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Vázquez Cendón, Carlos

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Author ID: vazquez-cendon.carlos Recent zbMATH articles by "Vázquez Cendón, Carlos"
Published as: Cendón, Carlos Vázquez; Vazquez, Carlos; Vázquez; Vázquez Cendón, C.; Vázquez Cendón, Carlos; Vázquez, C.; Vázquez, Carlos
Homepage: http://dm.udc.es/staff/carlos_vazquez/
External Links: ORCID
Documents Indexed: 115 Publications since 1989, including 3 Books
all top 5

Co-Authors

2 single-authored
22 Durany, José
17 Arregui, Iñigo A.
13 Bayada, Guy
9 Calvo, Natividad
7 Cendán, José Jesús
7 del Carmen Calvo-Garrido, Maria
7 García-Rodríguez, José Antonio
7 García, Guillermo O.
7 López-Salas, José Germán
6 Nogueiras, Maria R.
6 Salvador, Beatriz
6 Suárez-Taboada, María
5 Bermúdez, Alfredo
5 Calvo, Nati
5 Cid, Begoña
5 Ferreiro, Ana M.
5 Martin, Sébastien
5 Toja, Raquel
4 Fernández Pérez, José Luis
3 Alonso, Antonio A.
3 Balsa-Canto, Eva
3 López-Núñez, Alejandro
3 Parés Madroñal, Carlos
3 Pascucci, Andrea
3 Pou, Marta
3 Ševčovič, Daniel
2 Arenaz, Manuel
2 Chambat, Michèle
2 Company, Rafael
2 Diaz Diaz, Jesus Ildefonso
2 Doallo, Ramón
2 Egorova, Vera N.
2 Ferreiro-Ferreiro, Ana María
2 Jódar Sanchez, Lucas Antonio
2 Pájaro, Manuel
2 Schiavi, Emanuele
2 Souto, Luis
2 Touriño, Juan
1 Acción, A.
1 Aregui Álvarez, Íñigo
1 Arias-Méndez, Ana
1 Bermejo, Rodolfo
1 Castillo, Derik
1 Coquel, Frédéric
1 Correia, António Dourado P.
1 Costa e Silva, E.
1 Ehrhardt, Matthias Joachim
1 El Alaoui Talibi, Mohamed
1 Falcó, Antonio
1 Farto, José-Miguel
1 Fowler, Andrew C.
1 García, José A.
1 García, Míriam R.
1 Gobet, Emmanuel
1 González-Gaspar, A.
1 Leitao, Álvaro
1 Moreno, Carlos S.
1 Mosquera-Fernández, Maruxa
1 Muñoz, Ana Isabel
1 Murea, Cornel Marius
1 Navarro, Ll.
1 Otero-Muras, Irene
1 Pérez Rodríguez, S.
1 Pignotti, Michele
1 Posse, M.
1 Rodríguez-Nogueiras, María
1 Turkedjiev, Plamen
1 Vilas, Carlos
all top 5

Serials

9 Applied Mathematics and Computation
8 Journal of Computational and Applied Mathematics
5 Computers & Mathematics with Applications
5 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
4 Mathematics and Computers in Simulation
4 Applied Mathematical Modelling
4 Nonlinear Analysis. Real World Applications
3 Applied Numerical Mathematics
2 Journal of Mathematical Analysis and Applications
2 Mathematical Methods in the Applied Sciences
2 SIAM Journal on Numerical Analysis
2 Mathematical and Computer Modelling
2 European Journal of Applied Mathematics
2 International Journal of Computer Mathematics
2 SIAM Journal on Applied Mathematics
2 Advances in Engineering Software
2 SIAM Journal on Scientific Computing
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 Applicable Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 IMA Journal of Applied Mathematics
1 Applied Mathematics and Optimization
1 International Journal for Numerical Methods in Engineering
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Proceedings of the Edinburgh Mathematical Society. Series II
1 Physica D
1 Parallel Computing
1 RAIRO. Modélisation Mathématique et Analyse Numérique
1 Finite Elements in Analysis and Design
1 Asymptotic Analysis
1 Journal of Global Optimization
1 Advances in Mathematical Sciences and Applications
1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Computational Methods in Sciences and Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 MAT. Serie A: Conferencias, Seminarios y Trabajos de Matemática
1 S\(\vec{\text{e}}\)MA Journal
1 Journal of Theoretical Biology
1 Boletín de la Sociedad Española de Matemática Aplicada. S\(\vec{\text{e}}\)MA
1 SEMA SIMAI Springer Series

Publications by Year

Citations contained in zbMATH

75 Publications have been cited 395 times in 233 Documents Cited by Year
Numerical analysis of convection-diffusion-reaction problems with higher order characteristics/finite elements. I: Time discretization. Zbl 1126.65080
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
32
2006
Numerical analysis of convection-diffusion-reaction problems with higher-order characteristics/finite elements. II: Fully discretized scheme and quadrature formulas. Zbl 1126.65081
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
30
2006
On a Doubly nonlinear parabolic obstacle problem modelling Ice sheet dynamics. Zbl 1032.35115
Calvo, N.; Díaz, J. I.; Durany, J.; Schiavi, E.; Vázquez, C.
19
2002
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange–Galerkin methods. Zbl 1184.91210
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
17
2006
An efficient implementation of parallel simulated annealing algorithm in GPUs. Zbl 1286.90115
Ferreiro, A. M.; García, J. A.; López-Salas, J. G.; Vázquez, C.
11
2013
Characteristics method for the formulation and computation of a free boundary cavitation problem. Zbl 0948.76064
Bayada, G.; Chambat, M.; Vázquez, C.
11
1998
Super twisting control of a parametrically excited overhead crane. Zbl 1372.93075
Vázquez, Carlos; Collado, Joaquin; Fridman, Leonid
10
2014
A survey on mathematical aspects of lubrication problems. Zbl 1242.76040
Bayada, Guy; Vázquez, Carlos
10
2007
Existence of a solution for a lubrication problem in elastic journal- bearing devices with thin bearing. Zbl 0820.35110
Bayada, G.; Durany, J.; Vázquez, C.
10
1995
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. Zbl 1352.65008
Gobet, E.; López-Salas, J. G.; Turkedjiev, P.; Vázquez, C.
9
2016
Mathematical analysis and numerical methods for pricing pension plans allowing early retirement. Zbl 1285.91147
Calvo-Garrido, M. Carmen; Pascucci, Andrea; Vázquez, Carlos
9
2013
Numerical simulation of a lubricated Hertzian contact problem under imposed load. Zbl 1073.74048
Durany, J.; García, G.; Vázquez, C.
9
2002
Existence of solutions for elastohydrodynamic piezoviscous lubrication problems with a new model of cavitation. Zbl 0856.76013
Bayada, Guy; El Alaoui Talibi, Mohamed; Vázquez, C.
9
1996
Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting. Zbl 1370.92061
Pájaro, Manuel; Alonso, Antonio A.; Otero-Muras, Irene; Vázquez, Carlos
8
2017
Two-scale homogenization of a hydrodynamic Elrod-Adams model. Zbl 1108.35007
Bayada, G.; Martin, S.; Vázquez, C.
8
2005
Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets. Zbl 1083.86502
Calvo, N.; Durany, J.; Vázquez, C.
8
1999
Numerical computation of free boundary problems in elastohydrodynamic lubrication. Zbl 0851.73058
Durany, J.; García, G.; Vázquez, C.
8
1996
Existence and uniqueness of solution for a lubrication problem with cavitation in a journal bearing with axial supply. Zbl 0814.35104
Vázquez Cendón, C.
8
1994
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Zbl 1239.91174
Suárez-Taboada, M.; Vázquez, C.
7
2012
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model. Zbl 1222.91061
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
6
2011
Sensitivity and approximation of coupled fluid-structure equations by virtual control method. Zbl 1136.74319
Murea, Cornel Marius; Vázquez, Carlos
6
2005
Numerical techniques for pricing callable bonds with notice. Zbl 1089.91021
Farto, J.; Vázquez, C.
6
2005
Numerical computation of ice sheet profiles with free boundary models. Zbl 0982.76057
Calvo, N.; Durany, J.; Vázquez, C.
6
2000
An elastohydrodynamic coupled problem between a piezoviscous Reynolds equation and a hinged plate model. Zbl 0879.73044
Durany, J.; García, G.; Vázquez, C.
6
1997
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. Zbl 1411.91613
Arregui, Iñigo; Salvador, Beatriz; Vázquez, Carlos
5
2017
Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing. Zbl 1349.65280
Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos
5
2016
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. Zbl 1304.65186
Castillo, D.; Ferreiro, A. M.; García-Rodríguez, J. A.; Vázquez, C.
5
2013
About a generalized Buckley-Leverett equation and lubrication multifluid flow. Zbl 1127.35044
Bayada, Guy; Martin, Sébastien; Vázquez, Carlos
5
2006
Homogenization of a nonlocal elastohydrodynamic lubrication problem: a new free boundary model. Zbl 1080.74041
Bayada, G.; Martin, S.; Vázquez, C.
5
2005
On the existence of solution for a nonhomogeneous Stokes-rod coupled problem. Zbl 1086.74013
Bayada, G.; Chambat, M.; Cid, B.; Vázquez, C.
5
2004
Finite elements numerical solution of a coupled profile–velocity–temperature shallow ice sheet approximation model. Zbl 1107.86300
Calvo, N.; Durany, J.; Vázquez, C.
5
2003
A mixed Dirichlet-Neumann problem for a nonlinear Reynolds equation in elastohydrodynamic piezoviscous lubrication. Zbl 0857.35044
Durany, J.; García, G.; Vázquez, C.
5
1996
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Zbl 1426.91261
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
4
2018
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem. Zbl 1281.91177
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
4
2013
Mathematical analysis of some new Reynolds-rod elastohydrodynamic models. Zbl 1068.74018
Bayada, G.; Cid, B.; Vázquez, C.
4
2001
PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique. Zbl 1409.91277
López-Salas, José G.; Vázquez, Carlos
3
2018
Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication. Zbl 1443.76031
García, Guillermo; Moreno, Carlos; Vázquez, Carlos
3
2017
A new numerical method for pricing fixed-rate mortgages with prepayment and default options. Zbl 1386.91169
del Carmen Calvo-Garrido, Maria; Vázquez, Carlos
3
2016
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance. Zbl 1410.91258
Calvo-Garrido, María del Carmen; Vázquez, Carlos
3
2015
Beyond multi-adjoint logic programming. Zbl 1343.68045
Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos
3
2015
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives. Zbl 1335.91093
Ferreiro, Ana M.; García-Rodríguez, José A.; López-Salas, José G.; Vázquez, Carlos
3
2014
A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices. Zbl 1426.76123
Bayada, Guy; Cid, Begoña; García, Guillermo; Vázquez, Carlos
3
2013
Numerical solution of an optimal investment problem with proportional transaction costs. Zbl 1237.91225
Arregui, Iñigo; Vázquez, Carlos
3
2012
A new fully nonisothermal coupled model for the simulation of ice sheet flow. Zbl 1184.86019
Calvo, N.; Durany, J.; Vázquez, C.
3
2010
Two-scale homogenization study of a Reynolds-rod elastohydrodynamic model. Zbl 1050.76015
Bayada, G.; Cid, B.; Vázquez, C.
3
2003
Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology. Zbl 1019.86003
Calvo, N.; Durany, J.; Vázquez, C.
3
2002
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing. Zbl 1013.74019
Arregui, Iñigo; Vázquez, Carlos
3
2001
Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation. Zbl 0841.35133
Durany, J.; Vázquez, C.
3
1994
Decay of localization effects by nonlinearity in disordered systems. Zbl 0825.35087
Kivshar, Yu. S.; Gredeskul, S. A.; Sánchez, A.; Vázquez
3
1990
Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Zbl 1428.90131
Ferreiro-Ferreiro, Ana M.; García-Rodríguez, José A.; Souto, Luis; Vázquez, Carlos
2
2019
Computing American option price under regime switching with rationality parameter. Zbl 1410.91480
Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos
2
2016
A new parameterization for the drift-free simulation in the Libor market model. Zbl 1336.91083
Fernández, José L.; Nogueiras, María R.; Pou, Marta; Vázquez, Carlos
2
2015
Pricing pension plans under jump-diffusion models for the salary. Zbl 1369.91190
Calvo-Garrido, M. Carmen; Vázquez, Carlos
2
2014
Towards categorical fuzzy logic programming. Zbl 1423.68088
Eklund, Patrik; Galán, M. Ángeles; Helgesson, Robert; Kortelainen, Jari; Moreno, Ginés; Vázquez, Carlos
2
2013
Homogenization of the layer-structured dam problem with isotropic permeability. Zbl 1302.76179
Martin, Sébastien; Vázquez, Carlos
2
2013
Dedekind-MacNeille completion and Cartesian product of multi-adjoint lattices. Zbl 1269.06003
Morcillo, Pedro J.; Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos
2
2012
Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices. Zbl 1203.76052
Arregui, Iñigo; Cendán, José Jesús; Parés, Carlos; Vázquez, Carlos
2
2008
GLANUSIT: A software toolbox for the numerical simulation of large ice masses evolution. Zbl 1137.86313
Calvo, N.; Durany, J.; Toja, R.; Vázquez, C.
2
2007
Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem. Zbl 1286.91147
Bermúdez, Alfredo; Rodríguez-Nogueiras, María; Vázquez, Carlos
2
2007
A duality method for the compressible Reynolds equation. application to simulation of read/write processes in magnetic storage devices. Zbl 1107.76030
Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos
2
2005
An upwind method for solving transport-diffusion-reaction systems. Zbl 0708.76086
Bermudez, A.; Durany, J.; Posse, M.; Vázquez, C.
2
1989
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty. Zbl 1422.91773
Suárez-Taboada, María; Vázquez, Carlos
1
2019
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
1
2019
Real-world scenarios with negative interest rates based on the LIBOR market model. Zbl 1411.91591
Lopes, Sara Dutra; Vázquez, Carlos
1
2018
Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks. Zbl 1411.65123
Alonso, Antonio A.; Bermejo, Rodolfo; Pájaro, Manuel; Vázquez, Carlos
1
2018
Numerical methods for a nonlinear reaction-diffusion system modelling a batch culture of biofilm. Zbl 1443.92007
Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos
1
2017
Sparse grid combination technique for Hagan SABR/LIBOR market model. Zbl 1420.91519
López-Salas, José Germán; Cendón, Carlos Vázquez
1
2017
A direct LU solver for pricing American bond options under Hull-White model. Zbl 1410.91483
Falcó, A.; Navarro, Ll.; Vázquez, C.
1
2017
Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model. Zbl 1275.91147
Fernández, J. L.; Nogueiras, M. R.; Pou, M.; Vázquez, C.
1
2013
Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions. Zbl 1201.86013
Calvo, N.; Durany, J.; Toja, R.; Vázquez, C.
1
2011
A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170
Suárez-Taboada, M.; Vázquez, C.
1
2010
A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. Zbl 1201.65156
González-Gaspar, A.; Vázquez, C.
1
2010
A coupled multivalued model for ice streams and its numerical simulation. Zbl 1138.86009
Calvo, Nati; Durany, José; Muñoz, Ana I.; Schiavi, Emanuele; Vázquez, Carlos
1
2006
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device. Zbl 1045.35092
Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos
1
2002
Mathematical analysis of a Stefan problem with Dirichlet-Signorini boundary conditions appearing in polythermic ice sheet modeling. Zbl 0988.35173
Calvo, N.; Durany, J.; Vázquez, C.
1
2001
Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Zbl 1428.90131
Ferreiro-Ferreiro, Ana M.; García-Rodríguez, José A.; Souto, Luis; Vázquez, Carlos
2
2019
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project under uncertainty. Zbl 1422.91773
Suárez-Taboada, María; Vázquez, Carlos
1
2019
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
1
2019
Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Zbl 1426.91261
Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos
4
2018
PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique. Zbl 1409.91277
López-Salas, José G.; Vázquez, Carlos
3
2018
Real-world scenarios with negative interest rates based on the LIBOR market model. Zbl 1411.91591
Lopes, Sara Dutra; Vázquez, Carlos
1
2018
Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks. Zbl 1411.65123
Alonso, Antonio A.; Bermejo, Rodolfo; Pájaro, Manuel; Vázquez, Carlos
1
2018
Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting. Zbl 1370.92061
Pájaro, Manuel; Alonso, Antonio A.; Otero-Muras, Irene; Vázquez, Carlos
8
2017
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. Zbl 1411.91613
Arregui, Iñigo; Salvador, Beatriz; Vázquez, Carlos
5
2017
Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication. Zbl 1443.76031
García, Guillermo; Moreno, Carlos; Vázquez, Carlos
3
2017
Numerical methods for a nonlinear reaction-diffusion system modelling a batch culture of biofilm. Zbl 1443.92007
Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos
1
2017
Sparse grid combination technique for Hagan SABR/LIBOR market model. Zbl 1420.91519
López-Salas, José Germán; Cendón, Carlos Vázquez
1
2017
A direct LU solver for pricing American bond options under Hull-White model. Zbl 1410.91483
Falcó, A.; Navarro, Ll.; Vázquez, C.
1
2017
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. Zbl 1352.65008
Gobet, E.; López-Salas, J. G.; Turkedjiev, P.; Vázquez, C.
9
2016
Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing. Zbl 1349.65280
Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos
5
2016
A new numerical method for pricing fixed-rate mortgages with prepayment and default options. Zbl 1386.91169
del Carmen Calvo-Garrido, Maria; Vázquez, Carlos
3
2016
Computing American option price under regime switching with rationality parameter. Zbl 1410.91480
Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos
2
2016
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance. Zbl 1410.91258
Calvo-Garrido, María del Carmen; Vázquez, Carlos
3
2015
Beyond multi-adjoint logic programming. Zbl 1343.68045
Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos
3
2015
A new parameterization for the drift-free simulation in the Libor market model. Zbl 1336.91083
Fernández, José L.; Nogueiras, María R.; Pou, Marta; Vázquez, Carlos
2
2015
Super twisting control of a parametrically excited overhead crane. Zbl 1372.93075
Vázquez, Carlos; Collado, Joaquin; Fridman, Leonid
10
2014
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives. Zbl 1335.91093
Ferreiro, Ana M.; García-Rodríguez, José A.; López-Salas, José G.; Vázquez, Carlos
3
2014
Pricing pension plans under jump-diffusion models for the salary. Zbl 1369.91190
Calvo-Garrido, M. Carmen; Vázquez, Carlos
2
2014
An efficient implementation of parallel simulated annealing algorithm in GPUs. Zbl 1286.90115
Ferreiro, A. M.; García, J. A.; López-Salas, J. G.; Vázquez, C.
11
2013
Mathematical analysis and numerical methods for pricing pension plans allowing early retirement. Zbl 1285.91147
Calvo-Garrido, M. Carmen; Pascucci, Andrea; Vázquez, Carlos
9
2013
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. Zbl 1304.65186
Castillo, D.; Ferreiro, A. M.; García-Rodríguez, J. A.; Vázquez, C.
5
2013
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem. Zbl 1281.91177
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
4
2013
A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices. Zbl 1426.76123
Bayada, Guy; Cid, Begoña; García, Guillermo; Vázquez, Carlos
3
2013
Towards categorical fuzzy logic programming. Zbl 1423.68088
Eklund, Patrik; Galán, M. Ángeles; Helgesson, Robert; Kortelainen, Jari; Moreno, Ginés; Vázquez, Carlos
2
2013
Homogenization of the layer-structured dam problem with isotropic permeability. Zbl 1302.76179
Martin, Sébastien; Vázquez, Carlos
2
2013
Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model. Zbl 1275.91147
Fernández, J. L.; Nogueiras, M. R.; Pou, M.; Vázquez, C.
1
2013
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Zbl 1239.91174
Suárez-Taboada, M.; Vázquez, C.
7
2012
Numerical solution of an optimal investment problem with proportional transaction costs. Zbl 1237.91225
Arregui, Iñigo; Vázquez, Carlos
3
2012
Dedekind-MacNeille completion and Cartesian product of multi-adjoint lattices. Zbl 1269.06003
Morcillo, Pedro J.; Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos
2
2012
Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model. Zbl 1222.91061
Pascucci, A.; Suárez-Taboada, M.; Vázquez, C.
6
2011
Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions. Zbl 1201.86013
Calvo, N.; Durany, J.; Toja, R.; Vázquez, C.
1
2011
A new fully nonisothermal coupled model for the simulation of ice sheet flow. Zbl 1184.86019
Calvo, N.; Durany, J.; Vázquez, C.
3
2010
A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170
Suárez-Taboada, M.; Vázquez, C.
1
2010
A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. Zbl 1201.65156
González-Gaspar, A.; Vázquez, C.
1
2010
Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices. Zbl 1203.76052
Arregui, Iñigo; Cendán, José Jesús; Parés, Carlos; Vázquez, Carlos
2
2008
A survey on mathematical aspects of lubrication problems. Zbl 1242.76040
Bayada, Guy; Vázquez, Carlos
10
2007
GLANUSIT: A software toolbox for the numerical simulation of large ice masses evolution. Zbl 1137.86313
Calvo, N.; Durany, J.; Toja, R.; Vázquez, C.
2
2007
Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem. Zbl 1286.91147
Bermúdez, Alfredo; Rodríguez-Nogueiras, María; Vázquez, Carlos
2
2007
Numerical analysis of convection-diffusion-reaction problems with higher order characteristics/finite elements. I: Time discretization. Zbl 1126.65080
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
32
2006
Numerical analysis of convection-diffusion-reaction problems with higher-order characteristics/finite elements. II: Fully discretized scheme and quadrature formulas. Zbl 1126.65081
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
30
2006
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange–Galerkin methods. Zbl 1184.91210
Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos
17
2006
About a generalized Buckley-Leverett equation and lubrication multifluid flow. Zbl 1127.35044
Bayada, Guy; Martin, Sébastien; Vázquez, Carlos
5
2006
A coupled multivalued model for ice streams and its numerical simulation. Zbl 1138.86009
Calvo, Nati; Durany, José; Muñoz, Ana I.; Schiavi, Emanuele; Vázquez, Carlos
1
2006
Two-scale homogenization of a hydrodynamic Elrod-Adams model. Zbl 1108.35007
Bayada, G.; Martin, S.; Vázquez, C.
8
2005
Sensitivity and approximation of coupled fluid-structure equations by virtual control method. Zbl 1136.74319
Murea, Cornel Marius; Vázquez, Carlos
6
2005
Numerical techniques for pricing callable bonds with notice. Zbl 1089.91021
Farto, J.; Vázquez, C.
6
2005
Homogenization of a nonlocal elastohydrodynamic lubrication problem: a new free boundary model. Zbl 1080.74041
Bayada, G.; Martin, S.; Vázquez, C.
5
2005
A duality method for the compressible Reynolds equation. application to simulation of read/write processes in magnetic storage devices. Zbl 1107.76030
Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos
2
2005
On the existence of solution for a nonhomogeneous Stokes-rod coupled problem. Zbl 1086.74013
Bayada, G.; Chambat, M.; Cid, B.; Vázquez, C.
5
2004
Finite elements numerical solution of a coupled profile–velocity–temperature shallow ice sheet approximation model. Zbl 1107.86300
Calvo, N.; Durany, J.; Vázquez, C.
5
2003
Two-scale homogenization study of a Reynolds-rod elastohydrodynamic model. Zbl 1050.76015
Bayada, G.; Cid, B.; Vázquez, C.
3
2003
On a Doubly nonlinear parabolic obstacle problem modelling Ice sheet dynamics. Zbl 1032.35115
Calvo, N.; Díaz, J. I.; Durany, J.; Schiavi, E.; Vázquez, C.
19
2002
Numerical simulation of a lubricated Hertzian contact problem under imposed load. Zbl 1073.74048
Durany, J.; García, G.; Vázquez, C.
9
2002
Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology. Zbl 1019.86003
Calvo, N.; Durany, J.; Vázquez, C.
3
2002
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device. Zbl 1045.35092
Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos
1
2002
Mathematical analysis of some new Reynolds-rod elastohydrodynamic models. Zbl 1068.74018
Bayada, G.; Cid, B.; Vázquez, C.
4
2001
Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing. Zbl 1013.74019
Arregui, Iñigo; Vázquez, Carlos
3
2001
Mathematical analysis of a Stefan problem with Dirichlet-Signorini boundary conditions appearing in polythermic ice sheet modeling. Zbl 0988.35173
Calvo, N.; Durany, J.; Vázquez, C.
1
2001
Numerical computation of ice sheet profiles with free boundary models. Zbl 0982.76057
Calvo, N.; Durany, J.; Vázquez, C.
6
2000
Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets. Zbl 1083.86502
Calvo, N.; Durany, J.; Vázquez, C.
8
1999
Characteristics method for the formulation and computation of a free boundary cavitation problem. Zbl 0948.76064
Bayada, G.; Chambat, M.; Vázquez, C.
11
1998
An elastohydrodynamic coupled problem between a piezoviscous Reynolds equation and a hinged plate model. Zbl 0879.73044
Durany, J.; García, G.; Vázquez, C.
6
1997
Existence of solutions for elastohydrodynamic piezoviscous lubrication problems with a new model of cavitation. Zbl 0856.76013
Bayada, Guy; El Alaoui Talibi, Mohamed; Vázquez, C.
9
1996
Numerical computation of free boundary problems in elastohydrodynamic lubrication. Zbl 0851.73058
Durany, J.; García, G.; Vázquez, C.
8
1996
A mixed Dirichlet-Neumann problem for a nonlinear Reynolds equation in elastohydrodynamic piezoviscous lubrication. Zbl 0857.35044
Durany, J.; García, G.; Vázquez, C.
5
1996
Existence of a solution for a lubrication problem in elastic journal- bearing devices with thin bearing. Zbl 0820.35110
Bayada, G.; Durany, J.; Vázquez, C.
10
1995
Existence and uniqueness of solution for a lubrication problem with cavitation in a journal bearing with axial supply. Zbl 0814.35104
Vázquez Cendón, C.
8
1994
Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation. Zbl 0841.35133
Durany, J.; Vázquez, C.
3
1994
Decay of localization effects by nonlinearity in disordered systems. Zbl 0825.35087
Kivshar, Yu. S.; Gredeskul, S. A.; Sánchez, A.; Vázquez
3
1990
An upwind method for solving transport-diffusion-reaction systems. Zbl 0708.76086
Bermudez, A.; Durany, J.; Posse, M.; Vázquez, C.
2
1989
all top 5

Cited by 390 Authors

62 Vázquez Cendón, Carlos
14 Bayada, Guy
13 Arregui, Iñigo A.
11 Durany, José
7 García-Rodríguez, José Antonio
7 López-Salas, José Germán
7 Martin, Sébastien
7 Salvador, Beatriz
7 Tello, José Ignacio
6 Ciuperca, Ionel Sorin
6 del Carmen Calvo-Garrido, Maria
6 El Alaoui Talibi, Mohamed
6 Jai, Mohammed
5 Calvo, Natividad
5 García, Guillermo O.
5 Murea, Cornel Marius
5 Suárez-Taboada, María
5 Wall, Peter
4 Audrito, Alessandro
4 Cendán, José Jesús
4 Cid, Begoña
4 Ferreiro, Ana M.
4 Jódar Sanchez, Lucas Antonio
4 Ševčovič, Daniel
4 Sun, Tongjun
4 Yuan, Yirang
3 Benítez, Marta
3 Bermúdez, Alfredo
3 Company, Rafael
3 Fernández Pérez, José Luis
3 Ferreiro-Ferreiro, Ana María
3 Gobet, Emmanuel
3 Iranzo, Pascual Julián
3 Kim, Philsu
3 Li, Changfeng
3 Moreno, Ginés
3 Nogueiras, Maria R.
3 Oosterlee, Cornelis Willebrordus
3 Pájaro, Manuel
3 Vazquez, Juan Luis
2 Almqvist, Andreas
2 Alonso, Antonio A.
2 Bak, Soyoon
2 Bermúdez, Ana
2 Calvo, Nati
2 Carrillo de la Plata, José Antonio
2 Castro, Manuel J.
2 Chambat, Michèle
2 Chupin, Laurent
2 de Frutos, Javier
2 Diaz Diaz, Jesus Ildefonso
2 Egorova, Vera N.
2 Ehrhardt, Matthias Joachim
2 Fabricius, John
2 Grec, Bérénice
2 Hadi, Khalid Ait
2 Jentzen, Arnulf
2 Jordanova, Pavlina K.
2 Kim, Dojin
2 Liu, Weiqi
2 Liu, Yunxin
2 Long, Xiaohan
2 Lukkassen, Dag
2 Medina, Jesús
2 Meidell, Annette
2 Muñoz, Ana Isabel
2 Ojeda-Aciego, Manuel
2 Pagès, Gilles
2 Parés Madroñal, Carlos
2 Pascucci, Andrea
2 Penabad, Jaime
2 Pérez Rodríguez, S.
2 Piao, Xiangfan
2 Pou, Marta
2 Sagna, Abass
2 Souto, Luis
2 Stehlík, Milan
2 Toja, Raquel
2 Vázquez, Carlos A.
2 Vovelle, Julien
2 Zhang, Zhiqiang
1 Acción, A.
1 Agarwal, Ankush
1 Agueh, Martial
1 Ahmed, Iftikhar
1 Akkerman, Ido
1 Alonso, Ronaldo L.
1 Andriyanova, Èlina Radikovna
1 Antontsev, Stanislav Nikolaevich
1 Aranishi, Futoshi
1 Arizmendi Gutiérrez, Bárbara
1 Balsa-Canto, Eva
1 Barfeie, Mahdyar
1 Barkalov, Konstantin
1 Barral, Patricia
1 Bayón, Luis
1 Beck, Christian
1 Bellosta, Tommaso
1 Bellout, Hamid
1 Bender, Christian
...and 290 more Authors
all top 5

Cited in 86 Serials

20 Applied Mathematics and Computation
17 Journal of Computational and Applied Mathematics
10 Computers & Mathematics with Applications
8 Journal of Mathematical Analysis and Applications
8 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
7 Applied Mathematical Modelling
6 Journal of Differential Equations
6 Applied Numerical Mathematics
6 Nonlinear Analysis. Real World Applications
5 Computer Methods in Applied Mechanics and Engineering
5 Journal of the Franklin Institute
5 Physica D
5 International Journal of Computer Mathematics
4 Mathematics and Computers in Simulation
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 SIAM Journal on Scientific Computing
4 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
3 Applicable Analysis
3 Journal of Computational Physics
3 SIAM Journal on Numerical Analysis
3 Applied Mathematics and Mechanics. (English Edition)
3 European Journal of Applied Mathematics
3 Journal of Global Optimization
3 Soft Computing
3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 International Journal of Engineering Science
2 Journal of Mathematical Biology
2 Mathematical Biosciences
2 Numerische Mathematik
2 Quarterly of Applied Mathematics
2 Mathematical and Computer Modelling
2 Journal of Scientific Computing
2 European Journal of Operational Research
2 Stochastic Processes and their Applications
2 Discrete and Continuous Dynamical Systems
2 Abstract and Applied Analysis
2 Journal of Mathematical Fluid Mechanics
2 Communications in Nonlinear Science and Numerical Simulation
2 Quantitative Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 S\(\vec{\text{e}}\)MA Journal
2 Journal of Theoretical Biology
1 Acta Mechanica
1 International Journal for Numerical Methods in Fluids
1 Inverse Problems
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Bulletin of Mathematical Biology
1 Automatica
1 Fuzzy Sets and Systems
1 International Journal of Mathematics and Mathematical Sciences
1 Proceedings of the Edinburgh Mathematical Society. Series II
1 SIAM Journal on Control and Optimization
1 Chinese Annals of Mathematics. Series B
1 Bulletin of the Iranian Mathematical Society
1 RAIRO. Modélisation Mathématique et Analyse Numérique
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Numerical Methods for Partial Differential Equations
1 Journal of Economic Dynamics & Control
1 Asymptotic Analysis
1 Japan Journal of Industrial and Applied Mathematics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Journal of Nonlinear Science
1 Communications in Numerical Methods in Engineering
1 Computational and Applied Mathematics
1 Journal of Inverse and Ill-Posed Problems
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 Annals of Mathematics and Artificial Intelligence
1 Electronic Journal of Probability
1 Mathematical Problems in Engineering
1 Nonlinear Dynamics
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Methodology and Computing in Applied Probability
1 Journal of Evolution Equations
1 Archives of Computational Methods in Engineering
1 Journal of Applied Mathematics and Computing
1 Fuzzy Optimization and Decision Making
1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
1 Journal of Control Science and Engineering
1 Ufimskiĭ Matematicheskiĭ Zhurnal
1 ISRN Probability and Statistics
1 Journal of Logical and Algebraic Methods in Programming
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

Citations by Year