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Listar por Entidad UPV "Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària"

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4th International Conference on Higher Education Advances (HEAd'18)

Doménech, Josep; Merello, Paloma; De la Poza, Elena; Blázquez, Desamparados (Editorial Universitat Politècnica de València, 2018-07-02)

Information and communication technologies together with new teaching paradigms are reshaping the learning environment.The International Conference on Higher Education Advances (HEAd) aims to become a forum for researchers ...
6th International Conference on Higher Education Advances (HEAd'20)

Merello Giménez, Paloma; Peña Ortiz, Raúl; De la Poza, Elena; Doménech i de Soria, Josep (Editorial Universitat Politècnica de València, 2020-06-08)

Information and communication technologies together with new teaching paradigms are reshaping the learning environment. The International Conference on Higher Education Advances (HEAd) aims to become a forum for researchers ...
A Brauer's theorem and related results

Bru García, Rafael; Cantó Colomina, Rafael; Soto, Ricardo L.; Urbano Salvador, Ana María (Springer Verlag (Germany), 2012-02)

Given a square matrix A, a Brauer's theorem [Brauer A., Limits for the characteristic roots of a matrix. IV. Applications to stochastic matrices, Duke Math. J., 1952, 19(1), 75-91] shows how to modify one single eigenvalue ...
A comprehensive probabilistic solution of random SIS-type epidemiological models using the Random Variable Transformation technique

Casabán, M.C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto (Elsevier, 2016)

[EN] This paper provides a complete probabilistic description of SIS-type epidemiological models where all the input parameters (contagion rate, recovery rate and initial conditions) are assumed to be random variables. By ...
A computational technique to predict the level of glucose of a diabetic patient with uncertainty in the short term

Burgos Simon, Clara; Cervigón, Carlos; Hidalgo, José-Ignacio; Villanueva Micó, Rafael Jacinto (John Wiley & Sons, 2019)

[EN] On advanced stages of the disease, diabetic patients have to inject insulin doses to maintain blood glucose levels inside of a healthy range. The decision of how much insulin is injected implies somehow to predict the ...
A deterministic model for highly contagious diseases: The case of varicella

Acedo Rodríguez, Luis; Moraño Fernández, José Antonio; Santonja, F.; Villanueva Micó, Rafael Jacinto (Elsevier, 2016-05-15)

[EN] The classic nonlinear Kermack-McKendrick model based upon a system of differential equations has been widely applied to model the rise and fall of global pandemic and also seasonal epidemic by introducing a forced ...
A family of Kurchatov-type methods and its stability

Cordero Barbero, Alicia; Soleymani, Fazlollah; Torregrosa Sánchez, Juan Ramón; Haghani, F. Khaksar (Elsevier, 2017)

[EN] We present a parametric family of iterative methods with memory for solving of nonlinear problems including Kurchatov¿s scheme, preserving its second-order of convergence. By using the tools of multidimensional real ...
A Flexible Methodology to Sectorize Water Supply Networks Based on Social Network Theory Concepts and on Multi-objective Optimization

Campbell-Gonzalez, Enrique; Izquierdo Sebastián, Joaquín; Montalvo Arango, Idel; Ilaya-Ayza, Amilkar Ernesto; Pérez García, Rafael; Tavera, Mario (IWA Publishing, 2016-01)

A novel methodology to sectorize water supply networks (WSNs) depending on a main transmission line is presented in this paper. The methodology is based on concepts derived from the social network theory and graph theory ...
A flowgraph model for bladder carcinoma

Rubio Navarro, Gregorio; García Mora, María Belén; Santamaría Navarro, Cristina; Pontones Moreno, José Luis (BioMed Central, 2014-04-07)

Background: Superficial bladder cancer has been the subject of numerous studies for many years, but the evolution of the disease still remains not well understood. After the tumor has been surgically removed, it may reappear ...
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems

Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio (Elsevier, 2021-11)

[EN] American options prices under jump-diffusion models are determined by a free boundary partial integro-differential equation (PIDE) problem. In this paper, we propose a front-fixing exponential time differencing (FF-ETD) ...
A full probabilistic solution of the random linear fractional differential equation via the Random Variable Transformation technique

Burgos-Simon, Clara; Calatayud-Gregori, Julia; Cortés, J.-C.; Navarro-Quiles, A. (John Wiley & Sons, 2018)

[EN] This paper provides a full probabilistic solution of the randomized fractional linear nonhomogeneous differential equation with a random initial condition via the computation of the first probability density function ...
A General Optimal Iterative Scheme with Arbitrary Order of Convergence

Cordero Barbero, Alicia; Torregrosa Sánchez, Juan Ramón; Triguero-Navarro, Paula (MDPI AG, 2021-05)

[EN] A general optimal iterative method, for approximating the solution of nonlinear equations, of (n+1) steps with 2(n+1) order of convergence is presented. Cases n=0 and n=1 correspond to Newton's and Ostrowski's schemes, ...
A Heuristic optimization approach to solve berth allocation problem

Burgos-Simon, Clara; Cortés, J.-C.; Martínez-Rodríguez, David; Villanueva Micó, Rafael Jacinto (R. Company, J. C. Cortés, L. Jódar and E.López-Navarro, 2019-07-12)
A local radial basis function method for high-dimensional American option pricing problems

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (Vilnius Gediminas Technical University, 2018)

[EN] In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a ...
A mean square chain rule and its application in solving the random Chebyshev differential equation

Cortés, J.-C.; Villafuerte, Laura; Burgos-Simon, Clara (Springer-Verlag, 2017)

[EN] In this paper a new version of the chain rule for calculat- ing the mean square derivative of a second-order stochastic process is proven. This random operational calculus rule is applied to construct a rigorous mean ...
A Method to Solve Non-homogeneous Strongly Coupled Mixed Parabolic Boundary Value Systems with Non-homogeneous Boundary Conditions

Soler Basauri, Vicente; Defez Candel, Emilio; Capilla Lladró, Roberto (Hikari, 2015)

In this paper, a method to construct the solution of non-homogeneous parabolic coupled systems with non-homogeneous boundary conditions of the type ut−Auxx = G(x, t), A1u(0, t)+B1ux(0, t) = P(t), A2u(l, t)+ B2ux(l, t) ...
A mixed derivative terms removing method in multi-asset option pricing problems

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Soleymani, Fazlollah (Elsevier, 2016-10)

The challenge of removing the mixed derivative terms of a second order multidimensional partial differential equation is addressed in this paper. The proposed method, which is based on proper algebraic factorization of ...
A model to classify users of social networks based on PageRank

Pedroche Sánchez, Francisco (World Scientific Publishing, 2012-07)

In this paper, we present a model to classify users of Social Networks. In particular, we focus on Social Network Sites. The model is based on the PageRank algorithm. We use the personalization vector to bias the PageRank ...
A New Efficient Numerical Method for Solving American Option under Regime Switching Model

Egorova, Vera; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (Elsevier, 2016-01)

[EN] A system of coupled free boundary problems describing American put option pricing under regime switching is considered. In order to build numerical solution firstly a front-fixing transformation is applied. Transformed ...
A new efficient parametric family of iterative methods for solving nonlinear systems

Chicharro, Francisco I.; Cordero Barbero, Alicia; Garrido-Saez, Neus; Torregrosa Sánchez, Juan Ramón (Taylor & Francis, 2019-10-03)

[EN] A bi-parametric family of iterative schemes for solving nonlinear systems is presented. We prove for any value of parameters the sixth-order of convergence of any members of the class. The efficiency and computational ...