José Antonio García-Rodríguez

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 10

Top Topics

Global Optimization

Parallel Implementation

Embedded Processors

Deterministic Annealing

Top Venues

Appl. Math. Comput.

Math. Comput. Simul.

Bus. Inf. Syst. Eng.

Publications

Víctor González Tabernero, Manuel J. Castro, José Antonio García-Rodríguez
High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms. Appl. Math. Comput. 469 (2024)
Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. J. Comput. Appl. Math. 425 (2023)
Joel P. Villarino, José Antonio García-Rodríguez, Álvaro Leitao
Boundary-safe PINNs extension. XoveTIC (2022)
Joel P. Villarino, Álvaro Leitao, José Antonio García-Rodríguez
Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. CoRR (2022)
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU. Bus. Inf. Syst. Eng. 62 (1) (2020)
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs. Math. Comput. Simul. 177 (2020)
Ana Maria Ferreiro-Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Cipriano Escalante, Manuel J. Castro
Global optimization for data assimilation in landslide tsunami models. J. Comput. Phys. 403 (2020)
Ana M. Ferreiro, José Antonio García-Rodríguez, Luis A. Souto, Carlos Vázquez
Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs. Appl. Math. Comput. 356 (2019)
Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia
Parallel two-phase methods for global optimization on GPU. Math. Comput. Simul. 156 (2019)
José L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
GPU parallel implementation for asset-liability management in insurance companies. J. Comput. Sci. 24 (2018)
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives. Appl. Math. Comput. 242 (2014)
J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. Math. Comput. Simul. 94 (2013)
Ana M. Ferreiro, José Antonio García-Rodríguez, José G. López-Salas, Carlos Vázquez
An efficient implementation of parallel simulated annealing algorithm in GPUs. J. Glob. Optim. 57 (3) (2013)
D. Castillo, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez
Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs. Appl. Math. Comput. 219 (24) (2013)
Miguel Lastra, José Miguel Mantas, Carlos Ureña, Manuel Jesús Castro Díaz, José Antonio García-Rodríguez
Simulation of shallow-water systems using graphics processing units. Math. Comput. Simul. 80 (3) (2009)
Manuel Jesús Castro Díaz, Enrique Domingo Fernández-Nieto, Ana M. Ferreiro, José Antonio García-Rodríguez, Carlos Parés
High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems. J. Sci. Comput. 39 (1) (2009)
Manuel Jesús Castro Díaz, José Antonio García-Rodríguez, José M. González-Vida, Jorge Macías Sánchez, Carlos Parés
Improved FVM for two-layer shallow-water models: Application to the Strait of Gibraltar. Adv. Eng. Softw. 38 (6) (2007)
Manuel J. Castro, Ana M. Ferreiro, José Antonio García-Rodríguez, José M. González-Vida, Jorge Macías Sánchez, Carlos Parés, M. Elena Vázquez-Cendón
The numerical treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems. Math. Comput. Model. 42 (3-4) (2005)