mai 2019 Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements Javier de Frutos, Bosco García-Archilla et Julia Novo Journal of Computational and Applied Mathematics, 349, 281–291, 2019 référence BibTeX
déc. 2018 Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games Javier de Frutos et Guiomar Martín-Herrán À paraître dans : European Journal of Operational Research, 2018 référence BibTeX
sept. 2018 Selection of a Markov perfect Nash equilibrium in a class of differential games Javier de Frutos et Guiomar Martín-Herrán Dynamic Games and Applications, 8(3), 620–636, 2018 référence BibTeX
sept. 2018 An extension of Heston’s SV model to stochastic interest rates Javier de Frutos et Victor Gatón À paraître dans : Journal of Computational and Applied Mathematics, 2018 référence BibTeX
juil. 2018 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 et Julia Novo À paraître dans : IMA Journal of Numerical Analysis, 2018 référence BibTeX
avr. 2018 Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem Javier de Frutos, Bosco García-Archilla et Julia Novo Applied Mathematics and Computation, 322, 154–173, 2018 référence BibTeX
fév. 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 et Julia Novo Advances in Computational Mathematics, 44(1), 195–225, 2018 référence BibTeX
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 et Julia Novo Journal of Scientific Computing, 74(1), 426–455, 2018 référence BibTeX
oct. 2017 Chebyshev reduced basis function applied to option valuation Javier de Frutos et Victor Gatón Computational Management Science, 14(4), 465–491, 2017 référence BibTeX
août 2017 Spatial effects and strategic behavior in a multiregional transboundary pollution dynamic game Javier de Frutos et Guiomar Martín-Herrán À paraître dans : Journal of Environmental Economics and Management, 2017 référence BibTeX
août 2017 A spectral method for an optimal investment problem with transaction costs under potential utility Javier de Frutos et Victor Gatón Journal of Computational and Applied Mathematics, 319, 262–276, 2017 référence BibTeX
mars 2016 Grad-div stabilization for the evolutionary Oseen problem with inf-sup stable finite elements Javier de Frutos, Bosco García-Archilla, Volker John et Julia Novo Journal of Scientific Computing, 66(3), 991–1024, 2016 référence BibTeX
mars 2016 Projection methods for incompressible flow problems with WENO finite difference schemes Javier de Frutos, Volker John et Julia Novo Journal of Computational Physics, 309(C), 368–386, 2016 référence BibTeX
fév. 2016 Local error estimates for the SUPG method applied to evolutionary convection-reaction-diffusion equations Javier de Frutos, Bosco García-Archilla et Julia Novo Journal of Scientific Computing, 66(2), 528–554, 2016 référence BibTeX
mai 2015 Does flexibility facilitate sustainability of cooperation over time? A case study from environmental economics Javier de Frutos et Guiomar Martín-Herrán Journal of Optimization Theory and Applications, 165(2), 657–677, 2015 référence BibTeX
mai 2014 An adaptive SUPG method for evolutionary convection-diffusion equations Javier de Frutos, Bosco García-Archilla, Volker John et Julia Novo Computer Methods in Applied Mechanics and Engineering, 273, 219–237, 2014 référence BibTeX
août 2013 Upper and lower bounds for convex value functions of derivative contracts Hatem Ben-Ameur, Javier de Frutos, Tarek Fakhfakh et D. Vacaba Economic Modelling, 34, 69–75, 2013 référence BibTeX
jan. 2012 Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations Javier de Frutos, Bosco García-Archilla et Julia Novo Applied Mathematics and Computation, 218(13), 7034–7051, 2012 référence BibTeX
jan. 2012 Static two-grid mixed finite-element approximations to the Navier-Stokes equations Javier de Frutos, Bosco García-Archilla et Julia Novo Journal of Scientific Computing, 52(3), 619–637, 2012 référence BibTeX
jan. 2011 A posteriori error estimation for mixed finite element approximations to the Navier-Stokes equations Javier de Frutos, Bosco García-Archilla et Julia Novo Journal of Computational and Applied Mathematics, 236(6), 1103–1122, 2011 référence BibTeX
jan. 2011 Adaptive finite element method for evolutionary convection dominated problems Javier de Frutos, Bosco García-Archilla et Julia Novo Computer Methods in Applied Mechanics and Engineering, 200(49-52), 3601–3612, 2011 référence BibTeX
jan. 2011 Nonlinear convection-diffusion problems: Fully discrete approximations and a posteriori error estimates Javier de Frutos, Bosco García-Archilla et Julia Novo IMA Journal of Numerical Analysis, 31, 1402–1430, 2011 référence BibTeX
jan. 2010 Option pricing under GARCH processes by PDE methods Michèle Breton et Javier de Frutos Operations Research, 58, 1148–1157, 2010 référence BibTeX
jan. 2010 Accurate approximations to time-dependent nonlinear convection-diffusion problems Javier de Frutos, Bosco García-Archilla et Julia Novo IMA Journal of Numerical Analysis, 30, 1137–1158, 2010 référence BibTeX
jan. 2010 ADI spectral collocation methods for parabolic problems B. Bialecki et Javier de Frutos Journal of Computational Physics, 229(13), 5182–5193, 2010 référence BibTeX
jan. 2010 Stabilization of Galerkin finite element approximations to transient advection-diffusion problems Javier de Frutos, Bosco García-Archilla et Julia Novo SIAM Journal on Numerical Analysis, 48(3), 953–979, 2010 référence BibTeX
jan. 2008 A spectral method for bonds Javier de Frutos Computers & Operations Research, 35(1), 64–75, 2008 référence BibTeX
jan. 2008 Bubble stabilization of linear finite element methods for nonlinear evolutionary convection–diffusion equations Javier de Frutos et Julia Novo Computer Methods in Applied Mechanics and Engineering, 197(45-48), 3988–3999, 2008 référence BibTeX
jan. 2007 Improving the accuracy of the mini-element approximation to Navier-Stokes equations B. Ayuso, Javier de Frutos et Julia Novo IMA journal of numerical analysis, 27(1), 198–218, 2007 référence BibTeX
jan. 2012 Approximation of dynamic programs Michèle Breton et Javier de Frutos Duan J.C. & Härdle W. & Gentle J.E. , Handbook of Computational Finance, Springer, 633–649, 2012 référence BibTeX
jan. 2011 Numerical experience with transient convection diffusion problems: Adaptive discretizations Javier de Frutos, Bosco García-Archilla et Julia Novo D. Aubry, P. Díez, B. Tie and N. Parés, Adaptive Modelling and Simulation 2011, CIMNE, Barcelona, 149–158, 2011 référence BibTeX
jan. 2009 Efficient solution of evolutionary convection-diffusion equations Javier de Frutos, Bosco García-Archilla et Julia Novo Ph. Bouillard and P. Díez, Adaptive Modelling and Simulation 2009, CIMNE, Barcelona, 63–66, 2009 référence BibTeX
jan. 2007 Adaptativity and a posteriori error estimation for non-linear parabolic problems Javier de Frutos, Bosco García-Archilla et Julia Novo ADMOS 2007, International Conference on Adaptive Modeling and Simulation, 81–84, 2007 référence BibTeX
jan. 2007 Stabilization and a posteriori error estimation: Nonlinear problems Javier de Frutos et Julia Novo ADMOS 2007, International Conference on Adaptive Modeling and Simulation, 85–88, 2007 référence BibTeX