• A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty 

  Arregui Álvarez, Íñigo; Salvador Mancho, Beatriz; Vázquez, Carlos (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 

  Arregui Álvarez, Íñigo; Salvador Mancho, Beatriz; Vázquez, Carlos (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 

  Arregui Álvarez, Íñigo; Cendán Verdes, José Jesús; Parés, Carlos; Vázquez, Carlos (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 ...

• Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device 

  Arregui Álvarez, Íñigo; Cendán Verdes, José Jesús; Vázquez, Carlos (E D P Sciences, 2002-03)

  [Abstract] The aim of this work is to deduce the existence of solution of a coupled problem arising in elastohydrodynamic lubrication. The lubricant pressure and concentration are modelled by Reynolds equation, jointly ...

• Low cost a posteriori error estimators for an augmented mixed FEM in linear elasticity 

  González Taboada, María; Barrios, Tomás P.; Behrens, Edwin M. (Elsevier BV * North-Holland, 2014)

  [Abstract] We consider an augmented mixed finite element method applied to the linear elasticity problem and derive a posteriori error estimators that are simpler and easier to implement than the ones available in the ...

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