Browsing by Acedemic Degree "Programa Oficial de Doutoramento en Métodos Matemáticos e Simulación Numérica en Enxeñaría e Ciencias Aplicadas"
Now showing items 1-13 of 13
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Adaptive computation of fluid flow in porous media
(2024)[Abstract] We face the mathematical modeling and numerical simulation of fluid flow through porous media. This kind of fluid motion is of interest in many scientific fields and industrial activities, like for example, ... -
Contributions in the acoustic study of fluid-structure interaction problems with porous materials and thin structures
(2023)[Abstract] This thesis addresses a vibroacoustic problem in a coupled system consisting of a fluid domain, a poroelastic domain, and a thin elastic solid, such as a flexible plate, through a numerical and experimental ... -
Contributions to mathematical modelling and numerical simulation of biofilms
(2018)[Abstract]The main goal of this PhD work is the development and numerical resolution of mathematical models that simulate the dynamics of bacterial biofilm systems, paying special attention to those biofilms formed by ... -
Contributions to the mathematical analysis and numerical simulation of stochastic models of general equilibrium with heterogeneous agents and fixed costs
(2023)[Abstract] In the framework of general equilibrium models for heterogeneous agents under rational expectations, we analyze different problems to establish their mathematical model and numerical solution. The productivity ... -
Contributions to the pricing of financial derivatives contracts in commoditiy markets and the use of quantum computing in finance
(2024)[Abstract] This thesis is divided into three parts, each of which addresses different topics within the field of quantitative finance. In the first part, we present two approaches to modeling derivative contracts on a ... -
Design, analysis and optimization of biochemical and genetic regulation routes using stochastic models
(2023)[Abstract] One of the challenges of systems and synthetic biology is to improve the predictability of mathematical models of intracellular processes that occur in the presence of high molecular noise. The proposed Partial ... -
Mathematical models and numerical methods for XVA in multicurrency setting
(2023)[Abstract] This thesis is devoted to the mathematical modelling and numerical solution of problems related to the valuation of financial options including total value adjustment (XVA) in a multicurrency setting. In order ... -
Modelling, Mathematical Analysis and Numerical Simulation of Problems Related to Counterparty Risk and CVA
(2018)[Abstract] This thesis deals with the modelling, mathematical analysis and numerical solution of partial di erential equation (PDE) problems for pricing European and American options when considering counterparty risk. ... -
Modelling, Mathematical Analysis and Numerical Simulation to Value Derivatives Related to Renewable Energy Certificates
(2021)[Resumo] O obxectivo principal desta tese céntrase na modelaxe, análise matemática e resolución numérica de problemas de ecuacións en derivadas parciais (EDPs) para a fixación de prezos de certificados de enerxía renovable ... -
New approaches to quantification and management of model risk
(2018)[Abstract] The present contribution facuses on the problem of an objective assessment of model risk in practice. In spite of the awareness of model risk significance and the regulatory requirements for its proper management, ... -
Numerical Characterization of Complex Materials and Vibro-Acoustic Systems
(2020)[Abstract] The acoustic characterization of materials plays an important role in a wide range of industrial applications. To get a proper acoustic characterization of a material, the knowledge of its intrinsic parameters ... -
Numerical study of time-harmonic acoustic problems in layered media using partition of unity finite element methods
(2017)[Resumen]Son numerosos los problemas de la física y de la ingeniería cuyos modelos matemáticos involucran la propagación de ondas acústicas (reducción de ruido, acústica submarina, ensayos no destructivos...) La diversidad ... -
Portfolio representation as applied to model points selection for ALM in life insurance
(2018)[Abstract] The main goal of this work is represented by the study of the constrained portfolio representation problem. It consists in defining the dynamics of those portfolios within a certain class that best represents ...
