Javier de Frutos

39 papers Journal 39
YearRankTypeTitle / Venue / Authors
2026 J jnl
Balancing mitigation policies during pandemics: economic, health, and environmental implications.
Ann. Oper. Res.
Javier de Frutos, Davide La Torre, Danilo Liuzzi, Simone Marsiglio, Guiomar Martín-Herrán
2025 J jnl
Optimal Bounds for POD Approximations of Infinite Horizon Control Problems Based on Time Derivatives.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2023 J jnl
Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach.
SIAM J. Control. Optim.
Javier de Frutos, Julia Novo
2023 J jnl
Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives.
CoRR
Javier de Frutos, Bosco García-Archilla, Julia Novo
2022 J jnl
Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation.
Dyn. Games Appl.
Javier de Frutos, Víctor Gatón, Paula M. López-Pérez, Guiomar Martín-Herrán
2021 J jnl
A pseudospectral method for Option Pricing with Transaction Costs under Exponential Utility.
CoRR
Javier de Frutos, Víctor Gatón
2021 J jnl
A pseudospectral method for option pricing with transaction costs under exponential utility.
J. Comput. Appl. Math.
Javier de Frutos, Víctor Gatón
2021 J jnl
Corrigenda: Fully Discrete Approximations to the Time-dependent Navier-Stokes Equations with a Projection Method in Time and Grad-div Stabilization.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2021 J jnl
Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls.
Autom.
Javier de Frutos, Paula M. López-Pérez, Guiomar Martín-Herrán
2021 J jnl
On Discrete-Time Approximations to Infinite Horizon Differential Games.
CoRR
Javier de Frutos, Víctor Gatón, Julia Novo
2021 J jnl
Optimal bounds for numerical approximations of infinite horizon problems based on dynamic programming approach.
CoRR
Javier de Frutos, Julia Novo
2019 J jnl
An extension of Heston's SV model to stochastic interest rates.
J. Comput. Appl. Math.
Javier de Frutos, Víctor Gatón
2019 J jnl
Fully Discrete Approximations to the Time-Dependent Navier-Stokes Equations with a Projection Method in Time and Grad-Div Stabilization.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2019 J jnl
Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements.
Appl. Math. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2019 J jnl
Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games.
Eur. J. Oper. Res.
Javier de Frutos, Guiomar Martín-Herrán
2018 J jnl
Analysis of the grad-div stabilization for the time-dependent Navier-Stokes equations with inf-sup stable finite elements.
Adv. Comput. Math.
Javier de Frutos, Bosco García-Archilla, Volker John, Julia Novo
2018 J jnl
Error Analysis of Projection Methods for Non inf-sup Stable Mixed Finite Elements: The Navier-Stokes Equations.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2018 J jnl
Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem.
Appl. Math. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2018 J jnl
Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games.
Dyn. Games Appl.
Javier de Frutos, Guiomar Martín-Herrán
2017 J jnl
A spectral method for an Optimal Investment problem with transaction costs under Potential Utility.
J. Comput. Appl. Math.
Javier de Frutos, Víctor Gatón
2017 J jnl
Chebyshev reduced basis function applied to option valuation.
Comput. Manag. Sci.
Javier de Frutos, Víctor Gatón
2016 J jnl
Grad-div Stabilization for the Evolutionary Oseen Problem with Inf-sup Stable Finite Elements.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Volker John, Julia Novo
2016 J jnl
Local Error Estimates for the SUPG Method Applied to Evolutionary Convection-Reaction-Diffusion Equations.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2016 J jnl
Projection methods for incompressible flow problems with WENO finite difference schemes.
J. Comput. Phys.
Javier de Frutos, Volker John, Julia Novo
2015 J jnl
Does Flexibility Facilitate Sustainability of Cooperation Over Time? A Case Study from Environmental Economics.
J. Optim. Theory Appl.
Javier de Frutos, Guiomar Martín-Herrán
2012 J jnl
Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations.
Appl. Math. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2012 J jnl
Static Two-Grid Mixed Finite-Element Approximations to the Navier-Stokes Equations.
J. Sci. Comput.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2011 J jnl
A posteriori error estimations for mixed finite-element approximations to the Navier-Stokes equations.
J. Comput. Appl. Math.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2010 J jnl
ADI spectral collocation methods for parabolic problems.
J. Comput. Phys.
Bernard Bialecki, Javier de Frutos
2010 J jnl
Option Pricing Under GARCH Processes Using PDE Methods.
Oper. Res.
Michèle Breton, Javier de Frutos
2010 J jnl
Stabilization of Galerkin Finite Element Approximations to Transient Convection-Diffusion Problems.
SIAM J. Numer. Anal.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2008 J jnl
A spectral method for bonds.
Comput. Oper. Res.
Javier de Frutos
2008 J jnl
Postprocessing Finite-Element Methods for the Navier-Stokes Equations: The Fully Discrete Case.
SIAM J. Numer. Anal.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2007 J jnl
The Postprocessed Mixed Finite-Element Method for the Navier-Stokes Equations: Refined Error Bounds.
SIAM J. Numer. Anal.
Javier de Frutos, Bosco García-Archilla, Julia Novo
2006 J jnl
Implicit-explicit Runge-Kutta methods for financial derivatives pricing models.
Eur. J. Oper. Res.
Javier de Frutos
2002 J jnl
Postprocessing the Linear Finite Element Method.
SIAM J. Numer. Anal.
Javier de Frutos, Julia Novo
2001 J jnl
On error estimates for Galerkin spectral discretizations of parabolic problems with nonsmooth initial data.
Math. Comput.
Javier de Frutos, Rafael Muñoz-Sola
2000 J jnl
A Spectral Element Method for the Navier-Stokes Equations with Improved Accuracy.
SIAM J. Numer. Anal.
Javier de Frutos, Julia Novo
2000 J jnl
A postprocessed Galerkin method with Chebyshev or Legendre polynomials.
Numerische Mathematik
Javier de Frutos, Bosco García-Archilla, Julia Novo