Listar GI-M2NICA - Artigos por título
Mostrando ítems 1-20 de 54
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A fully discrete BEM-FEM method for an exterior elasticity system in the plane
(Elsevier BV * North-Holland, 2001)[Abstract] We present a modified version of the usual BEM–FEM coupling for the exterior elasticity problem in the plane (cf. Costabel and Stephan, SIAM J. Numer. Anal. 27 (1990) 1212–1226). This new formulation allows us ... -
A low-order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part I: a priori error analysis
(Elsevier BV, 2004-03)[Abstract] We present a mixed finite element method for a class of non-linear Stokes models arising in quasi-Newtonian fluids. Our results include, as a by-product, a new mixed scheme for the linear Stokes equation. The ... -
A low-order mixed finite element method for a class of quasi-Newtonian Stokes flows. Part II: a posteriori error analysis
(Elsevier BV, 2004-03)[Abstract] This is the second part of a work dealing with a low-order mixed finite element method for a class of nonlinear Stokes models arising in quasi-Newtonian fluids. In the first part we showed that the resulting ... -
A mixed finite element method for the generalized Stokes problem
(John Wiley & Sons Ltd., 2005-08-03)[Abstract] We present and analyse a new mixed finite element method for the generalized Stokes problem. The approach, which is a natural extension of a previous procedure applied to quasi-Newtonian Stokes flows, is based ... -
A Modal-Based Partition of Unity Finite Element Method for Elastic Wave Propagation Problems in Layered Media
(Elsevier, 2022)[Abstract] The time-harmonic propagation of elastic waves in layered media is simulated numerically by means of a modal-based Partition of Unity Finite Element Method (PUFEM). Instead of using the standard plane waves or ... -
A Modular Framework for Generic Quantum Algorithms
(MDPI, 2022)[Abstract] We describe a general-purpose framework to design quantum algorithms. This framework relies on two pillars: a basic data structure called quantum matrix and a modular structure based on three quasi-independent ... -
A new numerical method for pricing fixed-rate mortgages withprepayment and default options
(Taylor & Francis Online, 2016)[Abstract] In this paper we consider the valuation of fixed-rate mortgages including prepayment and default options,where the underlying stochastic factors are the house price and the interest rate. The mathematical modelto ... -
A Numerical Strategy for Telecommunications Networks Capacity Planning Under Demand and Price Uncertainty
(Elsevier BV * North-Holland, 2017-07)[Abstract] The massive use of Internet in the last twenty years has created a huge demand for telecommunications networks capacity. In this work, financial option pricing methods are applied to the problem of network ... -
A posteriori error analysis of an augmented mixed finite element method for Darcy flow
(Elsevier BV, 2015-01)[Abstract] We develop an a posteriori error analysis of residual type of stabilized mixed finite element method for Darcy flow. The stabilized formulation is obtained by adding to the standard dual-mixed approach suitable ... -
A residual based a posteriori error estimator for an augmented mixed finite element method in linear elasticity
(E D P Sciences, 2006-09)[Abstract] In this paper we develop a residual based a posteriori error analysis for an augmented mixed finite element method applied to the problem of linear elasticity in the plane. More precisely, we derive a reliable ... -
A second order characteristics finite element scheme for natural convection problems
(Elsevier, 2011-01-31)[Abstract]: In this paper a second order characteristics finite element scheme is applied to the numerical solution of natural convection problems. Firstly, after recalling the mathe-matical model, a second order time ... -
A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
(Springer, 2022-10)[Abstract]: We review the state of the art and recent advances in quantum computing applied to derivative pricing and the computation of risk estimators like Value at Risk. After a brief description of the financial ... -
A Two-Dimensional Multi-Species Model for Different Listeria Monocytogenes Biofilm Structures and Its Numerical Simulation
(Elsevier BV, 2020-11-01)[Abstract] In this work we propose a two-dimensional multi-species model to describe the dynamics of biofilms formed by the pathogenic bacteria Listeria monocytogenes. Different Listeria monocytogenes strains produce ... -
Automated design of synthetic biocircuits in the stochastic regime
(IFAC Secretariat / Elsevier, 2022)[Abstract]: In this work, we present an optimization-based design strategy for gene regulatory networks (GRNs) in the stochastic regime (i.e., in the presence of molecular noise). The approach exploits a recently developed ... -
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
(Elsevier B.V., 2023)[Abstract]: The goal of this work is to develop a novel strategy for the treatment of the boundary conditions for multi-dimension nonlinear parabolic PDEs. The proposed methodology allows to get rid of the heuristic choice ... -
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
(Elsevier, 2015)[Abstract] In the pricing of fixed rate mortgages with prepayment and default options, we introduce jump-diffusion models for the house price evolution. These models take into account sudden changes in the price (jumps) ... -
End-To-End Multi-Task Learning for Simultaneous Optic Disc and Cup Segmentation and Glaucoma Classification in Eye Fundus Images
(Elsevier, 2022)[Abstract] The automated analysis of eye fundus images is crucial towards facilitating the screening and early diagnosis of glaucoma. Nowadays, there are two common alternatives for the diagnosis of this disease using deep ... -
Enriched finite element subspaces for dual–dual mixed formulations in fluid mechanics and elasticity
(Elsevier, 2005)[Abstract] In this paper we unify the derivation of finite element subspaces guaranteeing unique solvability and stability of the Galerkin schemes for a new class of dual-mixed variational formulations. The approach, which ... -
Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
(MDPI AG, 2020-12-28)[Abstract] Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). The classical problem of pricing European and American financial options, based on the corresponding ... -
Fully discrete FEM-BEM method for a class of exterior nonlinear parabolic-elliptic problems in 2D
(Elsevier BV * North-Holland, 2006-10)[Abstract] We considered a nonlinear parabolic equation in a bounded domain of R2 coupled with the Laplace equation in the corresponding exterior region. This kind of problems appears in the modelling of quasi-stationary ...