Listar por autor "García Rodríguez, José Antonio"
Mostrando ítems 1-7 de 7
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A multi-GPU shallow-water simulation with transport of contaminants
Viñas Buceta, Moisés; Lobeiras Blanco, Jacobo; Fraguela, Basilio B.; Arenaz Silva, Manuel; Amor, Margarita; García Rodríguez, José Antonio; Castro, M.J.; Doallo, Ramón (Wiley, 2012)[Abstract] This work presents cost-effective multi-graphics processing unit (GPU) parallel implementations of a finite-volume numerical scheme for solving pollutant transport problems in bidimensional domains. The fluid ... -
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk
Pérez Villarino, Joel; Leitao, Álvaro; García Rodríguez, José Antonio (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 ... -
Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios
Ferreiro, Ana M.; Ferri, Enrico; García Rodríguez, José Antonio; Vázquez, Carlos (MDPI AG, 2021-02-25)[Abstract] Starting from an original portfolio of life insurance policies, in this article we propose a methodology to select model points portfolios that reproduce the original one, preserving its market risk under a ... -
Numerical Simulation of Pollutant Transport in a Shallow-Water System on the Cell Heterogeneous Processor
González, Carlos H.; Fraguela, Basilio B.; Andrade, Diego; García Rodríguez, José Antonio; Castro, M.J. (Springer, 2013)[Abstract] This paper presents an implementation, optimized for the Cell processor, of a finite volume numerical scheme for 2D shallow-water systems with pollutant transport. A description of the special architecture and ... -
Parallelization of shallow water simulations on current multi-threaded systems
Lobeiras Blanco, Jacobo; Viñas Buceta, Moisés; Amor, Margarita; Fraguela, Basilio B.; Arenaz Silva, Manuel; García Rodríguez, José Antonio; Castro, M.J. (SAGE Journals, 2013-11)[Abstract]: In this work, several parallel implementations of a numerical model of pollutant transport on a shallow water system are presented. These parallel implementations are developed in two phases. First, the sequential ... -
Third International Conference on Computational Finance. Book of abstracts: A Coruña, 8-12 July 2019
Arregui, Íñigo; García Rodríguez, José Antonio; Vázquez, Carlos (Universidade da CoruñaUniversidade da Coruña, Servizo de Publicacións, 2019) -
Well-balanced flux-splitting finite volume methods using two matrices. Application to Shallow Water Equations with topography
Fernández-Nieto, E.D.; Ferreiro Ferreiro, Ana María; García Rodríguez, José Antonio; Martínez-Gavara, A. (Universidade da Coruña, 2010)