Edit Profile Vázquez Cendón, Carlos Compute Distance To: Compute Author ID: vazquez-cendon.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 all top 5 Fields 49 Numerical analysis (65-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 38 Fluid mechanics (76-XX) 36 Partial differential equations (35-XX) 22 Mechanics of deformable solids (74-XX) 13 Geophysics (86-XX) 12 Probability theory and stochastic processes (60-XX) 6 Biology and other natural sciences (92-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Operations research, mathematical programming (90-XX) 4 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Ordinary differential equations (34-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Statistics (62-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 1126.65080Bermúdez, 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 1126.65081Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos 30 2006 On a Doubly nonlinear parabolic obstacle problem modelling Ice sheet dynamics. Zbl 1032.35115Calvo, 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 1184.91210Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos 17 2006 An efficient implementation of parallel simulated annealing algorithm in GPUs. Zbl 1286.90115Ferreiro, 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 0948.76064Bayada, G.; Chambat, M.; Vázquez, C. 11 1998 Super twisting control of a parametrically excited overhead crane. Zbl 1372.93075Vázquez, Carlos; Collado, Joaquin; Fridman, Leonid 10 2014 A survey on mathematical aspects of lubrication problems. Zbl 1242.76040Bayada, Guy; Vázquez, Carlos 10 2007 Existence of a solution for a lubrication problem in elastic journal- bearing devices with thin bearing. Zbl 0820.35110Bayada, G.; Durany, J.; Vázquez, C. 10 1995 Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. Zbl 1352.65008Gobet, E.; López-Salas, J. G.; Turkedjiev, P.; Vázquez, C. 9 2016 Mathematical analysis and numerical methods for pricing pension plans allowing early retirement. Zbl 1285.91147Calvo-Garrido, M. Carmen; Pascucci, Andrea; Vázquez, Carlos 9 2013 Numerical simulation of a lubricated Hertzian contact problem under imposed load. Zbl 1073.74048Durany, J.; García, G.; Vázquez, C. 9 2002 Existence of solutions for elastohydrodynamic piezoviscous lubrication problems with a new model of cavitation. Zbl 0856.76013Bayada, Guy; El Alaoui Talibi, Mohamed; Vázquez, C. 9 1996 Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting. Zbl 1370.92061Pájaro, Manuel; Alonso, Antonio A.; Otero-Muras, Irene; Vázquez, Carlos 8 2017 Two-scale homogenization of a hydrodynamic Elrod-Adams model. Zbl 1108.35007Bayada, G.; Martin, S.; Vázquez, C. 8 2005 Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets. Zbl 1083.86502Calvo, N.; Durany, J.; Vázquez, C. 8 1999 Numerical computation of free boundary problems in elastohydrodynamic lubrication. Zbl 0851.73058Durany, 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 0814.35104Vázquez Cendón, C. 8 1994 Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Zbl 1239.91174Suárez-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 1222.91061Pascucci, A.; Suárez-Taboada, M.; Vázquez, C. 6 2011 Sensitivity and approximation of coupled fluid-structure equations by virtual control method. Zbl 1136.74319Murea, Cornel Marius; Vázquez, Carlos 6 2005 Numerical techniques for pricing callable bonds with notice. Zbl 1089.91021Farto, J.; Vázquez, C. 6 2005 Numerical computation of ice sheet profiles with free boundary models. Zbl 0982.76057Calvo, N.; Durany, J.; Vázquez, C. 6 2000 An elastohydrodynamic coupled problem between a piezoviscous Reynolds equation and a hinged plate model. Zbl 0879.73044Durany, 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 1411.91613Arregui, Iñigo; Salvador, Beatriz; Vázquez, Carlos 5 2017 Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing. Zbl 1349.65280Company, 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 1304.65186Castillo, D.; Ferreiro, A. M.; García-Rodríguez, J. A.; Vázquez, C. 5 2013 About a generalized Buckley-Leverett equation and lubrication multifluid flow. Zbl 1127.35044Bayada, Guy; Martin, Sébastien; Vázquez, Carlos 5 2006 Homogenization of a nonlocal elastohydrodynamic lubrication problem: a new free boundary model. Zbl 1080.74041Bayada, G.; Martin, S.; Vázquez, C. 5 2005 On the existence of solution for a nonhomogeneous Stokes-rod coupled problem. Zbl 1086.74013Bayada, 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 1107.86300Calvo, N.; Durany, J.; Vázquez, C. 5 2003 A mixed Dirichlet-Neumann problem for a nonlinear Reynolds equation in elastohydrodynamic piezoviscous lubrication. Zbl 0857.35044Durany, J.; García, G.; Vázquez, C. 5 1996 Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation. Zbl 1426.91261Arregui, 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 1281.91177Pascucci, A.; Suárez-Taboada, M.; Vázquez, C. 4 2013 Mathematical analysis of some new Reynolds-rod elastohydrodynamic models. Zbl 1068.74018Bayada, 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 1409.91277López-Salas, José G.; Vázquez, Carlos 3 2018 Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication. Zbl 1443.76031García, Guillermo; Moreno, Carlos; Vázquez, Carlos 3 2017 A new numerical method for pricing fixed-rate mortgages with prepayment and default options. Zbl 1386.91169del 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 1410.91258Calvo-Garrido, María del Carmen; Vázquez, Carlos 3 2015 Beyond multi-adjoint logic programming. Zbl 1343.68045Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos 3 2015 SABR/LIBOR market models: pricing and calibration for some interest rate derivatives. Zbl 1335.91093Ferreiro, 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 1426.76123Bayada, Guy; Cid, Begoña; García, Guillermo; Vázquez, Carlos 3 2013 Numerical solution of an optimal investment problem with proportional transaction costs. Zbl 1237.91225Arregui, Iñigo; Vázquez, Carlos 3 2012 A new fully nonisothermal coupled model for the simulation of ice sheet flow. Zbl 1184.86019Calvo, N.; Durany, J.; Vázquez, C. 3 2010 Two-scale homogenization study of a Reynolds-rod elastohydrodynamic model. Zbl 1050.76015Bayada, G.; Cid, B.; Vázquez, C. 3 2003 Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology. Zbl 1019.86003Calvo, N.; Durany, J.; Vázquez, C. 3 2002 Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing. Zbl 1013.74019Arregui, Iñigo; Vázquez, Carlos 3 2001 Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation. Zbl 0841.35133Durany, J.; Vázquez, C. 3 1994 Decay of localization effects by nonlinearity in disordered systems. Zbl 0825.35087Kivshar, 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 1428.90131Ferreiro-Ferreiro, Ana M.; García-Rodríguez, José A.; Souto, Luis; Vázquez, Carlos 2 2019 Computing American option price under regime switching with rationality parameter. Zbl 1410.91480Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 2 2016 A new parameterization for the drift-free simulation in the Libor market model. Zbl 1336.91083Fernández, José L.; Nogueiras, María R.; Pou, Marta; Vázquez, Carlos 2 2015 Pricing pension plans under jump-diffusion models for the salary. Zbl 1369.91190Calvo-Garrido, M. Carmen; Vázquez, Carlos 2 2014 Towards categorical fuzzy logic programming. Zbl 1423.68088Eklund, 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 1302.76179Martin, Sébastien; Vázquez, Carlos 2 2013 Dedekind-MacNeille completion and Cartesian product of multi-adjoint lattices. Zbl 1269.06003Morcillo, Pedro J.; Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos 2 2012 Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices. Zbl 1203.76052Arregui, Iñigo; Cendán, José Jesús; Parés, Carlos; Vázquez, Carlos 2 2008 GLANUSIT: A software toolbox for the numerical simulation of large ice masses evolution. Zbl 1137.86313Calvo, N.; Durany, J.; Toja, R.; Vázquez, C. 2 2007 Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem. Zbl 1286.91147Bermúdez, 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 1107.76030Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos 2 2005 An upwind method for solving transport-diffusion-reaction systems. Zbl 0708.76086Bermudez, 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 1422.91773Suárez-Taboada, María; Vázquez, Carlos 1 2019 Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537Arregui, Iñigo; Salvador, Beatriz; Ševčovič, Daniel; Vázquez, Carlos 1 2019 Real-world scenarios with negative interest rates based on the LIBOR market model. Zbl 1411.91591Lopes, Sara Dutra; Vázquez, Carlos 1 2018 Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks. Zbl 1411.65123Alonso, 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 1443.92007Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos 1 2017 Sparse grid combination technique for Hagan SABR/LIBOR market model. Zbl 1420.91519López-Salas, José Germán; Cendón, Carlos Vázquez 1 2017 A direct LU solver for pricing American bond options under Hull-White model. Zbl 1410.91483Falcó, A.; Navarro, Ll.; Vázquez, C. 1 2017 Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model. Zbl 1275.91147Fernández, 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 1201.86013Calvo, N.; Durany, J.; Toja, R.; Vázquez, C. 1 2011 A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170Suárez-Taboada, M.; Vázquez, C. 1 2010 A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. Zbl 1201.65156González-Gaspar, A.; Vázquez, C. 1 2010 A coupled multivalued model for ice streams and its numerical simulation. Zbl 1138.86009Calvo, 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 1045.35092Arregui, 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 0988.35173Calvo, N.; Durany, J.; Vázquez, C. 1 2001 Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Zbl 1428.90131Ferreiro-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 1422.91773Suárez-Taboada, María; Vázquez, Carlos 1 2019 Mathematical analysis of a nonlinear PDE model for European options with counterparty risk. Zbl 1411.91537Arregui, 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 1426.91261Arregui, 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 1409.91277López-Salas, José G.; Vázquez, Carlos 3 2018 Real-world scenarios with negative interest rates based on the LIBOR market model. Zbl 1411.91591Lopes, Sara Dutra; Vázquez, Carlos 1 2018 Numerical analysis of a method for a partial integro-differential equation model in regulatory gene networks. Zbl 1411.65123Alonso, Antonio A.; Bermejo, Rodolfo; Pájaro, Manuel; Vázquez, Carlos 1 2018 Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting. Zbl 1370.92061Pájaro, 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 1411.91613Arregui, Iñigo; Salvador, Beatriz; Vázquez, Carlos 5 2017 Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication. Zbl 1443.76031García, Guillermo; Moreno, Carlos; Vázquez, Carlos 3 2017 Numerical methods for a nonlinear reaction-diffusion system modelling a batch culture of biofilm. Zbl 1443.92007Balsa-Canto, Eva; López-Núñez, Alejandro; Vázquez, Carlos 1 2017 Sparse grid combination technique for Hagan SABR/LIBOR market model. Zbl 1420.91519López-Salas, José Germán; Cendón, Carlos Vázquez 1 2017 A direct LU solver for pricing American bond options under Hull-White model. Zbl 1410.91483Falcó, A.; Navarro, Ll.; Vázquez, C. 1 2017 Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs. Zbl 1352.65008Gobet, 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 1349.65280Company, Rafael; Egorova, Vera; Jódar, Lucas; Vázquez, Carlos 5 2016 A new numerical method for pricing fixed-rate mortgages with prepayment and default options. Zbl 1386.91169del Carmen Calvo-Garrido, Maria; Vázquez, Carlos 3 2016 Computing American option price under regime switching with rationality parameter. Zbl 1410.91480Company, 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 1410.91258Calvo-Garrido, María del Carmen; Vázquez, Carlos 3 2015 Beyond multi-adjoint logic programming. Zbl 1343.68045Moreno, Ginés; Penabad, Jaime; Vázquez, Carlos 3 2015 A new parameterization for the drift-free simulation in the Libor market model. Zbl 1336.91083Fernández, José L.; Nogueiras, María R.; Pou, Marta; Vázquez, Carlos 2 2015 Super twisting control of a parametrically excited overhead crane. Zbl 1372.93075Vázquez, Carlos; Collado, Joaquin; Fridman, Leonid 10 2014 SABR/LIBOR market models: pricing and calibration for some interest rate derivatives. Zbl 1335.91093Ferreiro, 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 1369.91190Calvo-Garrido, M. Carmen; Vázquez, Carlos 2 2014 An efficient implementation of parallel simulated annealing algorithm in GPUs. Zbl 1286.90115Ferreiro, 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 1285.91147Calvo-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 1304.65186Castillo, 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 1281.91177Pascucci, A.; Suárez-Taboada, M.; Vázquez, C. 4 2013 A new more consistent Reynolds model for piezoviscous hydrodynamic lubrication problems in line contact devices. Zbl 1426.76123Bayada, Guy; Cid, Begoña; García, Guillermo; Vázquez, Carlos 3 2013 Towards categorical fuzzy logic programming. Zbl 1423.68088Eklund, 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 1302.76179Martin, Sébastien; Vázquez, Carlos 2 2013 Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model. Zbl 1275.91147Fernández, 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 1239.91174Suárez-Taboada, M.; Vázquez, C. 7 2012 Numerical solution of an optimal investment problem with proportional transaction costs. Zbl 1237.91225Arregui, Iñigo; Vázquez, Carlos 3 2012 Dedekind-MacNeille completion and Cartesian product of multi-adjoint lattices. Zbl 1269.06003Morcillo, 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 1222.91061Pascucci, 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 1201.86013Calvo, N.; Durany, J.; Toja, R.; Vázquez, C. 1 2011 A new fully nonisothermal coupled model for the simulation of ice sheet flow. Zbl 1184.86019Calvo, N.; Durany, J.; Vázquez, C. 3 2010 A numerical method for pricing spread options on LIBOR rates with a PDE model. Zbl 1205.91170Suárez-Taboada, M.; Vázquez, C. 1 2010 A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model. Zbl 1201.65156González-Gaspar, A.; Vázquez, C. 1 2010 Numerical solution of a 1-D elastohydrodynamic problem in magnetic storage devices. Zbl 1203.76052Arregui, Iñigo; Cendán, José Jesús; Parés, Carlos; Vázquez, Carlos 2 2008 A survey on mathematical aspects of lubrication problems. Zbl 1242.76040Bayada, Guy; Vázquez, Carlos 10 2007 GLANUSIT: A software toolbox for the numerical simulation of large ice masses evolution. Zbl 1137.86313Calvo, N.; Durany, J.; Toja, R.; Vázquez, C. 2 2007 Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem. Zbl 1286.91147Bermúdez, 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 1126.65080Bermúdez, 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 1126.65081Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos 30 2006 Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange–Galerkin methods. Zbl 1184.91210Bermúdez, Alfredo; Nogueiras, Maria R.; Vázquez, Carlos 17 2006 About a generalized Buckley-Leverett equation and lubrication multifluid flow. Zbl 1127.35044Bayada, Guy; Martin, Sébastien; Vázquez, Carlos 5 2006 A coupled multivalued model for ice streams and its numerical simulation. Zbl 1138.86009Calvo, Nati; Durany, José; Muñoz, Ana I.; Schiavi, Emanuele; Vázquez, Carlos 1 2006 Two-scale homogenization of a hydrodynamic Elrod-Adams model. Zbl 1108.35007Bayada, G.; Martin, S.; Vázquez, C. 8 2005 Sensitivity and approximation of coupled fluid-structure equations by virtual control method. Zbl 1136.74319Murea, Cornel Marius; Vázquez, Carlos 6 2005 Numerical techniques for pricing callable bonds with notice. Zbl 1089.91021Farto, J.; Vázquez, C. 6 2005 Homogenization of a nonlocal elastohydrodynamic lubrication problem: a new free boundary model. Zbl 1080.74041Bayada, 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 1107.76030Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos 2 2005 On the existence of solution for a nonhomogeneous Stokes-rod coupled problem. Zbl 1086.74013Bayada, 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 1107.86300Calvo, N.; Durany, J.; Vázquez, C. 5 2003 Two-scale homogenization study of a Reynolds-rod elastohydrodynamic model. Zbl 1050.76015Bayada, G.; Cid, B.; Vázquez, C. 3 2003 On a Doubly nonlinear parabolic obstacle problem modelling Ice sheet dynamics. Zbl 1032.35115Calvo, N.; Díaz, J. I.; Durany, J.; Schiavi, E.; Vázquez, C. 19 2002 Numerical simulation of a lubricated Hertzian contact problem under imposed load. Zbl 1073.74048Durany, J.; García, G.; Vázquez, C. 9 2002 Numerical approach of thermomechanical coupled problems with moving boundaries in theoretical glaciology. Zbl 1019.86003Calvo, N.; Durany, J.; Vázquez, C. 3 2002 Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device. Zbl 1045.35092Arregui, Iñigo; Cendán, J. Jesús; Vázquez, Carlos 1 2002 Mathematical analysis of some new Reynolds-rod elastohydrodynamic models. Zbl 1068.74018Bayada, G.; Cid, B.; Vázquez, C. 4 2001 Finite element solution of a Reynolds-Koiter coupled problem for the elastic journal-bearing. Zbl 1013.74019Arregui, Iñigo; Vázquez, Carlos 3 2001 Mathematical analysis of a Stefan problem with Dirichlet-Signorini boundary conditions appearing in polythermic ice sheet modeling. Zbl 0988.35173Calvo, N.; Durany, J.; Vázquez, C. 1 2001 Numerical computation of ice sheet profiles with free boundary models. Zbl 0982.76057Calvo, N.; Durany, J.; Vázquez, C. 6 2000 Numerical approach of temperature distribution in a free boundary model for polythermal ice sheets. Zbl 1083.86502Calvo, N.; Durany, J.; Vázquez, C. 8 1999 Characteristics method for the formulation and computation of a free boundary cavitation problem. Zbl 0948.76064Bayada, G.; Chambat, M.; Vázquez, C. 11 1998 An elastohydrodynamic coupled problem between a piezoviscous Reynolds equation and a hinged plate model. Zbl 0879.73044Durany, J.; García, G.; Vázquez, C. 6 1997 Existence of solutions for elastohydrodynamic piezoviscous lubrication problems with a new model of cavitation. Zbl 0856.76013Bayada, Guy; El Alaoui Talibi, Mohamed; Vázquez, C. 9 1996 Numerical computation of free boundary problems in elastohydrodynamic lubrication. Zbl 0851.73058Durany, J.; García, G.; Vázquez, C. 8 1996 A mixed Dirichlet-Neumann problem for a nonlinear Reynolds equation in elastohydrodynamic piezoviscous lubrication. Zbl 0857.35044Durany, J.; García, G.; Vázquez, C. 5 1996 Existence of a solution for a lubrication problem in elastic journal- bearing devices with thin bearing. Zbl 0820.35110Bayada, 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 0814.35104Vázquez Cendón, C. 8 1994 Mathematical analysis of an elastohydrodynamic lubrication problem with cavitation. Zbl 0841.35133Durany, J.; Vázquez, C. 3 1994 Decay of localization effects by nonlinearity in disordered systems. Zbl 0825.35087Kivshar, Yu. S.; Gredeskul, S. A.; Sánchez, A.; Vázquez 3 1990 An upwind method for solving transport-diffusion-reaction systems. Zbl 0708.76086Bermudez, A.; Durany, J.; Posse, M.; Vázquez, C. 2 1989 all cited Publications top 5 cited Publications 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 all top 5 Cited in 25 Fields 88 Numerical analysis (65-XX) 83 Partial differential equations (35-XX) 77 Fluid mechanics (76-XX) 68 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Mechanics of deformable solids (74-XX) 30 Probability theory and stochastic processes (60-XX) 15 Biology and other natural sciences (92-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 13 Systems theory; control (93-XX) 12 Geophysics (86-XX) 12 Operations research, mathematical programming (90-XX) 7 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 6 Computer science (68-XX) 6 Classical thermodynamics, heat transfer (80-XX) 5 Integral equations (45-XX) 3 General and overarching topics; collections (00-XX) 3 Mathematical logic and foundations (03-XX) 3 Mechanics of particles and systems (70-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Quantum theory (81-XX) Citations by Year