Scientific Publications

Journal articles

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, preprint.
Davide Trevisani, José Germán López-Salas, Chris Kenyon, Carlos Vázquez and Mourad Berrahoui. Scope 3 capital design for carbon-emissions-facilitation tax risk, preprint.
Íñigo Arregui, Mirco Martini, Roberta Simonella, Carlos Vázquez. Total value adjustment in a multi-currency framework with stochastic exchange rates and mean reversion spreads, preprint.
Alberto P. Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini, Carlos Vázquez. Evaluating microscopic and macroscopic models for derivative contracts on commodity indices, preprint.
Alberto P. Manzano-Herrero, Gonzlao Ferro, Álvaro Leitao, Carlos Vázquez, Andrés Gómez. Real option pricing using quantum computers, preprint.
Jonatan Ráfales, Carlos Vázquez. Models and numerical methods for equilibrium problems with heterogeneous agents involving two productive sectors, preprint.
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.
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, 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.
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.
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.
Roberta Simonella, Carlos Vázquez.
XVA in a multi-currency setting with stochastic foreign exchange rates,
Mathematics and Computers in Simulation, 207 (2023) 59-79.
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.
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.
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.
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.
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.
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.
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.
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.
Sara Dutra-Lópes, Carlos Vázquez.
LIBOR market model including credit risk under real world measure,
Journal of Computational Finance, 24 (2020) 3, 111-141.
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.
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.
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.
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.
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.
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.
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.
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.
A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty,
Journal of Computational and Applied Mathematics, 318 (2017) 491-503.
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.
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.
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.
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.
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.
Computing American option price under regime switching with rationality parameter,
Computers & Mathematics with Applications, 72 (2016) 3, 741-754.
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.
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.
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.
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.
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.
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.
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.
Sébastien Martin, Carlos Vázquez.
Homogenization of the layer-structured dam problem with isotropic permeability,
Nonlinear Analysis: Real World Applications, 14 (2013) 6, 2133-2151.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Micro-roughness effects in (elasto) hydrodynamic lubrication,
Tribology International, 39 (2006) 1707-1718.
Guy Bayada, Sébastien Martin, Carlos Vázquez.
About a generalized Buckley-Leverett equation in multifluid flow,
European Journal of Applied Mathematics, 17 (2006) 491-524.
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.
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.
Anisotropic effects by homogenization in a free boundary problem,
Comptes Rendus Mathématique, 340 (2005) 541-546.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
José Durany, Carlos Vázquez.
Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation,
Applicable Analysis, 53 (1994) 1-2, 135-142.
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.

Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1335

Carlos Vázquez
Cendón

Indexed at...

Journal articles

Carlos Vázquez Cendón

Indexed at...

Journal articles

Carlos Vázquez
Cendón