Modelos e métodos numéricos en enxeñaría e ciencias aplicadas (M2NICA)
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Modelos e métodos numéricos en enxeñaría e ciencias aplicadas (M2NICA)
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GI-M2NICA - Artigos [16]
Recent Submissions
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Transient hysteresis and inherent stochasticity in gene regulatory networks
(Nature Publishing Group, 2019-10-08)[Abstract] Cell fate determination, the process through which cells commit to differentiated states is commonly mediated by gene regulatory motifs with mutually exclusive expression states. The classical deterministic ... -
Quasi-Regression Monte-Carlo Method for Semi-Linear PDEs and BSDEs
(M D P I AG, 2019-08-06)[Abstract] In this work we design a novel and efficient quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the ... -
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 ... -
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk
(Elsevier Inc., 2017-09-01)[Abstract] Since the last financial crisis, a relevant effort in quantitative finance research concerns the consideration of counterparty risk in financial contracts, specially in the pricing of derivatives. As a consequence ... -
Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices
(E D P Sciences, 2008-07)[Abstract] In this work we present new numerical methods to simulate the mechanics of head-tape magnetic storage devices. The elastohydrodynamic problem is formulated in terms of a coupled system which is governed by a ...
