Listar Modelos e métodos numéricos en enxeñaría e ciencias aplicadas (M2NICA) por título
Mostrando ítems 9-28 de 70
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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 New Technique for Improved Use of Thermal Energy from Waste Effluents
(MDPI AG, 2020-01-09)[Abstract] Energy sustainability and environmental protection in general are at the heart of engineering and industry discussions. Countless efforts have been devoted to improving the energy efficiency of industrial processes ... -
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 ... -
Computation of Resonance Modes in Open Cavities with Perfectly Matched Layers
(MDPI AG, 2020-08-18)[Abstract] During the last decade, several authors have addressed that the Perfectly Matched Layers (PML) technique can be used not only for the computation of the near-field in time-dependent and time-harmonic scattering ... -
Data-driven characterization of viscoelastic materials using time-harmonic hydroacoustic measurements
(Elsevier B.V., 2024-02-01)[Absctract]: Any numerical procedure in mechanics requires choosing an appropriate model for the constitutive law of the material under consideration. The most common assumptions regarding linear wave propagation in a ... -
Deep Learning-Based Method for Computing Initial Margin †
(MDPI, 2021)[Abstract] Following the guidelines of the Basel III agreement (2013), large financial institutions are forced to incorporate additional collateral, known as Initial Margin, in their transactions in OTC markets. Currently, ... -
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 ... -
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
(MDPI AG, 2020-08-19)[Abstract] Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based ... -
Feedback control of stochastic gene switches using PIDE models
(Elsevier, 2022)[Abstract]: Achieving control of gene regulatory circuits is one of the goals of synthetic biology, as a way to regulate cellular functions for useful purposes (in biomedical, environmental or industrial applications). The ... -
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 ... -
First passage times as a measure of hysteresis in stochastic gene regulatory circuits
(Elsevier, 2022)[Abstract]: In the context of phenotype switching and cell fate determination, numerousexperimental studies report hysteresis, despite the fact that the (forward) Chemical Master Equation governing the inherently stochastic ...