PhD in Mathematical Modelling and Numerical Simulation in Engineering and Applied Science

2023/2024

Quality assurance

The UDC International Doctoral School (EIDUDC) is subject to an Internal Quality Assurance System (IQAS) which governs all UDC PhD programmes ratified by Royal Decree-Law 99/2011, in compliance with EU Standards and Guidelines for Quality Assurance in the EHEA. For more information, see documentation relating to the UDC International Doctoral School Internal Quality Assurance System (Regulations for the implementation and administration of the International Doctoral School SGIC for UDC PhD programmes ratified under RD 99/2011; International Doctoral School IQAS Manual; International Doctoral School IQASProcedures).

Guidelines for the monitoring and supervision of the student learning process and outcomes are established in the IQAS Procedures document. The bodies and mechanisms responsible for the coordination, evaluation and continuous improvement of the programme of study are as follows:

Academic Committee for PhD Programmes (CAPD): university body responsible for the academic coordination of PhD programmes and academic decisions regarding PhD degree and degree candidates. The CAPD establishes the guidelines and procedures for the programme coordinator and all individuals involved in the degree. A UDC coordinator is appointed for all UDC PhD programmes ratified under RD 99/2011, including inter-university programmes operated by partner universities.

EIDUDC Quality Assurance Committee (CGC): body responsible for formulating and monitoring the SGIC and PhD degree programmes. The CGC also fulfils an internal communication role within the EIDUDC in relation to its objectives, plans, programmes and responsibilities. An annual monitoring report is produced by the EIDUDC Permanent Committee, acting in the name of the CGC.

Learning outcomes

The International Doctoral School IQAS sets out the standards and indicators applied by Academic Committees in relation to UDC PhD programmes for the measurement and analysis of learning outcomes and academic standards.

These indicators include the number of doctoral theses defended, ‘International Doctorate’ certifications awarded, PhDs completed within the published time scale (3-4 years), PhDs awarded and PhDs abandoned, in addition to the average timescale for completion of the degree.

Quality assurance

To ensure that the title is developed in accordance with the verification report presented the center conducts an annual monitoring report in accordance with the procedures of the center IQAS and results. This report is reviewed by the ACSUG, external evaluation agency.

The outcome of this analysis will emerge corrective actions and improvement proposals that achieve the intended objectives and the improvement of the degree.

Committees

In order to ensure proper standards and quality at UDC, a specific academic management committee of the PhD programme will be established.

Vázquez Cendón, Carlos
Coordinador
Arregui Álvarez, Iñigo
Vocal PDI

Program tracking facts

Period Value
Places offered
Number of places for new students entering PhD (IPD01)
2022/2023 7
Demand
Number of applicants for PhD admission (IPD02)
2022/2023 2
First-time enrollment
Number of first-time enrollment students in PhD (IPD03)
2022/2023 1
First-time enrollment by adaptation
Number of first-time enrollment students in the program or students coming from other studies in extinction (IPD03.1)
2022/2023 0
Total enrollment
Total number of students enrolled (IPD04)
2022/2023 13
First-time enrollment coming from other universities
Ratio between the number of first-time enrolled students coming from other universities and the total number of first-time enrolled students in the program (IPD05)
2022/2023 100
Percentage of foreign students
Ratio between the number of foreign students enrolled and the total number of students enrolled in the programme (IPD06)
2022/2023 23.08
Percentage of first-time enrolled students who need training complements
Ratio between the number of students enrolled who need training complements and the total number of new students enrolled in the programme (IPD07)
2022/2023 0
Percentage of full-time enrollees
Ratio between the number of students under full time status and the number of students enrolled in the programme (IPD08.1)
2022/2023 76.92
Percentage of partial-time enrollees
Ratio between the number of students under half time status and the number of students enrolled in the programme (IPD08.2)
2022/2023 15.38
Percentage of enrollees under mixed status
Ratio between the number of students under mixed status and the number of students enrolled in the programme (IPD08.3)
2022/2023 7.69
Percentage of enrollees who carried out a stay passed by the CAPD (Outgoing)
Ratio between the number of students who carried out a stay as visiting researchers passed by the CAPD (outgoing students) and the total number of students enrolled in the programme (IPD09.1)
2022/2023 7.69
Percentage of enrollees who carried out a stay passed by the CAPD at UDC (Incoming)
Number of students who carried out a stay as visiting researchers passed by the CAPD (incoming students) (IPD09.2)
2022/2023 n/a
Percentage of enrollees with a grant or pre-doctoral contract
Ratio between the number of students with a grant or pre-doctoral contract and the number of students enrolled in the programme (IPD11)
2022/2023 0
Percentage of theses defended by students who had several directors
Ratio between the number of theses defended by students of the programme who had several directors and the total number of defended theses in the programme (IPD14)
2022/2023 100
Percentage of examination board members coming from an foreign institution
Ratio between the number of examination board members of thesis linked to the programme coming from an foreign institution and the total umber of examination board members of thesis linked to the programme (IPD17)
2022/2023 33.33
Total number of defended thesis
Total number of defended thesis linked to the programme (IPD18.1)
2022/2023 1
Percentage of defended thesis written by full-time students
Ratio between the total number of defended thesis written by students under full time status and the total number of defended theses in the programme (IPD18.2.1)
2022/2023 100
Percentage of defended thesis written by partial-time students
Ratio between the total number of defended thesis written by students under partial time status and the total number of defended theses in the programme (IPD18.2.2)
2022/2023 0
Percentage of defended thesis written by students under mixed status
Ratio between the total number of defended thesis written by students under mixed status and the total number of defended theses in the programme (IPD18.2.3)
2022/2023 0
Total number of tesis written in Galician
Total number of defended thesis linked to the programme written in Galician (IPD18.3.1)
2022/2023 0
Total number of tesis written in Spanish
Total number of defended thesis linked to the programme written in Spanish (IPD18.3.2)
2022/2023 0
Total number of tesis written in other languages
Total number of defended thesis linked to the programme written in other languages (IPD18.3.3)
2022/2023 1
Average duration of studies of full-time students
Average duration of studies for students under full time status who defended a thesis (in days) (IPD18.4.1)
2022/2023 1,596
Average duration of studies of partial-time students
Average duration of studies for students under half time status who defended a thesis (in days) (IPD18.4.2)
2022/2023 n/a
Average duration of studies of students under mixed time status
Average duration of studies for students under mixed time status who defended a thesis (in days) (IPD18.4.3)
2022/2023 n/a
Success rate. Percentage of students who defended their theses without asking for an extension
Ratio between the number of doctoral students who defended their theses without asking for an extension and the total number of defended thesis linked to the programme (IPD18.5.1)
2022/2023 0
Success rate. Percentage of students who defended their theses after asking for the first extension
Ratio between the number of doctoral students who defended their theses after asking for the first extension and the total number of defended thesis linked to the programme (IPD18.5.2)
2022/2023 100
Success rate. Percentage of students who defended their theses after asking for the second extension
Ratio between the number of doctoral students who defended their theses after asking for the second extension and the total number of defended thesis linked to the programme (IPD18.5.3)
2022/2023 0
Percentage of "cum laude" theses
Ratio between the number of defended theses linked to the programme with "Cum Laude" qualification and the total number of defended thesis linked to the programme (IPD18.6)
2022/2023 100
Percentage of theses with International Component
Ratio between the number of defended theses linked to the programme with International Component and the total number of defended thesis linked to the programme (IPD18.7)
2022/2023 100
Dropout rate
Ratio between the number of doctoral students who cause permanent withdrawal from the X course and the total number of doctoral students who could re-enroll in this programme. (IPDx21)
2022/2023 0
Period Value
Places offered
Number of places for new students entering PhD (IPD01)
2021/2022 7
Demand
Number of applicants for PhD admission (IPD02)
2021/2022 7
First-time enrollment
Number of first-time enrollment students in PhD (IPD03)
2021/2022 4
First-time enrollment by adaptation
Number of first-time enrollment students in the program or students coming from other studies in extinction (IPD03.1)
2021/2022 0
Total enrollment
Total number of students enrolled (IPD04)
2021/2022 14
First-time enrollment coming from other universities
Ratio between the number of first-time enrolled students coming from other universities and the total number of first-time enrolled students in the program (IPD05)
2021/2022 100
Percentage of foreign students
Ratio between the number of foreign students enrolled and the total number of students enrolled in the programme (IPD06)
2021/2022 28.57
Percentage of first-time enrolled students who need training complements
Ratio between the number of students enrolled who need training complements and the total number of new students enrolled in the programme (IPD07)
2021/2022 0
Percentage of full-time enrollees
Ratio between the number of students under full time status and the number of students enrolled in the programme (IPD08.1)
2021/2022 85.71
Percentage of partial-time enrollees
Ratio between the number of students under half time status and the number of students enrolled in the programme (IPD08.2)
2021/2022 14.29
Percentage of enrollees under mixed status
Ratio between the number of students under mixed status and the number of students enrolled in the programme (IPD08.3)
2021/2022 0
Percentage of enrollees who carried out a stay passed by the CAPD (Outgoing)
Ratio between the number of students who carried out a stay as visiting researchers passed by the CAPD (outgoing students) and the total number of students enrolled in the programme (IPD09.1)
2021/2022 n/a
Percentage of enrollees who carried out a stay passed by the CAPD at UDC (Incoming)
Number of students who carried out a stay as visiting researchers passed by the CAPD (incoming students) (IPD09.2)
2021/2022 n/a
Percentage of theses defended by students who had several directors
Ratio between the number of theses defended by students of the programme who had several directors and the total number of defended theses in the programme (IPD14)
2021/2022 100
Percentage of examination board members coming from an foreign institution
Ratio between the number of examination board members of thesis linked to the programme coming from an foreign institution and the total umber of examination board members of thesis linked to the programme (IPD17)
2021/2022 66.67
Total number of defended thesis
Total number of defended thesis linked to the programme (IPD18.1)
2021/2022 2
Percentage of defended thesis written by full-time students
Ratio between the total number of defended thesis written by students under full time status and the total number of defended theses in the programme (IPD18.2.1)
2021/2022 100
Percentage of defended thesis written by partial-time students
Ratio between the total number of defended thesis written by students under partial time status and the total number of defended theses in the programme (IPD18.2.2)
2021/2022 0
Percentage of defended thesis written by students under mixed status
Ratio between the total number of defended thesis written by students under mixed status and the total number of defended theses in the programme (IPD18.2.3)
2021/2022 0
Total number of tesis written in Galician
Total number of defended thesis linked to the programme written in Galician (IPD18.3.1)
2021/2022 0
Total number of tesis written in Spanish
Total number of defended thesis linked to the programme written in Spanish (IPD18.3.2)
2021/2022 0
Total number of tesis written in other languages
Total number of defended thesis linked to the programme written in other languages (IPD18.3.3)
2021/2022 2
Average duration of studies of full-time students
Average duration of studies for students under full time status who defended a thesis (in days) (IPD18.4.1)
2021/2022 1,440
Average duration of studies of partial-time students
Average duration of studies for students under half time status who defended a thesis (in days) (IPD18.4.2)
2021/2022 n/a
Average duration of studies of students under mixed time status
Average duration of studies for students under mixed time status who defended a thesis (in days) (IPD18.4.3)
2021/2022 n/a
Success rate. Percentage of students who defended their theses without asking for an extension
Ratio between the number of doctoral students who defended their theses without asking for an extension and the total number of defended thesis linked to the programme (IPD18.5.1)
2021/2022 0
Success rate. Percentage of students who defended their theses after asking for the first extension
Ratio between the number of doctoral students who defended their theses after asking for the first extension and the total number of defended thesis linked to the programme (IPD18.5.2)
2021/2022 100
Success rate. Percentage of students who defended their theses after asking for the second extension
Ratio between the number of doctoral students who defended their theses after asking for the second extension and the total number of defended thesis linked to the programme (IPD18.5.3)
2021/2022 0
Percentage of "cum laude" theses
Ratio between the number of defended theses linked to the programme with "Cum Laude" qualification and the total number of defended thesis linked to the programme (IPD18.6)
2021/2022 50
Percentage of theses with International Component
Ratio between the number of defended theses linked to the programme with International Component and the total number of defended thesis linked to the programme (IPD18.7)
2021/2022 0
Dropout rate
Ratio between the number of doctoral students who cause permanent withdrawal from the X course and the total number of doctoral students who could re-enroll in this programme. (IPDx21)
2021/2022 10
Period Value
Places offered
Number of places for new students entering PhD (IPD01)
2020/2021 7
Demand
Number of applicants for PhD admission (IPD02)
2020/2021 2
First-time enrollment
Number of first-time enrollment students in PhD (IPD03)
2020/2021 2
First-time enrollment by adaptation
Number of first-time enrollment students in the program or students coming from other studies in extinction (IPD03.1)
2020/2021 0
Total enrollment
Total number of students enrolled (IPD04)
2020/2021 11
First-time enrollment coming from other universities
Ratio between the number of first-time enrolled students coming from other universities and the total number of first-time enrolled students in the program (IPD05)
2020/2021 50
Percentage of foreign students
Ratio between the number of foreign students enrolled and the total number of students enrolled in the programme (IPD06)
2020/2021 36.36
Percentage of first-time enrolled students who need training complements
Ratio between the number of students enrolled who need training complements and the total number of new students enrolled in the programme (IPD07)
2020/2021 0
Percentage of full-time enrollees
Ratio between the number of students under full time status and the number of students enrolled in the programme (IPD08.1)
2020/2021 81.82
Percentage of partial-time enrollees
Ratio between the number of students under half time status and the number of students enrolled in the programme (IPD08.2)
2020/2021 0
Percentage of enrollees under mixed status
Ratio between the number of students under mixed status and the number of students enrolled in the programme (IPD08.3)
2020/2021 18.18
Percentage of enrollees who carried out a stay passed by the CAPD (Outgoing)
Ratio between the number of students who carried out a stay as visiting researchers passed by the CAPD (outgoing students) and the total number of students enrolled in the programme (IPD09.1)
2020/2021 9.09
Percentage of enrollees who carried out a stay passed by the CAPD at UDC (Incoming)
Number of students who carried out a stay as visiting researchers passed by the CAPD (incoming students) (IPD09.2)
2020/2021 n/a
Percentage of enrollees with a grant or pre-doctoral contract
Ratio between the number of students with a grant or pre-doctoral contract and the number of students enrolled in the programme (IPD11)
2020/2021 0
Percentage of theses defended by students who had several directors
Ratio between the number of theses defended by students of the programme who had several directors and the total number of defended theses in the programme (IPD14)
2020/2021 n/a
Percentage of examination board members coming from an foreign institution
Ratio between the number of examination board members of thesis linked to the programme coming from an foreign institution and the total umber of examination board members of thesis linked to the programme (IPD17)
2020/2021 n/a
Total number of defended thesis
Total number of defended thesis linked to the programme (IPD18.1)
2020/2021 0
Percentage of defended thesis written by full-time students
Ratio between the total number of defended thesis written by students under full time status and the total number of defended theses in the programme (IPD18.2.1)
2020/2021 0
Percentage of defended thesis written by partial-time students
Ratio between the total number of defended thesis written by students under partial time status and the total number of defended theses in the programme (IPD18.2.2)
2020/2021 0
Percentage of defended thesis written by students under mixed status
Ratio between the total number of defended thesis written by students under mixed status and the total number of defended theses in the programme (IPD18.2.3)
2020/2021 0
Total number of tesis written in Galician
Total number of defended thesis linked to the programme written in Galician (IPD18.3.1)
2020/2021 0
Total number of tesis written in Spanish
Total number of defended thesis linked to the programme written in Spanish (IPD18.3.2)
2020/2021 0
Total number of tesis written in other languages
Total number of defended thesis linked to the programme written in other languages (IPD18.3.3)
2020/2021 0
Average duration of studies of full-time students
Average duration of studies for students under full time status who defended a thesis (in days) (IPD18.4.1)
2020/2021 n/a
Average duration of studies of partial-time students
Average duration of studies for students under half time status who defended a thesis (in days) (IPD18.4.2)
2020/2021 n/a
Average duration of studies of students under mixed time status
Average duration of studies for students under mixed time status who defended a thesis (in days) (IPD18.4.3)
2020/2021 n/a
Success rate. Percentage of students who defended their theses without asking for an extension
Ratio between the number of doctoral students who defended their theses without asking for an extension and the total number of defended thesis linked to the programme (IPD18.5.1)
2020/2021 n/a
Success rate. Percentage of students who defended their theses after asking for the first extension
Ratio between the number of doctoral students who defended their theses after asking for the first extension and the total number of defended thesis linked to the programme (IPD18.5.2)
2020/2021 n/a
Success rate. Percentage of students who defended their theses after asking for the second extension
Ratio between the number of doctoral students who defended their theses after asking for the second extension and the total number of defended thesis linked to the programme (IPD18.5.3)
2020/2021 n/a
Percentage of "cum laude" theses
Ratio between the number of defended theses linked to the programme with "Cum Laude" qualification and the total number of defended thesis linked to the programme (IPD18.6)
2020/2021 n/a
Percentage of theses with International Component
Ratio between the number of defended theses linked to the programme with International Component and the total number of defended thesis linked to the programme (IPD18.7)
2020/2021 n/a
Dropout rate
Ratio between the number of doctoral students who cause permanent withdrawal from the X course and the total number of doctoral students who could re-enroll in this programme. (IPDx21)
2020/2021 10
Period Value
Places offered
Number of places for new students entering PhD (IPD01)
2019/2020 7
Demand
Number of applicants for PhD admission (IPD02)
2019/2020 5
First-time enrollment
Number of first-time enrollment students in PhD (IPD03)
2019/2020 4
First-time enrollment by adaptation
Number of first-time enrollment students in the program or students coming from other studies in extinction (IPD03.1)
2019/2020 1
Total enrollment
Total number of students enrolled (IPD04)
2019/2020 11
First-time enrollment coming from other universities
Ratio between the number of first-time enrolled students coming from other universities and the total number of first-time enrolled students in the program (IPD05)
2019/2020 75
Percentage of foreign students
Ratio between the number of foreign students enrolled and the total number of students enrolled in the programme (IPD06)
2019/2020 45.45
Percentage of first-time enrolled students who need training complements
Ratio between the number of students enrolled who need training complements and the total number of new students enrolled in the programme (IPD07)
2019/2020 0
Percentage of full-time enrollees
Ratio between the number of students under full time status and the number of students enrolled in the programme (IPD08.1)
2019/2020 72.73
Percentage of partial-time enrollees
Ratio between the number of students under half time status and the number of students enrolled in the programme (IPD08.2)
2019/2020 9.09
Percentage of enrollees under mixed status
Ratio between the number of students under mixed status and the number of students enrolled in the programme (IPD08.3)
2019/2020 18.18
Percentage of enrollees who carried out a stay passed by the CAPD (Outgoing)
Ratio between the number of students who carried out a stay as visiting researchers passed by the CAPD (outgoing students) and the total number of students enrolled in the programme (IPD09.1)
2019/2020 9.09
Percentage of enrollees who carried out a stay passed by the CAPD at UDC (Incoming)
Number of students who carried out a stay as visiting researchers passed by the CAPD (incoming students) (IPD09.2)
2019/2020 n/a
Percentage of enrollees with a grant or pre-doctoral contract
Ratio between the number of students with a grant or pre-doctoral contract and the number of students enrolled in the programme (IPD11)
2019/2020 0
Percentage of theses defended by students who had several directors
Ratio between the number of theses defended by students of the programme who had several directors and the total number of defended theses in the programme (IPD14)
2019/2020 0
Percentage of examination board members coming from an foreign institution
Ratio between the number of examination board members of thesis linked to the programme coming from an foreign institution and the total umber of examination board members of thesis linked to the programme (IPD17)
2019/2020 0
Total number of defended thesis
Total number of defended thesis linked to the programme (IPD18.1)
2019/2020 1
Percentage of defended thesis written by full-time students
Ratio between the total number of defended thesis written by students under full time status and the total number of defended theses in the programme (IPD18.2.1)
2019/2020 0
Percentage of defended thesis written by partial-time students
Ratio between the total number of defended thesis written by students under partial time status and the total number of defended theses in the programme (IPD18.2.2)
2019/2020 0
Percentage of defended thesis written by students under mixed status
Ratio between the total number of defended thesis written by students under mixed status and the total number of defended theses in the programme (IPD18.2.3)
2019/2020 100
Total number of tesis written in Galician
Total number of defended thesis linked to the programme written in Galician (IPD18.3.1)
2019/2020 0
Total number of tesis written in Spanish
Total number of defended thesis linked to the programme written in Spanish (IPD18.3.2)
2019/2020 0
Total number of tesis written in other languages
Total number of defended thesis linked to the programme written in other languages (IPD18.3.3)
2019/2020 1
Average duration of studies of full-time students
Average duration of studies for students under full time status who defended a thesis (in days) (IPD18.4.1)
2019/2020 n/a
Average duration of studies of partial-time students
Average duration of studies for students under half time status who defended a thesis (in days) (IPD18.4.2)
2019/2020 n/a
Average duration of studies of students under mixed time status
Average duration of studies for students under mixed time status who defended a thesis (in days) (IPD18.4.3)
2019/2020 1,743
Success rate. Percentage of students who defended their theses without asking for an extension
Ratio between the number of doctoral students who defended their theses without asking for an extension and the total number of defended thesis linked to the programme (IPD18.5.1)
2019/2020 0
Success rate. Percentage of students who defended their theses after asking for the first extension
Ratio between the number of doctoral students who defended their theses after asking for the first extension and the total number of defended thesis linked to the programme (IPD18.5.2)
2019/2020 100
Success rate. Percentage of students who defended their theses after asking for the second extension
Ratio between the number of doctoral students who defended their theses after asking for the second extension and the total number of defended thesis linked to the programme (IPD18.5.3)
2019/2020 0
Percentage of "cum laude" theses
Ratio between the number of defended theses linked to the programme with "Cum Laude" qualification and the total number of defended thesis linked to the programme (IPD18.6)
2019/2020 100
Percentage of theses with International Component
Ratio between the number of defended theses linked to the programme with International Component and the total number of defended thesis linked to the programme (IPD18.7)
2019/2020 100
Dropout rate
Ratio between the number of doctoral students who cause permanent withdrawal from the X course and the total number of doctoral students who could re-enroll in this programme. (IPDx21)
2019/2020 25

publications

This is a sample of the scientific production of the PhD students and is intended to guide prospective students interested in this program. Under no circumstances should it be considered a full and exhaustive list of all the scientific production of the students. The information is supplied by the PhD students themselves in a relatively unstructured manner but it has been checked and approved by the academic committee.

Artículos en revistas internacionales
Sequeiros, Carlos and Pájaro, Manuel and Vázquez, Carlos and Banga, Julio R and Otero-Muras, Irene. IDESS: a toolbox for identification and automated design of stochastic gene circuits. Bioinformatics, 2023. https://doi.org/10.1093/bioinformatics/btad682
Automated Design of Synthetic Gene Circuits in the Presence of Molecular Noise. Sequeiros, Carlos and Vázquez, Carlos and Banga, Julio R. and Otero-Muras, Irene. ACS Synthetic Biology. https://doi.org/10.1021/acssynbio.3c00033
Artículos en revistas internacionales
Simonella, R. and Vázquez, C., 2023. XVA in a multi-currency setting with stochastic foreign exchange rates. Mathematics and Computers in Simulation207, pp.59-79.
Pombo-Romero, J.; Rúas-Barrosa, O. A Blockchain-Based Financial Instrument for the Decarbonization of Irrigated Agriculture. Sustainability202214, 8848. https://doi.org/10.3390/su14148848
Manzano, A., Musso, D. & Leitao, Á. Real quantum amplitude estimation. EPJ Quantum Technol.10, 2 (2023). https://doi.org/10.1140/epjqt/s40507-023-00159-0
Alberto Pedro Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini & Carlos Vázquez(2023)Pricing commodity index options,Quantitative Finance,23:2,297-308,DOI: 10.1080/14697688.2022.2138775
SEQUEIROS, Carlos, et al. Global optimization approach for parameter estimation in stochastic dynamic models of biosystems. IEEE/ACM Transactions on Computational Biology and Bioinformatics, 2022. https://doi.org/10.1109/TCBB.2022.3225675
Artículo en revisión titulado: "High-order well-balanced numerical schemes for one dimensional shallow-water systems with Coriolis terms" para  Applied Mathematics and Computation (AMC-D-23-01451).
P. Villarino, Joel; Leitao, Álvaro; García Rodríguez, J.A. Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. Journal of Computational and Applied Mathematics, 425 (2023).
Hiram Varela and María González. An improved model for the drying of porous solids with abruptly changing permeability. Dry. Technol., 0(0): 1-16, 2023.https://www.tandfonline.com/doi/full/10.1080/07373937.2023.2227433
Libro
https://gei-cal.github.io/JB-Calculo1-UDC/capitulos/README.html    Licencia CC BY 4.0
Otras publicaciones
Arregui, I., Simonella, R. and Vázquez, C., 2022. Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting. In Progress in Industrial Mathematics at ECMI 2021 (pp. 313-319). Cham: Springer International Publishing.
-Redacción de un artículo científico que lleva por título “Experimental validation of a coupled acoustic fluid-poroelastic-plate model with frontal and lateral source Excitations” para su publicación en revista científica.
Artículos en revistas internacionales
Arregui, Iñigo, Roberta Simonella, and Carlos Vázquez. "Total value adjustment for European options in a multi‐currency setting." Applied Mathematics and Computation 413 (2022): 126647.
Di Francesco, Marco, and Roberta Simonella. "A stochastic Asset Liability Management model for life insurance companies." Financial Markets and Portfolio Management (2022): 1-34.
Gómez, A., Leitao, Á., Manzano, A. et al. "A Survey on Quantum Computational Finance for Derivatives Pricing and VaR." Arch Computat Methods Eng (2022). https://doi.org/10.1007/s11831-022-09732-9
Manzano, A.; Musso, D.; Leitao, Á.; Gómez, A.; Vázquez, C.; Ordóñez, G.; Nogueiras, M.R. A "Modular Framework for Generic Quantum Algorithms." Mathematics (2022), 10, 785. https://doi.org/10.3390/math10050785
M. GONZÁLEZ AND H. VARELA, A posteriori errorestimates for stabilised mixed finite element methods for a nonlinear elliptic problem, Electron. Trans. Numer. Anal., 55(2022), pp. 706-725.
Otras publicaciones
González, M.; Varela, H. On the Adaptive Numerical Solution to the Darcy-Forchheimer Model. Eng. Proc. 2021, 7, 36
Artículos en revistas internacionales
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs)Applied Mathematics and Computation 404 (2021) 126199
Ráfales, J., Vázquez, C. (2021). Equilibrium models with heterogeneous agents under rational expectations and its numerical solution. Communications in Nonlinear Science and Numerical Simulation, 96: 105673.
Otras publicaciones
Auer, Naomi, Barral, PatriciaI, Benamou, Jean-David, Baermann, Andreas, Binder, Andreas, Comesaña, Daniel Fernández, … Vergara, Christian. (2020). Reports about 8 selected benchmark cases of model hierarchies (Version 3.0). Zenodo, https://doi.org/10.5281/zenodo.3888124
Bannenberg, Marcus, Barral, Patricia, Bärmann, Andreas, Benamou, Jean-David, Bianco, Federico, Binder, Andreas, … Vergara, Christian. (2020). Software-based representation of selected benchmark hierarchies equipped with publically available data (Version 2.0). Zenodo, https://doi.org/10.5281/zenodo.3888145
Bannenberg, Marcus, Barral, Patricia, Bianco, Federico, Fernández Comesaña, Daniel, Marconi, Gianfranco, Martinolli, Marco, … Vergara, Christian. (2020). Report on common coupling framework, error and complexity measures (Version 1.0). Zenodo, https://doi.org/10.5281/zenodo.3606282
Bannenberg, Marcus, Barral, Patricia, Bianco, Federico, Fernández-Comesaña, Daniel, Marconi, Gianfranco, Martinolli, Marco, … Vergara, Christian. (2020). Reports on specific model hierarchies for different coupling applications and the corresponding error analyses (Version 1.0). Zenodo. https://doi.org/10.5281/zenodo.3606326
Martín Ortega, Elena, Nayak, Ashwin Sadanand, & Varas, Fernando. (2019). Simplified Modeling of Brazing Furnaces (Version 1.0). In Proceedings of the 139 European Study Group with Industry (139ESGI) (pp. 27–46). Spanish Network for Mathematics & Industry (math-in). http://doi.org/10.5281/zenodo.3610123
González, M.; Varela, H. Numerical Simulation of a Nonlinear Problem Arising in Heat Transfer and Magnetostatics. Proceedings202054, 13.
Artículos en revistas internacionales
J. Carbajo, A. Prieto, J. Ramis, L. Río-Martín, A non-parametric fluid-equivalent approach for the acoustic characterization of rigid porous materials, Applied Mathematical Modelling, Volume 76, 2019, Pages 330-347, ISSN 0307-904X, https://doi.org/10.1016/j.apm.2019.05.046. (http://www.sciencedirect.com/science/article/pii/S0307904X19303439) Abstract: The acoustic characterization of porous materials with rigid solid frame plays a key role in the prediction of the acoustic behavior of any dynamic system that incorporates them. In order to obtain an accurate prediction of its frequency-dependent response, a suitable choice of the parametric models for each material is essential. However, such models could be inadequate for a given material or only valid in a specific frequency range. In this work, a novel non-parametric methodology is proposed for the characterization of the acoustic properties of rigid porous materials. Unlike most widespread methodologies, this technique is based on the solution of a sequence of frequency-by-frequency well-posed inverse problems, thus increasing the characterization accuracy. Once a reduced number of experimental measurements is available, the proposed method avoids the a priori choice of a parametric model. Keywords: Material characterization; Porous materials; Inverse problem; Non-parametric model; Acoustic properties
Artículos en revistas internacionales
Iñigo Arregui; B. Salvador; Carlos Vázquez.. A Monte Carlo approach to American options pricing including counterparty risk. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS. , -. ISSN:0020-7160
Iñigo Arregui; B. Salvador; Daniel Sevcovic; Carlos Vázquez. 2018. Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation.COMPUTERS AND MATHEMATICS WITH APPLICATIONS(1987). , -.76 (2018)4, 725-740
Otras publicaciones
J. Carbajo, A. Prieto, J. Ramis, L. del Río. Data-driven characterization of porous materials by using frequency-dependent measurements. Proceedings from 48º Congreso Español de Acústica - Encuentro Ibérico de Acústica, 2017. 
Artículos en revistas internacionales
I.Arregui, B.Salvador, C.Vázquez, PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. Applied Mathematics and Computation, 308 (2017) 31-53
Artículos en revistas internacionales
Numerical methods for a nonlinear reaction-diffusion system modelling a batch culture of biofilm, Balsa-Canto E., López-Núñez A., Vázquez C., Applied Mathematical Modelling, In Press, DOI: 10.1016/j.apm.2016.08.020
Capítulo de Libro
Balsa-Canto E., Alonso A. A., Arias-Méndez A., Garca M. R., López-Núñez A., Mosquera-Fernández, M., Vázquez C., Vilas C., Modelling and optimisation techniques with applications in food processes, bio-processes and bio-systems, SEMA SIMAI Springer Series, 9, Cap. 4, pp 187-216, 2016.
Artículos en revistas internacionales
I. Arregui, B. Salvador, C. Vázquez, A numerical strategy for telecommuications networks capacity planning under demand and price uncertainty, Journal of Computational and Applied Mathematics (2016), http://dx.doi.org/10.1016/j.cam.2016.01.056 

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