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, 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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. - 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). - 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. - 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. - 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, 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. - 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. - 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. - 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. - 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.
Departamento de Matemáticas
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1276
Facultad de Informática
Campus de Elviña, s/n
15071 - A Coruña (Spain)
+34.981.167.000 Ext. 1276