez García, Alfredo Bermúdez, Pedro Fontán Muiños. Non-Eulerian Newmark methods: a powerful tool for free-boundary continuum mechanics problems, Journal of Scientific Computing, 83 (2020), 3 44.
• Sara Dutra-Lópes, Carlos Vázquez. LIBOR market model including credit risk under real world measure, Journal of Computational Finance, 24 (2020), 3 111-141.
• Shuaiqiang Liu; Álvaro Leitao Rodríguez; Anastasia Borovykh; Cornelis W Oosterlee.. On Calibration Neural Networks for extracting implied information from American options, arXiv (2020).
• T.P. Barrios, J.M. Cascón y M. González. On an adaptive stabilized mixed finite element method for the Oseen problem with mixed boundary conditions, Computer Methods in Applied Mechanics and Engineering, 365 (2020) 113007.

Year 2019

• A. Agarwal, S. De Marco, E. Gobet, J. G. López-Salas, F. Noubiagain, A. Zhou. Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements, ESAIM: Proceedings and Surveys, 65 (2019) 1 - 26.
• Álvaro Leitao Rodríguez, Justin Lars Kirkby, Luis Ortiz Gracia.. The CTMC-Heston Model: Calibration and Exotic Option Pricing with SWIFT, Social Science Research Network (2019).
• Ana María Ferreiro, José Antonio García Rodríguez, Luis Souto, Carlos Vázquez. Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs, Applied Mathematics and Computation, 356 (2019) 282-298.
• Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia. Parallel two-phase methods for global optimization on GPU, Mathematics and Computers in Simulation, 156 (2019) 67-90.
• Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. A Monte Carlo approach to American options pricing including counterparty risk, International Journal of Computer Mathematics, 96 (2019), 11 2157-2176.
• Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. Mathematical analysis of a nonlinear PDE model for European options with counterparty risk, Comptes Rendus Mathématique, 357 (2019), 3 252-257.
• Iñigo Arregui, J. Jesús Cendán, María González. A local discontinuous Galerkin method for the compressible Reynolds lubrication equation, Applied Mathematics and Computation, 349 (2019) 337-347.
• J. A. Cañizo, J. A. Carrillo, Manuel Pájaro. Exponential equilibration of genetic circuits using entropy methods, Journal of Mathematical Biology, 78 (2019), 1-2 373-411.
• J. Carbajo, A. Prieto, J. Ramis, L. Río-Martín. A non-parametric fluid-equivalent approach for the acoustic characterization of rigid porous materials, Applied Mathematical Modelling, 76 (2019) 330-347.
• José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals, Journal of Mathematical Analysis and Applications, 475 (2019) 755-768.
• L.A. Grzelak, J.A. Witteveen, María Suárez-Taboada, C.W. Oosterlee. The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions, Quantitative Finance, 19 (2019), 2 339-356.
• M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez. Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations, Applied Numerical Mathematics, 139 (2019) 77-92.
• Manuel Pájaro, Irene Otero-Muras, Carlos Vazquez, Antonio A. Alonso. Inherent stochasticity precludes hysteresis in gene regulatory networks, Nature Communications, 10 (2019) 4581.
• María Suárez-Taboada, Carlos Vázquez. Numerical methods for PDE models related to pricing and expected lifetime of an extraction project, Discrete and Continuous Dynamical Systems - Series B, 24 (2019), 8 3503-3523.
• Michele Pignotti, María Suarez-Taboada, Carlos Vázquez. A new mathematical model for pricing a mine extraction project, Nonlinear Analysis: Real World Applications, 50 (2019) 8-24.
• Sara Dutra-Lópes, Carlos Vázquez. Real world scenarios with negative interest rates based on the LIBOR Market Model, Applied Mathematical Finance, 25 (2019) 466-482.
• Shashi Jain, Álvaro Leitao Rodríguez, Cornelis W. Oosterlee.. Rolling adjoints: fast Greeks along Monte Carlo scenarios for early-exercise options, Journal of Computational Science, 33 (2019) 95-112.
• T.P. Barrios, E.M. Behrens and M. Gonzalez. A posteriori error analysis of an augmented dual-mixed method in linear elasticity with mixed boundary conditions, International Journal of Numerical Analysis and Modeling, 16 (2019), 5 804-824.
• T.P. Barrios, E.M. Behrens y M. González. New a posteriori error estimator for an stabilized mixed method applied to incompressible fluid flows, Applied Mathematics and Computation, 351 (2019) 37-47.
• T.P. Barrios, R. Bustinza, G.C. García y M. González. An a posteriori error analysis of a velocity-pseudostress formulation of the generalized Stokes problem, Journal of Computational and Applied Mathematics, 357 (2019) 349-365.
• Zuzana Krajcovicova, Pedro Pablo Pérez-Velasco, Carlos Vázquez. A new approach to quantification of model risk for practitioners, Journal of Computational Finance, 23 (2019), 2 1-27.

Year 2018

• Álvaro Leitao Rodríguez, Cornelis W. Oosterlee, Luis Ortiz Gracia, Sander M. Bohte. On the data-driven COS method, Applied Mathematics and Computation, 317 (2018), 15 68-84.
• Álvaro Leitao Rodríguez, Luis Ortiz Gracia. Model-free computation of risk contributions in credit portfolios, Social Science Research Network (2018).
• Álvaro Leitao Rodríguez; Luis Ortiz Gracia; Emma I. Wagner. SWIFT valuation of discretely monitored arithmetic Asian options, Journal of Computational Science, 28 (2018) 120-139.
• Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez. Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks, Mathematical Models and Methods in Applied Sciences, 28 (2018), 10 2069-2095.
• Cea, Luis; Fraga, Ignacio. Incorporating antecedent moisture conditions and intra-event variability of rainfall on flood frequency analysis in poorly gauged basins, Water Resources Research (2018).
• Fraga, Ignacio; Cea, Luis; Puertas, Jerónimo. Effect of rainfall uncertainty on the performance of physically-based rainfall-runoff models, Hydrological Processes (2018).
• Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation, Computers & Mathematics with Applications, 76 (2018), 4 725-740.
• José Germán López-Salas, Carlos Vázquez. PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique, Computers & Mathematics with Applications, 75 (2018), 5 1616-1634.
• José Luis Fernández, Ana Maria Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez. GPU parallel implementation for Asset-Liability Management in insurance companies, Journal of Computational Science, 24 (2018) 232-254.
• Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel In't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Alvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Walden. BENCHOP–SLV: The BENCHmarking project in option pricing – Stochastic and Local Volatility problems, International Journal of Computer Mathematics, 10 (2018) 1910-1923.
• M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak and Cornelis W. Oosterlee. Uncertainty Quantification and Heston Model, Journal of Mathematics in Industry, 8 (2018), 5.
• Manuel Pájaro, Irene Otero-Muras, Antonio A. Alonso, Carlos Vázquez. SELANSI: a toolbox for the numerical simulation of stochastic gene regulatory networks, Bioinformatics, 34 (2018), 5 893-895.
• María del Carmen Calvo-Garrido, Carlos Vázquez. Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options, Nonlinear Analysis: Real World Applications, 39 (2018) 157-165.
• María González, Virginia Selgas. Analysis of a velocity-stress-pressure formulation for a fluid-structure interaction problem Journal title, Applied Numerical Mathematics, 123 (2018) 275-299.

Year 2017

• Álvaro Leitao Rodríguez, Lech A. Grzelak, Cornelis W. Oosterlee. On an efficient multiple time-step Monte Carlo simulation of the SABR model, Quantitative Finance, 17 (2017), 10 1549-1565.
• Álvaro Leitao Rodríguez, Lech A. Grzelak, Cornelis W. Oosterlee. On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options, Applied Mathematics and Computation, 293 (2017), 15 461-479.
• Antonio Falcó, Lluis Navarro, Carlos Vázquez. A Direct LU Solver for Pricing American Bond Options under Hull-White model, Journal of Computational and Applied Mathematics, 309 (2017) 442-455.
• Eva Balsa-Canto, Alejandro López-Núñez, Carlos Vázquez. Numerical methods for a reaction-diffusion system modelling biofilm formation, Applied Mathematical Modelling, 41 (2017) 164-179.
• Eva Balsa-Canto, Carlos Vilas, Alejandro López-Núñez, Maruxa Mosquera-Fernández, Romain Briandet, Marta L Cabo, Carlos Vázquez. Modeling reveals the role of aging and glucose uptake impairment in L1A1 Listeria monocytogenes biofilm life cycle , Frontiers in Microbiology, 8 (2017) 2118.
• Guillermo García, Carlos Moreno, Carlos Vázquez. An Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication, Applied Mathematical Modelling, 44 (2017) 374-389.
• Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. PDE models and numerical methods for total value adjustment in European and American options with counterparty risk, Applied Mathematics and Computation, 308 (2017) 31-53.
• Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty, Journal of Computational and Applied Mathematics, 318 (2017) 491-503.
• José Luis Fernández, María R. Nogueiras, Marta Pou-Bueno, Carlos Vázquez. Multicurve LIBOR Market Models and drift-free Simulation, International Journal of Computer Mathematics, 94 (2017), 11 2194-2207.
• M. Benítez, A. Bermúdez and J. F. Rodríguez-Calo. Adjoint method for parameter identification problems in models of stirred tank chemical reactors, Chemical Engineering Research and Design, 123 (2017) 214-229.
• Manuel Pájaro, Antonio A. Alonso, Irene Otero-Muras, Carlos Vazquez. Effective stochastic modeling and numerical simulation of gene regulatory networks with protein bursting, Journal of Theoretical Biology, 421 (2017) 51-70.
• María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate, SeMA Journal, 74 (2017), 3 279-298.
• María del Carmen Calvo-Garrido, Mathias Ehrhardt, Carlos Vázquez. Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach, Journal of Computational Finance, 20 (2017), 3 81-107.
• Tomás P. Barrios, J. Manuel Cascón y María González. Augmented mixed finite element method for the Oseen problem: A priori and a posteriori error analyses, Computer Methods in Applied Mechanics and Engineering, 313 (2017), 1 216-238.

Year 2016

• Emmanuel Gobet, José Germán López-Salas, Plamen Turkedjiev, Carlos Vázquez. Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs, SIAM Journal on Scientific Computing, 38 (2016), 6 652-677.
• Ignacio Fraga Cadórniga; Luis Cea Gómez; Jerónimo Puertas Agudo; Joaquín Suárez López; Vicente Jiménez; Alfredo Jácome Burgos. Global sensitivity and GLUE-based uncertainty analysis of a 2D-1D dual urban drainage model, Journal of Hydrologic Engineering, 21 (2016), 5 04016004.
• Ignacio Fraga Cadórniga; Tom Cochrane; Frances Charters; Aisling Dominique O'Sullivan. A novel modelling framework to prioritize estimation of non-point source pollution parameters for quantifying pollutant origin and discharge in urban catchments, Journal of Environmental Management , 167 (2016), 1 75-84.
• Manuel Pájaro, Antonio Alonso, Jose Antonio Carrillo, Carlos Vázquez. Stability of stochastic gene networks using entropy methods, IFAC-PapersOnLine, 49 (2016), 24 1-5.
• María del Carmen Calvo-Garrido, Carlos Vázquez. A new numerical method for pricing Fixed-Rate Mortgages with prepayment and default options, International Journal of Computer Mathematics, 93 (2016), 5 761-780.
• Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing, Journal of Computational and Applied Mathematics, 304 (2016) 1-17.
• Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Computing American option price under regime switching with rationality parameter, Computers & Mathematics with Applications, 72 (2016), 3 741-754.

Year 2015

• Alfredo Bermúdez, Marta Benítez. Pure Lagrangian and Semi-Lagrangian finite element methods for the numerical solution of Navier-Stokes equations, Applied Numerical Mathematics, 95 (2015) 62-81.
• Álvaro Leitao Rodríguez; Cornelis W. Oosterlee. GPU acceleration of the stochastic grid bundling method for early-exercise options, International Journal of Computer Mathematics, 92 (2015), 12 2433-2454.
• Iñigo Arregui, Carlos Vázquez. Evaluation of the optimal utility of some investment projects with irreversible environmental effects, Pure and Applied Geophysics, 172 (2015) 149-165.
• José Luis Fernández, Marta Pou, Carlos Vázquez. A Drift-Free Simulation Method for pricing commodity derivatives, Applied Stochastic Models in Business and Industry, 31 (2015), 4 536-550.
• Jose Luis Fernández, Marta Pou, María R. Nogueiras, Carlos Vázquez. A new parameterization for the drift-free simulation in the Libor market model, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A, Matemáticas, 109 (2015), 1 73-92.
• Manuel Pájaro, Antonio A. Alonso, Carlos Vazquez. Shaping protein distributions in stochastic self-regulated gene expressions networks, Physical Review E, 92 (2015), 3 032712.
• María del Carmen Calvo-Garrido, Carlos Vázquez. Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance, Applied Mathematics and Computation, 271 (2015) 730-742.
• Marta Benítez and Alfredo Bermúdez. Second-order pure Lagrange–Galerkin methods for fluid-structure interaction problems, SIAM Journal on Scientific Computing, 37 (2015), 5 B744-B777.
• Natividad Calvo, José Durany, Carlos Vázquez. Enthalpy balance methods versus temperature models in ice sheets, Communications in Nonlinear Science and Numerical Simulation, 22 (2015), 1-3 526-544.
• Stefanie Retka, Luis Hervella-Nieto, Steffen Marburg. Comparison of pressure and displacement formulations for finite elements in linear time-harmonic acoustics, Computers and Structures, 151 (2015) 49-57.
• Tomas P. Barrios, J. Manuel Cascón y María González. A posteriori error analysis of an augmented mixed finite element method for Darcy flow, Computer Methods in Applied Mechanics and Engineering, 283 (2015), 1 909-922.

Year 2014

• Ana María Ferreiro, José Antonio García-Rodríguez, José Germán López-Salas, Carlos Vázquez. SABR/LIBOR market models: pricing and calibration for some interest rate derivatives, Applied Mathematics and Computation, 242 (2014), 1 65-89.
• Felix Dietzsch, Luis Hervella-Nieto, Steffen Marburg, Rodolfo Rodríguez, Hannah Weisbecker. Physical and spurious modes in mixed finite element formulation for the Galbrun equation, Acta Acustica united with Acustica, 100 (2014), 3 493 - 512.
• Gonzalo Galiano, Virginia Selgas. On a cross-diffusion segregation problem arising from a model of interacting particles, Nonlinear Analysis: Real World Applications, 18 (2014) 34-49.
• Iñigo Arregui, Jesús I. Díaz, Carlos Vázquez. A nonlinear bilaplacian equation with hinged boundary conditions and very weak solutions: analysis and numerical solution, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A, Matemáticas, 108 (2014), 2 867-879.
• Iñigo Arregui, José Jesus Cendán, Carlos Vázquez. Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices, Mathematics and Computers in Simulation, 99 (2014) 190-202.
• María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing pension plans under jump-diffusion models for the salary, Computers & Mathematics with Applications, 68 (2014), 12 1933-1944.
• María González. Stabilized dual-mixed method for the problem of linear elasticity with mixed boundary conditions, Applied Mathematics Letters, 30 (2014) 1-5.
• Marta Benítez and Alfredo Bermúdez. Pure Lagrangian and Semi-Lagrangian finite element methods for the numerical solution of convection-diffusion problems, International Journal of Numerical Analysis and Modeling, 11 (2014), 2 271-287.
• Oscar P. Bruno, Andres Prieto. Spatially Dispersionless, Unconditionally Stable FC-AD Solvers for Variable-Coefficient PDEs, Journal of Scientific Computing, 58 (2014) 331-366.
• Tomas P. Barrios, Edwin M. Behrens y María González. Low cost a posteriori error estimators for an augmented mixed FEM in linear elasticity, Applied Numerical Mathematics, 84 (2014) 46-65.

Year 2013

• Ana María Ferreiro, José Antonio García, José Germán López-Salas, Carlos Vázquez. An efficient implementation of parallel simulated annealing algorithm on GPUs, Journal of Global Optimization, 57 (2013), 3 863-890.
• Andrea Pascucci, María Suárez-Taboada, Carlos Vázquez. Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem, Journal of Mathematical Analysis and Applications, 403 (2013), 1 38-53.
• Carlos H. González, Basilio B. Fraguela, D. Andrade, José A. García, Manuel J. Castro. Numerical simulation of pollutant transport in a shallow water system on the Cell heterogeneous processor, Journal of Supercomputing, 65 (2013), 3 1089-1103.
• Daniel Castillo, Ana María Ferreiro, José Antonio García, Carlos Vázquez. Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs, Applied Mathematics and Computation, 219 (2013) 11233-11257.
• Guy Bayada, Begoña Cid, Guillermo García, Carlos Vázquez. A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices, Applied Mathematical Modelling, 37 (2013) 8505-8517.
• José Luis Fernández, Ana María Ferreiro, José Antonio García, Alvaro Leitao, José Germán López-Salas, Carlos Vázquez. Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs, Mathematics and Computers in Simulation, 94 (2013) 55-75.
• María del Carmen Calvo-Garrido, Andrea Pascucci, Carlos Vázquez. Mathematical analysis and numerical methods for pricing pension plans allowing early retirement, SIAM Journal on Applied Mathematics, 73 (2013), 5 1747–1767.
• Peter Monk, Virginia Selgas. Transmission eigenvalues for dielectric objects on a perfect conductor, Inverse Problems, 29 (2013) 107007.
• Sébastien Martin, Carlos Vázquez. Homogenization of the layer-structured dam problem with isotropic permeability, Nonlinear Analysis: Real World Applications, 14 (2013), 6 2133-2151.

Year 2012

• Eliane Bécache, Andrés Prieto. Remarks on the stability of Cartesian PMLs in corners, Applied Numerical Mathematics, 62 (2012), 11 1639-1653.
• Iñigo Arregui, Carlos Vázquez. Numerical solution of an optimal investment problem with proportional transaction costs, Journal of Computational and Applied Mathematics, 236 (2012), 12 2923-2937.
• Jacobo Lobeiras, Moises Viñas, Margarita Amor, Basilio B. Fraguela, Manuel Arenaz, José Antonio García, Manuel J. Castro. Parallelization of shallow water simulations on current multi-threaded systems, International Journal of High Performance Computing Applications (2012).
• M. Viñas, Jacobo Lobeiras, Basilio B. Fraguela, Manuel Arenaz, Margaria Amor, José Antonio García, Manuel J. Castro, Ramón Doallo. A multi-GPU shallow-water simulation with transport of contaminants, Concurrency and Computation: Practice and Experience (2012).
• María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing pension plans based on average salary without early retirement: PDE modeling and numerical solution, Journal of Computational Finance, 16 (2012), 1 111-140.
• María Suárez-Taboada, Carlos Vázquez. Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics, Applied Mathematics and Computation, 218 (2012) 5217-5230.
• Marta Benítez, Alfredo Bermúdez. Numerical Analysis of a second-order pure Lagrange-Galerkin method for convection-diffusion problems. Part II: fully discretized scheme and numerical results, SIAM Journal on Numerical Analysis, 50 (2012), 6 2824-2844.
• Marta Benítez, Alfredo Bermúdez. Numerical Analysis of a second-order pure Lagrange-Galerkin method for convection-diffusion problems. Part I: time discretization, SIAM Journal on Numerical Analysis, 50 (2012), 2 858-882.
• Peter Monk, Virginia Selgas. Sampling type methods for an inverse waveguide problem, Inverse Problems and Imaging, 6 (2012), 4 709-747.

Year 2011

• Andrea Pascucci, María Suárez-Taboada, Carlos Vázquez. Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems, Mathematical Models and Methods in Applied Sciences, 21 (2011), 7 1479-1498.
• Marta Benítez, Alfredo Bermúdez. A second order characteristics finite element for natural convection problems, Journal of Computational and Applied Mathematics, 235 (2011) 3270-3284.
• Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez. Numerical solution of a thermomechanical coupled problem governing glaciers evolution, Nonlinear Analysis: Real World Applications, 12 (2011) 2040-2057.
• Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez. Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions, Journal of Computational and Applied Mathematics, 235 (2011), 5 1394-1411.
• Peter Monk, Virginia Selgas. Near field sampling type methods for the inverse fluid-solid interaction problem., Inverse Problems and Imaging, 5 (2011), 2 465-483.
• Salim Meddahi, Francisco J. Sayas, Virginia Selgas. Nonsymmetric coupling of BEM and mixed FEM on polyhedral interfaces , Mathematics of Computation, 80 (2011), 273 43-68.
• Tomas P. Barrios, Edwin M. Behrens y María González. A posteriori error analysis of an augmented mixed formulation in linear elasticity with mixed and Dirichlet boundary conditions, Computer Methods in Applied Mechanics and Engineering, 200 (2011) 101-113.
• Xavier Sagartzazu, Luis Hervella-Nieto. Impedance prediction for several porous layers on a moving plate: Application to a plate coupled to an air cavity , Journal of Computational Acoustics, 19 (2011) 379-394.

Year 2010

• A. C. Fowler, Raquel Toja, Carlos Vázquez. Temperature-dependent shear flow and the absence of thermal runaway in valley glaciers, Proceedings Royal Society A, 466 (2010), 211 363-382.
• Adriana González-Gaspar, Carlos Vázquez. A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model, Mathematical and Computer Modelling, 52 (2010) 260-267.
• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. Perfectly Matched Layers for Time-Harmonic Second Order Elliptic Problems, Archives of Computational Methods in Engineering, 17 (2010) 77-107.
• Alfredo Bermúdez, Pablo Gamallo, Luis Hervella-Nieto, Andrés Prieto. Numerical simulation of active-passive cells with microperforated plates or porous veils, Journal of Sound and Vibrations, 329 (2010) 3233-3246.
• Anne-Sophie Bonnet-Ben Dhia, Benjamin Goursaud, Christophe Hazard, Andrés Prieto. A multimodal method for non-uniform open waveguides, Physics Procedia, 3 (2010), 1 497-503.
• Antonio Acción, Iñigo Arregui, Carlos Vázquez. Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects, Applied Mathematics and Computation, 215 (2010), 9 3461-3472.
• Carlos Vázquez. An introduction to Black-Scholes modeling and numerical methods in derivatives pricing, MAT-Serie A, 17 (2010).
• María Suárez-Taboada, Carlos Vázquez. A numerical method for pricing spread options on LIBOR rates with a PDE model, Mathematical and Computer Modelling, 52 (2010) 1074-1080.
• Natividad Calvo, José Durany, Carlos Vázquez. A new fully nonisothermal coupled model for the simulation of ice sheet flow, Physica D: Nonlinear Phenomena, 239 (2010), 5 248-257.
• X. Sagartzazu, Luis Hervella-Nieto, J. M. Pagalday. Numerical computation of the acoustic pressure in a coupled covered plate/fluid problem. Experimental validation, Acta Acustica united with Acustica, 96 (2010) 317-327.

Year 2009

• Erwin Hernández, Luis Hervella-Nieto. Finite element approximation of free vibration of folded plates, Computer Methods in Applied Mechanics and Engineering, 198 (2009) 1360-1367.
• Manuel J. Castro Dí­az, E.D. Fernández Nieto, Ana María Ferreiro, José Antonio Garcí­a, C.Parés. High order extensions of Roe schemes for two dimensional nonconservative hyperbolic systems, Journal of Scientific Computing, 39 (2009) 67-114.
• Manuel J. Castro, E.D. Fernández Nieto, Ana María Ferreiro, C. Parés. Two-dimensional sediment transport models in shallow water equations. A second order finite volume approach over non-structured meshes, Computer Methods in Applied Mechanics and Engineering, 198 (2009), 33 2520-2538.
• María González Taboada. Numerical analysis of some exterior problems, mixed methods and a posteriori error analysis in fluid mechanics and elasticity, SeMA Journal, 47 (2009) 107-135.
• María González Taboada. Lars V. Hörmander, La Gaceta de la Real Sociedad Matemática Española, 12 (2009), 1 191-207.
• Miguel Lastra Leidinger, José M. Mantas Ruí­z, Carlos Ureña Almagro, Manuel J. Castro Dí­az, José Antonio Garcí­a Rodrí­guez. Simulation of shallow-water systems using graphics processing units, Mathematics and Computers in Simulation, 80 (2009) 598-618.
• Peter Monk, Virginia Selgas. An inverse fluid-solid interaction problem, Inverse Problems and Imaging, 3 (2009), 2 173-198.

Year 2008

• Iñigo Arregui, José Jesus Cendán, Carlos Parés, Carlos Vázquez. Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices, Mathematical Modelling and Numerical Analysis, 42 (2008), 4 645-665.
• Jean Kormann, Pedro Cobo, Andrés Prieto. Perfectly matched layers for modelling seismic oceanography experiments, Journal of Sound and Vibrations, 317 (2008), 1-2 354-365.
• José Manuel González Vida, Manuel J. Castro, José Antonio Garcí­a Rodrí­guez, J.Mací­as, C. Parés-Madroñal. Simulación de corrientes de marea en el estrecho de Gibraltar mediante modelos bicapa 2D de aguas someras, SeMA Journal, 42 (2008) 137-146.
• Manuel J. Castro Dí­az, Enrique D. Fernández Nieto, Ana María Ferreiro. Sediment transport models in shallow water equations and numerical approach by high order finite volume methods, Computers and Fluids, 37 (2008) 299-316.
• Manuel J. Castro, José Antonio Garcí­a-Rodrí­guez, José M. González Vida, Carlos Parés. Solving shallow systems in 2D domains using finite volume methods and multimedia SSE instructions, Journal of Computational and Applied Mathematics, 221 (2008) 16-32.
• Salim Meddahi, Virginia Selgas. An H-based FEM-BEM formulation for a time dependent eddy current problem, Applied Numerical Mathematics, 58 (2008), 8 1061-1083.
• Virginia Selgas, Pilar Salgado. A symmetric BEM - FEM coupling for the three-dimensional magnetostatic problem using scalar potentials, Engineering analysis with boundary elements, 32 (2008), 8 633-644.
• X. Sagartzazu, Luis Hervella-Nieto, J. M. Pagalday. Review in Sound Absorbing Materials, Archives of Computational Methods in Engineering, 15 (2008) 311-342.

Year 2007

• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. An optimal perfectly matched layer with unbounded absorbing function for time-harmonic acoustic scattering problems, Journal of Computational Physics, 223 (2007) 469-488.
• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. An exact bounded perfectly matched layer for time-harmonic scattering problems, SIAM Journal on Scientific Computing, 30 (2007), 1 312-338.
• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. Validation of acoustic models for time harmonic dissipative scattering problems, Journal of Computational Acoustics, 15 (2007), 1 95-121.
• Guy Bayada, Carlos Vázquez. A survey on mathematical aspects of lubrication, SeMA Journal, 39 (2007) 37-74.
• Iñigo Arregui, José Jesus Cendán, Carlos Vázquez. Numerical simulation of head/tape magnetic reading devices by a new 2-D model, Finite Elements in Analysis and Design, 43 (2007), 4 311-320.
• Manuel J. Castro, Ana María Ferreiro, José Antonio Garcí­a Rodrí­guez, José M. González Vida, Carlos Parés. Two-Layer Flow Models: Application to the Simulation of Spill Motions (Modèles Saint-Venant Bicouche: Application À la Simulation Du Transport de Polluants), La Houille Blanche, 5 (2007) 85-88.
• Manuel J. Castro, José Antonio Garcí­a-Rodrí­guez, José M. González Vida, Jorge Mací­as, Carlos Parés. Improved FVM for two layer shallow-water models: application to the strait of Gibraltar, Advances in Engineering Software, 38 (2007) 386-398.
• Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez. Numerical techniques for ice masses dynamic simulation by using a complete shallow ice approximation, Proceedings in Applied Mathematics and Mechanics, 7 (2007) 2100053-2100054.
• Natividad Calvo, José Durany, Raquel Toja, Carlos Vázquez. GLANUSIT: a software toolbox for the numerical simulation of large ice masses, Advances in Engineering Software, 38 (2007) 410-422.

Year 2006

• Alfredo Bermudez, José Luis Ferrin, Andrés Prieto. Finite element solution of new displacement/pressure poroelastic models in acoustics, Computer Methods in Applied Mechanics and Engineering, 195 (2006), 17 1914-1932.
• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. Numerical simulation of time-harmonic scattering problems with an optimal PML, Scientia. Series A. Mathematical Sciences, 13 (2006) 58-71.
• Alfredo Bermúdez, María R. Nogueiras, Carlos Vázquez. Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part II: Fully discretized scheme and quadrature formulas, SIAM Journal on Numerical Analysis, 44 (2006), 5 1854-1876.
• Alfredo Bermúdez, María R. Nogueiras, Carlos Vázquez. Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange-Galerkin methods, Applied Numerical Mathematics, 56 (2006) 1256-1270.
• Alfredo Bermúdez, María R. Nogueiras, Carlos Vázquez. Numerical analysis of convection-diffusion-reaction problems with higher order characteristics finite elements. Part I: Time discretization, SIAM Journal on Numerical Analysis, 44 (2006), 5 1829-1853.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. About a generalized Buckley-Leverett equation in multifluid flow, European Journal of Applied Mathematics, 17 (2006) 491-524.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. Micro-roughness effects in (elasto) hydrodynamic lubrication, Tribology International, 39 (2006) 1707-1718.
• Manuel J. Castro, José Antonio Garcí­a-Rodrí­guez, José M. González Vida, Jorge Mací­as, Carlos Parés. A parallel 2D finite volume scheme for solving systems of balance laws with non conservative products: application to shallow flows, Computer Methods in Applied Mechanics and Engineering, 195 (2006) 2788-2815.
• María González Taboada. Fully discrete FEM-BEM method for a class of exterior nonlinear parabolic-elliptic problems in 2D, Applied Numerical Mathematics, 56 (2006), 10 1340-1355.
• Natividad Calvo, José Durany, Ana I. Muñoz, Emanuele Schiavi, Carlos Vázquez. A coupled multivalued model for ice streams and its numerical simulation, IMA Journal of Applied Mathematics, 710 (2006), 1 62-91.
• Tomas P. Barrios, Gabriel N. Gatica, María González, Norbert Heuer. A residual based a posteriori error estimator for an augmented mixed finite element method in linear elasticity, Mathematical Modelling and Numerical Analysis, 40 (2006), 5 843-869.

Year 2005

• Alfredo Bermudez, José Luis Ferrin, Andrés Prieto. A finite element solution of acoustic propagation in rigid porous media, International Journal for Numerical Methods in Engineering, 62 (2005), 10 1295-1314.
• Cornel Marius Murea, Carlos Vázquez. Sensitivity and approximation of coupled fluid-structure equations by virtual control method, Applied Mathematics & Optimization, 52 (2005), 2 183-218.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. Homogenization of a non local elastohydrodynamic lubrication problem: a new free boundary model, Mathematical Models and Methods in Applied Sciences, 15 (2005), 12 1923-1956.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. Anisotropic effects by homogenization in a free boundary problem, Comptes Rendus Mathématique, 340 (2005) 541-546.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. Homogéneisation du modéle d'Elrod-Adams hydrodynamique, Journal of Asymptotic Analysis, 44 (2005), 1-2 75-110.
• Guy Bayada, Sébastien Martin, Carlos Vázquez. An average flow model of the Reynols roughness including mass-flow preserving cavitation, ASME Journal of Tribology, 127 (2005), 4 793-802.
• Iñigo Arregui, José Jesus Cendán, Carlos Vázquez. A duality method for the compressible Reynolds equation. Application to simulation of read/write processes in magnetic storage devices, Journal of Computational and Applied Mathematics, 175 (2005), 1 31-40.
• J. Farto, Carlos Vázquez. Numerical methods for pricing callable bonds with notice, Applied Mathematics and Computation, 161 (2005), 3 989-1013.
• Manuel J. Castro, Ana María Ferreiro Ferreiro, José Antonio Garcí­a Rodrí­guez, J. M. González Vida, J. Mací­as, C. Parés, M. Elena Vázquez Cendón. The numerical treatment of wet/dry fronts in shalow flows: application to one-layer and two-layer systems, Mathematical and Computer Modelling, 42 (2005) 419-439.
• Rommel Bustinza, Gabriel N. Gatica, María González. A mixed finite element method for the generalized Stokes problem, International Journal for Numerical Methods in Fluids, 49 (2005) 877-903.
• Rommel Bustinza, Gabriel N. Gatica, María González, Salim Meddahi, Ernst P. Stephan. Enriched finite element subspaces for dual-dual mixed formulations in fluid mechanics and elasticity, Computer Methods in Applied Mechanics and Engineering, 194 (2005), 2-5 427-439.

Year 2004

• Alfredo Bermúdez, Luis Hervella-Nieto, Andrés Prieto, Rodolfo Rodrí­guez. An exact bounded PML for the Helmholtz equation, Comptes Rendus Mathématique, 339 (2004) 803-808.
• Gabriel Gatica, María González, Salim Meddahi. A low order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part I: a-priori error analysis, Computer Methods in Applied Mechanics and Engineering, 193 (2004) 881-892.
• Gabriel Gatica, María González, Salim Meddahi. A low order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part II: a-posteriori error analysis, Computer Methods in Applied Mechanics and Engineering, 193 (2004) 893-911.
• Guy Bayada, M. Chambat, B. Cid, Carlos Vázquez. On the existence of solution for a nonhomogeneous Stokes-rod coupled model, Nonlinear Analysis: Theory, Methods & Applications, 59 (2004) 1-19.
• L. Cea, Ana María Ferreiro, M. Elena Vázquez Cendón, J. Puertas. Experimental and numerical analysis of solitary waves generated by bed and boundary movements, International Journal for Numerical Methods in Fluids, 46 (2004) 793-813.
• Manuel J. Castro, José Antonio Garcí­a-Rodrí­guez, José M. González Vida, Jorge Mací­as, Carlos Parés, M. Elena Vázquez Cendón. 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, 9 (2004) 241-249.
• Manuel J. Castro, José Antonio Garcí­a-Rodrí­guez, José M. González Vida, Jorge Mací­as, Carlos Parés,M. Elena Vázquez Cendón. Numerical simulation of two-layer shallow water flows through channels with irregular geometry, Journal of Computational Physics, 195 (2004) 202-235.
• Natividad Calvo, José Durany, Carlos Vázquez. Modelado y simulación numérica de la dinámica y termomecánica de grandes masas de hielo, SeMA Journal, 28 (2004) 7-50.
• S. Meddahi, A. Márquez, V. Selgas. A new BEM-FEM coupling strategy for two-dimensional fluid-solid interaction problems, Journal of Computational Physics, 199 (2004) 205-220.

Year 2003

• Alfredo Bermúdez, Pablo Gamallo, Luis Hervella-Nieto, Rodolfo Rodrí­guez. Finite element analysis of pressure formulation of the elastoacoustic problem, Numerische Mathematik, 95 (2003) 29-51.
• Erwin Hernández, Luis Hervella-Nieto, Rodolfo Rodrí­guez. Computation of the vibration modes of plates and shells by low-order MITC quadrilaterial finite elements, Computers and Structures, 31 (2003) 615-628.
• Guy Bayada, B. Cid, Carlos Vázquez. Numerical simulation of the elastohydrodynamic Reynolds-rod model for lubrication of rough surfaces, Journal of Computational Methods in Sciences and Engineering, 3 (2003), 3 433-443.
• Guy Bayada, B. Cid, Carlos Vázquez. Two-scale homogeneization study of a Reynolds-rod elastohydrodynamic model, Mathematical Models and Methods in Applied Sciences, 13 (2003), 2 259-293.
• Natividad Calvo, José Durany, Carlos Vázquez. Finite element solution of a coupled profile-velocity-temperature shallow ice sheet approximation model, Journal of Computational and Applied Mathematics, 158 (2003) 31-41.
• Ricardo Durán, Erwin Hernández, Luis Hervella-Nieto, Elsa Liberman, Rodolfo Rodrí­guez. Error estimates for low-order isoparametric quadrilateral finite elements for plates, SIAM Journal on Numerical Analysis, 41 (2003) 1751-1772.
• Salim Meddahi, Antonio Márquez, Virginia Selgas. Computing acoustic waves in an inhomogeneous medium of the plane by a coupling of spectral and finite elements, SIAM Journal on Numerical Analysis, 41 (2003), 5 1729-1750.
• Salim Meddahi, Virginia Selgas. A mixed-FEM and BEM coupling for a three-dimensional eddy current problem, Mathematical Modelling and Numerical Analysis, 37 (2003), 2 291-318.

Year 2002

• Alfredo Bermúdez, Luis Hervella-Nieto, Rodolfo Rodrí­guez. A modal synthesis method for the elastoacoustic vibration problem, Mathematical Modelling and Numerical Analysis, 36 (2002) 121-142.
• Iñigo Arregui, José Jesus Cendán, Carlos Vázquez. Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device, Mathematical Modelling and Numerical Analysis, 36 (2002), 2 325-343.
• José Durany, Guillermo Garcí­a, Carlos Vázquez. Numerical simulation of a lubricated Hertzian contact problem under imposed load., Finite Elements in Analysis and Design, 38 (2002), 7 645-658.
• Natividad Calvo, José Durany, Carlos Vázquez. Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology, Mathematical Models and Methods in Applied Sciences, 12 (2002) 229-248.
• Natividad Calvo, Jose I. Dí­az, José Durany, Emanuele Schiavi, Carlos Vázquez. On a double nonlinear parabolic obstacle problem modelling ice sheet dynamics, SIAM Journal on Applied Mathematics, 63 (2002) 683-707.

Year 2001

• Alfredo Bermúdez, Luis Hervella-Nieto, Rodolfo Rodrí­guez. Finite element computation of the vibrations of a plate-fluid system with interface damping, Computer Methods in Applied Mechanics and Engineering, 190 (2001) 3021-3038.
• Guy Bayada, B. Cid, Carlos Vázquez. Mathematical analysis of some new Reynolds-rod elastohydrodynamic models, Mathematical Methods in Applied Sciences, 24 (2001) 1169-1187.
• Iñigo Arregui, Carlos Vázquez. Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal bearing, Computer Methods in Applied Mechanics and Engineering, 190 (2001) 2051-2062.
• Iñigo Arregui, José Jesus Cendán, Carlos Vázquez. Existence of solution of an elastohydrodynamic Reynolds-Koiter model, Comptes Rendus Mathématique, 333 (2001) 1047-1052.
• Manuel Arenaz, Ramon Doallo, Juan Touriño, Carlos Vázquez. Efficient numerical parallel solver for the elastohydrodynamic Reynolds-Hertz model, Parallel Computing, 27 (2001) 1743-1765.
• Natividad Calvo, José Durany, Carlos Vázquez. Mathematical analysis of a Stefan problem with Dirichlet-Signorini boundary condition appearing in polythermic ice sheet modelling, Journal of Mathematical Analysis and Applications, 262 (2001) 577-600.
• Salim Meddahi, María González. A fully discrete BEM-FEM method for an exterior elasticity system in the plane, Journal of Computational and Applied Mathematics, 134 (2001) 127-141.

Year 2000

• Natividad Calvo, José Durany, Carlos Vázquez. Numerical computation of ice sheet profiles with approach free boundary models, Applied Numerical Mathematics, 35 (2000), 2 111-128.
• Ricardo G. Durán, Elsa Liberman, Luis Hervella-Nieto, Rodolfo Rodrí­guez, J. Solomí­n. Finite element analysis of the vibration problem of a plate coupled with a fluid, Numerische Mathematik, 86 (2000) 591-616.
• Salim Meddahi, María González, Pablo Pérez. On a FEM-BEM formulation for an exterior quasilinear problem in the plane, SIAM Journal on Numerical Analysis, 37 (2000) 1820-1837.

Year 1999

• Alfredo Bermúdez, Luis Hervella-Nieto, Rodolfo Rodrí­guez. Finite element computation of three dimensional elastoacustic vibrations, Journal of Sound and Vibrations, 219 (1999) 279-306.
• Manuel Arenaz, Ramon Doallo, Guillermo Garcí­a, Carlos Vázquez. High performance computing of an industrial problem in Tribology, Lecture Notes in Computer Science, 1573 (1999) 625-665.
• Manuel Arenaz, Ramon Doallo, Juan Touriño, Carlos Vázquez. Resolución eficiente dun problema de lubricación Bóla-plano mediante técnicas de vectorización e paralelización, Díxitos, 4 (1999).
• Manuel Arenaz, Ramon Doallo, Juan Touriño, Carlos Vázquez. A parallel approach for solving a lubrication problem in industrial devices, Lecture Notes in Computer Science, 1593 (1999) 1087-1093.
• Natividad Calvo, José Durany, Carlos Vázquez. Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets, Numerische Mathematik, 83 (1999) 557-580.
• Ricardo G. Durán, Elsa Liberman, Luis Hervella-Nieto, Rodolfo Rodrí­guez, J. Solomí­n. Approximation of the vibration modes of a plate by Reissner-Mindlin equations, Mathematics of Computation, 228 (1999) 1447-1463.

Year 1998

• Carlos Vázquez. An upwind numerical approach for an American and European option pricing model, Applied Mathematics and Computation, 97 (1998) 273-286.
• Guy Bayada, M. Chambat, Carlos Vázquez. Characteristics method for the formulation and of a free boundary cavitation problem, Journal of Computational and Applied Mathematics, 98 (1998) 191-212.

Year 1997

• Iñigo Arregui, Philippe Destuynder, Michel Salaün. An Eulerian approach for large displacements of thin shells including geometrical non-linearities, Computer Methods in Applied Mechanics and Engineering, 140 (1997) 361-381.
• José Durany, Guillermo García, Carlos Vázquez. An elastohydrodynamic coupled problem between a piezoviscous equation and a hinged plate model, Mathematical Modelling and Numerical Analysis, 31 (1997), 4 495-516.
• Natividad Calvo, José Durany, Carlos Vázquez. Comparacón de algoritmos numéricos en problemas de lubricación hidrodinámica en dimensión uno, Revista Internacional de Métodos Numéricos para Cálculo y Diseño en Ingeniería, 13 (1997) 185-210.

Year 1996

• Guy Bayada, M. El Alaoui, Carlos Vázquez. Existence for elastohydrodynamic lubrication problems with a new model for cavitation, European Journal of Applied Mathematics, 7 (1996) 63-73.
• José Durany, Guillermo García, Carlos Vázquez. A mixed Dirichlet-Neumann problem for a non linear Reynods equation on elastohydrodynamic lubrication, Proceedings of the Edinburgh Mathematical Society, 39 (1996) 151-162.
• José Durany, Guillermo García, Carlos Vázquez. Numerical computation of free boundary problems in elastohydrodynamic lubrication, Applied Mathematical Modelling, 20 (1996) 104-113.

Year 1995

• Guy Bayada, José Durany, Carlos Vázquez. Existence of a solution for a lubrication problem in elastic journal-bearing devices with thin bearing, Mathematical Methods in Applied Sciences, 18 (1995), 4 255-266.

Year 1994

• Carlos Vázquez. Existence and uniqueness of solution for a lubrication problem with cavitation in a journal bearing with axial supply, Advances in Mathematical Sciences and Applications, 4 (1994), 2 313-331.
• I. Arregui, M. Salaün. Interpolation d'une surface déterminée par des noeuds et des normales, Comptes Rendus Mathématique, 318 (1994) 265-268.
• José Durany, Carlos Vázquez. Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation, Applicable Analysis, 53 (1994), 1-2 135-142.

Year 1993

• José Durany, Carlos Vázquez. Analysis and numerical solution of cavitating piezoviscous flow in hydrodynamical lubrication, Revista Internacional de Métodos Numéricos para Cálculo y Diseño en Ingeniería, 9 (1993), 2 141-160.