Conferences, congresses and workshops

  • XVIII International Conferences on Hyperbolic Problems. Theory, numerics and applications (HYP 2022)
    Málaga . June 20-24, 2022
    • José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
      Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance
    • José Germán López-Salas, María Suárez Taboada, Manuel Castro Díaz, Ana Ferreiro-Ferreiro, José Antonio García-Rodríguez
      Second order finite volume IMEX-RK numerical methods for 1d models in option pricing
  • 15th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2015)
    Rota, Cádiz (Spain). July 6-10th, 2015
    • J. L. Fernández-Pérez, A. M. Ferreiro-Ferreiro, J. A. García-Rodríguez, C. Vázquez-Cendón
      A GPU implementation of an asset-liability management model for insurance companies
  • Research in options 2014 (R i O 2014 )
    Buzios, Rio de Janeiro. November 29 - December 4, 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Speed up of derivatives pricing and calibrations with SABR models
  • First International Congress on Actuarial Sciences and Quantitative Finance
    Bogotá, Colombia. 16 - 19 June 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
  • 18th European Conference on Mathematics for Industry (ECMI 2014)
    Taormina, Italia. June 9 - 13, 2014
    • A. Ferreiro, J.A. García-Rodríguez, J. G. López-Salas, C. Vázquez
      Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
  • Mini-Workshop in Stochastic Computing and Optimization
    Würzburg, Germany. September 30 - October 2, 2014
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      Efficient calibration and pricing with SABR models and GPUs
  • 13th International Conference Computational and mathematical methods in Science and Engineering (CMMSE 2013)
    Almeria. 23 - 27 June, 2013
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      SABR/LIBOR market models: pricing and calibration for some interest rates
  • International Conference on Scientific Computation and Differential Equations (SciCADE 2013)
    Valladolid. 16 - 20 September, 2014
    • D. Castillo, A. Ferreiro, J.A. García, C. Vázquez
      New numerical methods for pricing companies with GPUs
  • III Jornadas Sage-Python
    Vigo. June 21-22, 2012
    • Iñigo Arregui, Ana M. Ferreiro, José A. García
      El método de los elementos finitos en Python
  • 1st Joint Conference of the Belgian, Royal Spanish and Luxembourg Mathematical Societies
    Liège, Belgica. June 6-8, 2012
    • A.M. Ferreiro, J.A. García, A. Leitao, J.G. López Salas, C.Vázquez
      An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
    • D. Castillo, A.M. Ferreiro, J.A. García, C.Vázquez
      Pricing companies: PDE models, efficient numerical methods and parallel implementations
  • 6th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012)
    Vienna, Austria. September 10-14, 2012
    • A. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez
      An efficient implementation of simulated annealing in GPUs and its application calibration of SABR stochastic volatility model
  • The RSME Conference on Transfer and Industrial Mathematics
    Santiago de Compostela. July 12-14, 2011
    • A.M. Ferreiro, J.A. García, J.G. López-Salas, C. Vázquez,
      An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
  • XXII Congreso de Ecuaciones Diferenciales y Aplicaciones / XII Congreso de Matemática Aplicada (XXII CEDYA / XII CMA)
    Palma de Mallorca. September 5-9, 2011
    • D. Castillo, A. Ferreiro, J. A. García, C. Vázquez
      Modelos de valoración de negocios basados en EDPs y su resolución numérica
  • V Congreso de Educación Matemática de AGAPEMA
    Ferrol. June 25-26, 2010
    • J. A. García Rodríguez, I. Arregui Álvarez, A. M. Ferreiro Ferreiro
      A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacharelato
  • 5th International Symposium on Finite Volumes for Complex Applications (FVCA5)
    Aussois (Francia). June 8-13, 2008
    Libro de actas: "Proceedings of the 5th International Symposium on Finite Volume for Complex Applications" ( , eds). Wiley, 2008. ISBN: 978-1-84821-035-6
    • M.J. Castro, E.D. Fernández Nieto, A. Ferreiro
      High order 2D schemes based on state reconstructions for non-conservative hyperbolic systems: application to bedload sediment transport
  • XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada (XX CEDYA / X CMA)
    Sevilla. September 24-28, 2007
    • J. A. García Rodríguez, M. J. Castro Díaz, C. Parés, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
      Esquemas numéricos bidimensionales de alto orden para el acoplamiento de ecuaciones de transporte y ecuaciones de aguas someras
    • A. M. Ferreiro Ferreiro, M. J. Castro Díaz, E. D. Fernández Nieto
      Esquemas 2D de alto orden basados en reconstrucciones de estado para sistemas hiperbólicos no conservativos. Aplicación a problemas de transporte de sedimentos
  • International Conference on Approximation Methods and (MAMERN'07)
    Granada. July 11-13, 2007
    • M. J. Castro Díaz, E. Fernández Nieto, A. M. Ferreiro Ferreiro, J. M. González Vida, A. Mangeney
      Sediment transport models and tsunami generation in shallow water equations. numerical approach by high order finite volume methods.
  • Numerical Modelling of Hydrodynamic Systems for Water Resources
    Zaragoza, España. June 18-21, 2007
    • M. J. Castro Díaz, E. Fernández Nieto, A. M. Ferreiro Ferreiro, C. Parés Madroñal
      Numerical approach of sediment transport problems by high order finite volume methods
  • Qualité des eaux marines
    París, Francia. January 22-23, 2007
    • J. A. García Rodríguez, A. M. Ferreiro Ferreiro, M. J. Castro Díaz, J. M. González Vida, C. Parés Madroñal
      Two-layer flow models. Application to the simulation of spill motions
  • Second International Conference on High Order Non-Oscillatory Methods for Wave Propagation, Transport and Flow Problem
    Trento, Italia. February 26-29, 2007
    • M. J. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
      High order finite volume methods for 2D non-conservative hyperbolic system over non-structured meshes. Application to shallow water equations and sediment transport
  • Seventh European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2007)
    Graz (Austria). September 10-14, 2007
    Libro de actas: "Numerical Mathematics and Advanced Applications" ( Karl Kunisch, Günther Of, Olaf Steinbach, eds). Springer, 2008. ISBN: 978-3-540-69776-3
    • M.J. Castro, E.D. Fernández Nieto, A.Ferreiro, J. A. García Rodríguez, C.Parés
      High order two dimensional numerical schemes for the coupling of transport equations and shallow water equations.
  • Workshop "Numerical Modelling for Floods"
    LMC-IMAG, Grenoble (Francia). February 8, 2006
    • A. M. Ferreiro Ferreiro
      Sediment transport models and numerical approach by high order 2D finite volume methods
  • 14th European Conference for Mathematics on Industry (ECMI2006)
    Leganés (Madrid). July 10-14, 2006
    Libro de actas: "Progress in Industrial Mathematics" ( Luis L.Bonilla, Miguel Moscoso, Gloria Platero, José M.Vega, eds). Springer, 2008. ISBN: 978-3-540-71991-5
    • M. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
      Numerical simulation of bedload sediment transport using finite volume schemes
    • M. J. Castro, A. Ferreiro, J. A. García, J. M. González, C. Parés
      Development of numerical models for the simulation of geophysical flows: the DamFlow Project
    • M. J.Castro Díaz, A. M. Ferreiro, J. A. García, J. M. González, C. Parés
      Study and development of numerical models for the simulation of: geophysical flows the DamFlow project
  • International Congress of Mathematicians (ICM2006)
    Madrid. 22nd to 30th August 2006
    • M. J. Castro Díaz, A. M. Ferreiro Ferreiro, J. A. García Rodriguez
      DamFlow Project: a postprocessing tool for parallel hydrodinamical simulations
  • Eleventh International conference on Hyperbolic Problems. Theory, Numeric, applications. (HYP 2006)
    Lyon (France). July 17-21, 2006
    Libro de actas: "Hyperbolic Problem: Theory,Numerics,Applications" ( , eds). Springer, 2008. ISBN: 978-3-5540-75711-5
    • D. Bresch, M.l J. Castro, E. D.Fernández Nieto, A. Ferreiro, A. Mangeney
      High order finite volume methods applied to sediment transport and submarines avalanches
  • Congreso sobre modelización matemática de la sedimentación en la costa
    Castellón de la Plana. February 14-16, 2005
    • M. J. Castro Díaz, T. Chacón Rebollo, E.D. Fernández Nieto, A. M. Ferreiro Ferreiro
      Aproximación numérica mediante esquemas de volúmenes finitos de algunos modelos matemáticos de transporte de sedimentos
    • A. M. Ferreiro Ferreiro, J. A. García
      DamFlow: un software de visualización de flujos hidrodinámicos
  • Sixth European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2005)
    Santiago de Compostela. July 18-22, 2005
    Libro de actas: "Numerical Mathematics and Advanced Applications" (A. Bermúdez de Castro, D. Gómez, P. Quintela, P. Salgado, eds). Springer, 2006. ISBN: 3-540-34287-7
    • M. Castro Díaz, T. Chacón Rebollo, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
      Some well-balanced shallow water-sediment transport model including gravity effects
    • M. J. Castro Díaz, E. D. Fernández Nieto, A. M. Ferreiro
      Some well-balanced shallow water-sediment transport models
  • VII Congreso de métodos numéricos en la ingeniería
    Granada. July 4-7, 2005
    • M. J. Castro Díaz, T. Chacón Rebollo, E. D. Fernández Nieto, A. M. Ferreiro Ferreiro
      Aplicación de esquemas de volúmenes finitos al estudio de transporte de sedimentos en el marco de ecuaciones de aguas someras
  • IV Jornadas Andaluzas de Software libre. "Software libre para todos"
    Universidad de Cádiz. Algeciras. November 5-6, 2004
    • A. M. Ferreiro Ferreiro, J. A. García Rodríguez
      Un software de visualización de flujos hidrodinámicos desarrollado con Python, C++ y VTK
  • XVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / VIII Congreso de Matemática Aplicada (XVIII CEDYA / VIII CMA)
    Tarragona. September 15-19, 2003
    • A. M. Ferreiro Ferreiro, M. E. Vázquez Cendón
      Resolución y validación del modelo de aguas poco profundas unidimensional incluyendo áreas secas
  • Équations de Saint Venant, théorie et applications
    Université de Savoie (Francia). May 16-17, 2002
    • M. E. Vázquez Cendón, A. M. Ferreiro Ferreiro
      One dimensional shallow water involving wetting-drying front. Validations with experimental data
  • X Escuela de Otoño Hispano-Francesa sobre Simulación Numérica en Física e Ingeniería
    Jaca (Huesca). September 23-27, 2002
    • A. Ferreiro Ferreiro, M. E. Vázquez Cendón
      Aplicación del método de volúmenes finitos y esquemas tipo Godunov a las ecuaciones de aguas someras

Departamento de Matemáticas
Facultad de Ciencias
Campus de A Zapateira, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 2121