Casabán, M.-C.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2023-01)
[EN] This paper deals with the construction of numerical solutions of moving boundary random problems where the uncertainty is limited to a finite degree of randomness in the mean square framework. Using a front fixing ...
Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(R. Company, J. C. Cortés, L. Jódar and E. López-Navarro, 2019-07-12)
[EN] This work deals with the construction of analytic-numerical solutions, in the mean square
sense of the random heterogeneous telegraph type problem. Efficient methods for solving numerically deterministic problems such ...
Casabán, M.-C.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(MDPI AG, 2019-09)
[EN] This paper deals with the construction of numerical solutions of random hyperbolic models with a finite degree of randomness that make manageable the computation of its expectation and variance. The approach is based ...
Ehrhardt, Matthias; Jódar Sánchez, Lucas Antonio; Villanueva Micó, Rafael Jacinto(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2014)
It is with pleasure that we offer the readers of the International Journal of Computer Mathematics
this special issue consisting of some of the most significant contributions to computational methods
and mathematical ...
Piqueras García, Miguel Ángel(Universitat Politècnica de València, 2018-09-10)
Multitud de problemas en ciencia e ingeniería se plantean como ecuaciones en derivadas parciales (EDPs). Si la frontera del recinto donde esas ecuaciones han de satisfacerse se desconoce a priori, se habla de "Problemas ...
This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main ...
Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Villafuerte Altuzar, Laura; Company Rossi, Rafael(Elsevier, 2011-10)
This paper deals with the construction of a numerical solution of random initial value problems by means of a random improved Euler method. Conditions for the mean square convergence of the proposed method are established. ...
Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(John Wiley & Sons, 2020-09-30)
[EN] This paper deals with the construction of numerical stable solutions of random mean square Fisher-Kolmogorov-Petrosky-Piskunov (Fisher-KPP) models with advection. The construction of the numerical scheme is performed ...
[EN] This paper deals with the extension, in the mean square sense, of the deterministic gamma function to the random framework. In a first step, we provide such extension to Gamma(A) by assuming that the parameter A is a ...
Almenar, P; Jódar Sánchez, Lucas Antonio(Hindawi Publishing Corporation, 2012)
This paper presents two methods to obtain upper bounds for the distance between a zero
and an adjacent critical point of a solution of the second-order half-linear di¿erential equation
p x ¿ y
q x ¿ y 0, ...
Llácer Arana, Carlota(Universitat Politècnica de València, 2021-10-21)
[ES] El objeto de este TFG es la elaboración de un Plan de Empresa relacionado con la creación de un club de tenis en Valencia pero únicamente con pistas de tenis cubiertas. En este trabajo se desarrollará el plan de ...
Defez Candel, Emilio(Universitat Politècnica de València, 2009-06-23)
La teoría de polinomios ortogonales matriarcales ha experimentado un desarrollo importante en las últimas décadas. El primer contacto de nuestro grupo de investigación con el tema surgio al dearrollar un método de Frobenius ...
This paper presents a method for constructing polynomial approximations of the solutions of nonlinear initial value systems of differential equations. Given an a priori chosen accuracy, the degree of the vector polynomial ...
Fakharany, Mohamed; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(Elsevier, 2014-12)
[EN] This paper provides a numerical analysis for European options under partial integro-differential
Bates model. An explicit finite difference scheme has been used for the differential
part, while the integral part has ...
Jódar Sánchez, Lucas Antonio; Merello Giménez, Paloma(Elsevier, 2010-10)
This paper deals with the construction of solutions of the discrete dynamic Leontief
input–output model by using Drazin inverses and a singular discrete difference systems
approach. After obtaining a closed form solution ...
Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; El-Fakharany, Mohamed(Hindawi Publishing Corporation, 2013-10)
[EN] This paper deals with the numerical analysis of PIDE option pricing models with CGMY process using double discretization
schemes. This approach assumes weaker hypotheses of the solution on the numerical boundary ...
De la Poza, Elena; Líbano, M. del; García, I.; Jódar Sánchez, Lucas Antonio; Merello Giménez, Paloma(Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2014-02)
At the present time one of the most 'desirable' behavioural addictions that any person could develop is workaholism, a negative psychological state characterized by working excessively and compulsively. In our society, the ...
Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio(MDPI AG, 2021-01)
[EN] In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the ...
Calbo Sanjuán, Gema; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio(Elsevier, 2011-12-01)
This paper deals with the construction of random power series solution of second order linear differential equations of Hermite containing uncertainty through its coefficients and initial conditions. Under appropriate ...
Jódar Sánchez, Lucas Antonio; Cortés, J.-C.; Villafuerte, L.(Elsevier, 2012-06)
This paper deals with the construction of reliable numerical solutions of mixed problems for hyperbolic second order partial differential models with random information in the variable coefficients of the partial differential ...