22 citations · 22 across the 4 of their papers we have counts for
5 papers
A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE
Pablo Olivares, Ciro Diaz
We study an efficient strategy based on finite elements to value spread options on commodities whose underlying assets follow a dynamic described by a certain class of two-dimensio…
On the conservation properties in multiple scale coupling and simulation for Darcy flow with hyperbolic-transport in complex flows
Juan Galvis, Eduardo Abreu, Ciro Diaz +1
We present and discuss a novel approach to deal with conservation properties for the simulation of nonlinear complex porous media flows in the presence of: 1) multiscale heterogene…
Combined use of mixed and hybrid finite elements method with domain decomposition and spectral methods for a study of renormalization for the KPZ model
Ciro Diaz
The focus of this work is the numerical approximation of time-dependent partial differential equations associated to initial-boundary value problems. This master dissertation is mo…
A convergence analysis of Generalized Multiscale Finite Element Methods
Eduardo Abreu, Ciro Diaz, Juan Galvis
In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We ob…
On high-order conservative finite element methods
Eduardo Abreu, Ciro Diaz, Juan Galvis +1
A new high-order conservative finite element method for Darcy flow is presented. The key ingredient in the formulation is a volumetric, residual-based, based on Lagrange multiplier…