Javier de Frutos

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Publications

Articles

Mar 2021

Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls

Javier de Frutos, Paula López, and Guiomar Martín-Herrán

Automatica, 125, 109411, 2021 BibTeX reference

Oct 2019

Error analysis of non inf-sup stable discretizations of the time-dependent Navier–Stokes equations with local projection stabilization

Javier de Frutos, Bosco García-Archilla, Volker John, and Julia Novo

IMA Journal of Numerical Analysis, 39(4), 1747–1786, 2019 BibTeX reference

Sep 2019

Spatial effects and strategic behavior in a multiregional transboundary pollution dynamic game

Javier de Frutos and Guiomar Martín-Herrán

Journal of Environmental Economics and Management, 97, 182–207, 2019 BibTeX reference

Jul 2019

Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games

Javier de Frutos and Guiomar Martín-Herrán

European Journal of Operational Research, 276(1), 379–394, 2019 BibTeX reference

Jul 2019

An extension of Heston’s SV model to stochastic interest rates

Javier de Frutos and Victor Gatón

Journal of Computational and Applied Mathematics, 354, 174–182, 2019 BibTeX reference

May 2019

Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Journal of Computational and Applied Mathematics, 349, 281–291, 2019 BibTeX reference

Sep 2018

Selection of a Markov perfect Nash equilibrium in a class of differential games

Javier de Frutos and Guiomar Martín-Herrán

Dynamic Games and Applications, 8(3), 620–636, 2018 BibTeX reference

Apr 2018

Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Applied Mathematics and Computation, 322, 154–173, 2018 BibTeX reference

Feb 2018

Analysis of the grad-div stabilization for the time-dependent Navier-Stokes equations with inf-sup stable finite elements

Javier de Frutos, Bosco García-Archilla, Volker John, and Julia Novo

Advances in Computational Mathematics, 44(1), 195–225, 2018 BibTeX reference

Jan 2018

Error analysis of projection methods for non inf-sup stable mixed finite elements: The Navier-Stokes equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Journal of Scientific Computing, 74(1), 426–455, 2018 BibTeX reference

Oct 2017

Chebyshev reduced basis function applied to option valuation

Javier de Frutos and Victor Gatón

Computational Management Science, 14(4), 465–491, 2017 BibTeX reference

Aug 2017

A spectral method for an optimal investment problem with transaction costs under potential utility

Javier de Frutos and Victor Gatón

Journal of Computational and Applied Mathematics, 319, 262–276, 2017 BibTeX reference

Mar 2016

Grad-div stabilization for the evolutionary Oseen problem with inf-sup stable finite elements

Javier de Frutos, Bosco García-Archilla, Volker John, and Julia Novo

Journal of Scientific Computing, 66(3), 991–1024, 2016 BibTeX reference

Mar 2016

Projection methods for incompressible flow problems with WENO finite difference schemes

Javier de Frutos, Volker John, and Julia Novo

Journal of Computational Physics, 309(C), 368–386, 2016 BibTeX reference

Feb 2016

Local error estimates for the SUPG method applied to evolutionary convection-reaction-diffusion equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Journal of Scientific Computing, 66(2), 528–554, 2016 BibTeX reference

May 2015

Does flexibility facilitate sustainability of cooperation over time? A case study from environmental economics

Javier de Frutos and Guiomar Martín-Herrán

Journal of Optimization Theory and Applications, 165(2), 657–677, 2015 BibTeX reference

May 2014

An adaptive SUPG method for evolutionary convection-diffusion equations

Javier de Frutos, Bosco García-Archilla, Volker John, and Julia Novo

Computer Methods in Applied Mechanics and Engineering, 273, 219–237, 2014 BibTeX reference

Aug 2013

Upper and lower bounds for convex value functions of derivative contracts

Hatem Ben-Ameur, Javier de Frutos, Tarek Fakhfakh, and D. Vacaba

Economic Modelling, 34, 69–75, 2013 BibTeX reference

Jan 2012

Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Applied Mathematics and Computation, 218(13), 7034–7051, 2012 BibTeX reference

Jan 2012

Static two-grid mixed finite-element approximations to the Navier-Stokes equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Journal of Scientific Computing, 52(3), 619–637, 2012 BibTeX reference

Jan 2011

A posteriori error estimation for mixed finite element approximations to the Navier-Stokes equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Journal of Computational and Applied Mathematics, 236(6), 1103–1122, 2011 BibTeX reference

Jan 2011

Adaptive finite element method for evolutionary convection dominated problems

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Computer Methods in Applied Mechanics and Engineering, 200(49-52), 3601–3612, 2011 BibTeX reference

Jan 2011

Nonlinear convection-diffusion problems: Fully discrete approximations and a posteriori error estimates

Javier de Frutos, Bosco García-Archilla, and Julia Novo

IMA Journal of Numerical Analysis, 31, 1402–1430, 2011 BibTeX reference

Jan 2010

Option pricing under GARCH processes by PDE methods

Michèle Breton and Javier de Frutos

Operations Research, 58, 1148–1157, 2010 BibTeX reference

Jan 2010

Accurate approximations to time-dependent nonlinear convection-diffusion problems

Javier de Frutos, Bosco García-Archilla, and Julia Novo

IMA Journal of Numerical Analysis, 30, 1137–1158, 2010 BibTeX reference

Jan 2010

ADI spectral collocation methods for parabolic problems

B. Bialecki and Javier de Frutos

Journal of Computational Physics, 229(13), 5182–5193, 2010 BibTeX reference

Jan 2010

Stabilization of Galerkin finite element approximations to transient advection-diffusion problems

Javier de Frutos, Bosco García-Archilla, and Julia Novo

SIAM Journal on Numerical Analysis, 48(3), 953–979, 2010 BibTeX reference

Jan 2008

A spectral method for bonds

Javier de Frutos

Computers & Operations Research, 35(1), 64–75, 2008 BibTeX reference

Jan 2008

Bubble stabilization of linear finite element methods for nonlinear evolutionary convection–diffusion equations

Javier de Frutos and Julia Novo

Computer Methods in Applied Mechanics and Engineering, 197(45-48), 3988–3999, 2008 BibTeX reference

Jan 2007

Improving the accuracy of the mini-element approximation to Navier-Stokes equations

B. Ayuso, Javier de Frutos, and Julia Novo

IMA journal of numerical analysis, 27(1), 198–218, 2007 BibTeX reference

Book chapters

Jan 2020

Non-linear incentive equilibrium strategies for a transboundary pollution differential game

Javier de Frutos and Guiomar Martín-Herrán

Pineau P.O., Sigué S., Taboubi S. (eds), Games in Management Science, International Series in Operations Research & Management Science, vol 280, Springer, Cham, 187–204, 2020 BibTeX reference

Jan 2012

Approximation of dynamic programs

Michèle Breton and Javier de Frutos

Duan J.C. & Härdle W. & Gentle J.E. , Handbook of Computational Finance, Springer, 633–649, 2012 BibTeX reference

Jan 2011

Numerical experience with transient convection diffusion problems: Adaptive discretizations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

D. Aubry, P. Díez, B. Tie and N. Parés, Adaptive Modelling and Simulation 2011, CIMNE, Barcelona, 149–158, 2011 BibTeX reference

Jan 2009

Efficient solution of evolutionary convection-diffusion equations

Javier de Frutos, Bosco García-Archilla, and Julia Novo

Ph. Bouillard and P. Díez, Adaptive Modelling and Simulation 2009, CIMNE, Barcelona, 63–66, 2009 BibTeX reference

Proceedings

Jan 2007

Adaptativity and a posteriori error estimation for non-linear parabolic problems

Javier de Frutos, Bosco García-Archilla, and Julia Novo

ADMOS 2007, International Conference on Adaptive Modeling and Simulation, 81–84, 2007 BibTeX reference

Jan 2007

Stabilization and a posteriori error estimation: Nonlinear problems

Javier de Frutos and Julia Novo

ADMOS 2007, International Conference on Adaptive Modeling and Simulation, 85–88, 2007 BibTeX reference