Javier de Frutos

Publication Activity (10 Years)

Years Active: 2000-2023
Publications (10 Years): 22

Top Topics

Pollution Control

Projection Method

Top Venues

J. Sci. Comput.

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Javier de Frutos, Bosco García-Archilla, Julia Novo
Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives. CoRR (2023)
Javier de Frutos, Julia Novo
Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach. SIAM J. Control. Optim. 61 (2) (2023)
Javier de Frutos, Víctor Gatón, Paula M. López-Pérez, Guiomar Martín-Herrán
Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation. Dyn. Games Appl. 12 (3) (2022)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Corrigenda: Fully Discrete Approximations to the Time-dependent Navier-Stokes Equations with a Projection Method in Time and Grad-div Stabilization. J. Sci. Comput. 88 (2) (2021)
Javier de Frutos, Julia Novo
Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach. CoRR (2021)
Javier de Frutos, Víctor Gatón
A pseudospectral method for option pricing with transaction costs under exponential utility. J. Comput. Appl. Math. 394 (2021)
Javier de Frutos, Paula M. López-Pérez, Guiomar Martín-Herrán
Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls. Autom. 125 (2021)
Javier de Frutos, Víctor Gatón
A pseudospectral method for Option Pricing with Transaction Costs under Exponential Utility. CoRR (2021)
Javier de Frutos, Víctor Gatón, Julia Novo
On Discrete-Time Approximations to Infinite Horizon Differential Games. CoRR (2021)
Javier de Frutos, Guiomar Martín-Herrán
Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games. Eur. J. Oper. Res. 276 (1) (2019)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Fully Discrete Approximations to the Time-Dependent Navier-Stokes Equations with a Projection Method in Time and Grad-Div Stabilization. J. Sci. Comput. 80 (2) (2019)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements. Appl. Math. Comput. 349 (2019)
Javier de Frutos, Víctor Gatón
An extension of Heston's SV model to stochastic interest rates. J. Comput. Appl. Math. 354 (2019)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem. Appl. Math. Comput. 322 (2018)
Javier de Frutos, Guiomar Martín-Herrán
Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games. Dyn. Games Appl. 8 (3) (2018)
Javier de Frutos, Bosco García-Archilla, Volker John, Julia Novo
Analysis of the grad-div stabilization for the time-dependent Navier-Stokes equations with inf-sup stable finite elements. Adv. Comput. Math. 44 (1) (2018)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Error Analysis of Projection Methods for Non inf-sup Stable Mixed Finite Elements: The Navier-Stokes Equations. J. Sci. Comput. 74 (1) (2018)
Javier de Frutos, Víctor Gatón
Chebyshev reduced basis function applied to option valuation. Comput. Manag. Sci. 14 (4) (2017)
Javier de Frutos, Víctor Gatón
A spectral method for an Optimal Investment problem with transaction costs under Potential Utility. J. Comput. Appl. Math. 319 (2017)
Javier de Frutos, Bosco García-Archilla, Volker John, Julia Novo
Grad-div Stabilization for the Evolutionary Oseen Problem with Inf-sup Stable Finite Elements. J. Sci. Comput. 66 (3) (2016)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Local Error Estimates for the SUPG Method Applied to Evolutionary Convection-Reaction-Diffusion Equations. J. Sci. Comput. 66 (2) (2016)
Javier de Frutos, Volker John, Julia Novo
Projection methods for incompressible flow problems with WENO finite difference schemes. J. Comput. Phys. 309 (2016)
Javier de Frutos, Guiomar Martín-Herrán
Does Flexibility Facilitate Sustainability of Cooperation Over Time? A Case Study from Environmental Economics. J. Optim. Theory Appl. 165 (2) (2015)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Static Two-Grid Mixed Finite-Element Approximations to the Navier-Stokes Equations. J. Sci. Comput. 52 (3) (2012)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations. Appl. Math. Comput. 218 (13) (2012)
Javier de Frutos, Bosco García-Archilla, Julia Novo
A posteriori error estimations for mixed finite-element approximations to the Navier-Stokes equations. J. Comput. Appl. Math. 236 (6) (2011)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Stabilization of Galerkin Finite Element Approximations to Transient Convection-Diffusion Problems. SIAM J. Numer. Anal. 48 (3) (2010)
Bernard Bialecki, Javier de Frutos
ADI spectral collocation methods for parabolic problems. J. Comput. Phys. 229 (13) (2010)
Michèle Breton, Javier de Frutos
Option Pricing Under GARCH Processes Using PDE Methods. Oper. Res. 58 (4-Part-2) (2010)
Javier de Frutos
A spectral method for bonds. Comput. Oper. Res. 35 (1) (2008)
Javier de Frutos, Bosco García-Archilla, Julia Novo
Postprocessing Finite-Element Methods for the Navier-Stokes Equations: The Fully Discrete Case. SIAM J. Numer. Anal. 47 (1) (2008)
Javier de Frutos, Bosco García-Archilla, Julia Novo
The Postprocessed Mixed Finite-Element Method for the Navier-Stokes Equations: Refined Error Bounds. SIAM J. Numer. Anal. 46 (1) (2007)
Javier de Frutos
Implicit-explicit Runge-Kutta methods for financial derivatives pricing models. Eur. J. Oper. Res. 171 (3) (2006)
Javier de Frutos, Julia Novo
Postprocessing the Linear Finite Element Method. SIAM J. Numer. Anal. 40 (3) (2002)
Javier de Frutos, Rafael Muñoz-Sola
On error estimates for Galerkin spectral discretizations of parabolic problems with nonsmooth initial data. Math. Comput. 70 (234) (2001)
Javier de Frutos, Julia Novo
A Spectral Element Method for the Navier-Stokes Equations with Improved Accuracy. SIAM J. Numer. Anal. 38 (3) (2000)
Javier de Frutos, Bosco García-Archilla, Julia Novo
A postprocessed Galerkin method with Chebyshev or Legendre polynomials. Numerische Mathematik 86 (3) (2000)