PhD José Antonio García Rodríguez  

(TIT-UN)

Department Mathematics
Knowledgment area Applied Mathematics
Research  Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas
Research lines No data available from Curriculum Management System at UDC. (SUXI).
Contacto UDC directory

Teaching

Subjects taught

This section shows the teaching given in degrees, masters and other officers studies in last 6 years.

Subject and involved studies Total hours
Calculus
Degree in Computer Engineering
80
Master Project
Máster Universitario en Matemática Industrial
10
Mathematics
Degree in Biology
32
Numerical methods and programming
Máster Universitario en Matemática Industrial
0
Subject and involved studies Total hours
Advanced mathematics 10.5
Calculus 60
Master Project 10
Numerical methods and programming 21
Programming in C++ 7
Subject and involved studies Total hours
Advanced mathematics
Master´s in Naval and Oceanic Engineering
10.5
Calculus
Degree in Computer Engineering
60
Numerical methods and programming
Máster Universitario en Matemática Industrial
30
Programming in C++
Máster Universitario en Matemática Industrial
10
Subject and involved studies Total hours
Advanced mathematics
Master´s in Naval and Oceanic Engineering
15
Master Project
Máster Universitario en Matemática Industrial
10
Mathematics
Degree in Biology
32
Mathematics 1
Concurrent Programme of Studies for Degree in Biology and Degree in Chemistry
Degree in Chemistry by the University of A Coruña
32
Numerical methods and programming
Máster Universitario en Matemática Industrial
30
Programming in C++
Máster Universitario en Matemática Industrial
10
Subject and involved studies Total hours
Advanced mathematics
Master´s in Naval and Oceanic Engineering
15
Mathematics 1
Degree in Naval Architecture and Ocean Engineering
90
Numerical methods and programming
Máster Universitario en Matemática Industrial
30
Programming in C++
Máster Universitario en Matemática Industrial
10
Subject and involved studies Total hours
Calculus
Degree in Industrial Technology Engineering
Degree in Mechanical Engineering
70
Master Thesis
Master's in Mathematic Engineering
10
Mathematics 1
Degree in Naval Architecture and Ocean Engineering
60
Numerical methods and programming
Máster Universitario en Matemática Industrial
30
Programming in C++
Máster Universitario en Matemática Industrial
10

Defined tutoring by teacher for 2017/2018 academic course.

Faculty of Computer Science

Quarter Day Site
2nd quarter Thursday
16:00 a 19:00
Edificio área científica D1.2
2nd quarter Thursday
10:00 a 13:00
Edificio área científica D1.2

EOG works and final master thesis directed

Directed or codirected by current teacher since 2013 year.

Minimum Capital Requirements for Market Risk
Automatic differentiation for the valuation of derivatives in the Montecarlo framework

Research results

Select merit type and year to query research merits.

Axudas para acreditación, estructuración e mellora de Centros de Investigación Singulares do Sistema Universitario de Galicia

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches M. G. Penedo
Type Proyecto Programas Autonomicos
Dates From 01/01/2016 to 30/11/2019

METODOS MATEMATICOS Y SIMULACION NUMERICA PARA RETOS EN FINANZAS CUANTITATIVAS, MEDIOAMBIENTE, BIOTECNOLOGIA Y EFICIENCIA INDUSTRIAL

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Nacionales
Dates From 30/12/2016 to 29/12/2019

Rede Tecnolóxica de Matemática Industrial TMATI (R2016/051)

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Alfredo Bermúdez de Castro López-Varela
Type Proyecto Programas Autonomicos
Dates From 01/01/2016 to 30/11/2018

WAKEUPCALL

Funding entity Union Europea
Main researches Carlos Vázquez Cendón
Type Proyecto UE
Dates From 01/01/2015 to 31/12/2018

Rede Tecnolóxica de Matemática Industrial

Funding entity Dirección General de I+D de la Xunta de Galicia
Main researches Alfredo Bermúdez de Castro López-Varela
Type Proyecto Programas Autonomicos
Dates From 01/01/2014 to 31/12/2015

Modelado matemático, análisis y simulación numérica de problemas en finanzas y seguros, procesos industriales, biotecnología y medioambiente

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Nacionales
Dates From 01/01/2014 to 31/12/2017

Rede Temática de Matemática - Industria

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Peregrina Quintela Estévez
Type Proyecto Programas Nacionales
Dates From 01/01/2014 to 31/12/2016

axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema universitario de Galicia. Grupos de referencia competitica. GRC2014/044

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2014 to 31/12/2017

axudas para a consolidación e estruturación de unidades de investigación competitivas do Sistema Universitario de Galicia. Grupos de referencia competitiva. CN2011/004

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Vázquez Cendón
Type Proyecto Programas Autonomicos
Dates From 01/01/2011 to 31/12/2013

Modelo matemático y simulación numérica de procesos en finanzas cuantitativas y mecánica.

Funding entity Dirección Xeral de Investigación, Desenvolvemento e Innovación
Main researches Carlos Vázquez Cendón
Type Proyecto Otros Programas
Dates From 02/12/2009 to 01/12/2012

CUSIMANN: An optimized simulated annealing software for GPUs.

Type Software Registrado
Entity Universidade da Coruña (UDC)
Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Application date 21/03/2012

GPU parallel implementation for Asset-Liability Management in insurance companies

Authors Jose L Fernández, Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Journal Journal of Computational Science Vol. 24 (pages 232 to 254)

GPU parallelization of two-phase optimization algorithms

Authors Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia
Journal MATHEMATICS AND COMPUTERS IN SIMULATION

SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives

Authors A.M. Ferreiro-Ferreiro, Garcia-Rodriguez, Jose A., Lopez-Salas, Jose G. , Vazquez, Carlos
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 242 (pages 65 to 89)
DOI https://doi.org/10.1016/j.amc.2014.05.017

Numerical simulation of pollutant transport in a shallow-water system on the Cell heterogeneous processor

Authors Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Jose Antonio García-Rodríguez, Manuel J. Castro
Journal JOURNAL OF SUPERCOMPUTING Vol. 65 Num. 3 (pages 1089 to 1103)
DOI https://doi.org/10.1007/s11227-012-0862-y

Parallelization of shallow water simulations on current multi-threaded systems

Authors Jacobo Lobeiras Blanco, Moisés Viñas Buceta, Margarita Amor López, Basilio B. Fraguela, Manuel Carlos Arenaz Silva, Jose Antonio García-Rodríguez, Manuel J. Castro Díaz
Journal INTERNATIONAL JOURNAL OF HIGH PERFORMANCE COMPUTING APPLICATIONS Vol. 27 Num. 4 (pages 493 to 512)
DOI https://doi.org/10.1177/1094342012464800

An efficient implementation of parallel simulated annealing algorithm on GPUs

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Jose German Lopez Salas
Journal JOURNAL OF GLOBAL OPTIMIZATION Vol. 57 Num. 3 (pages 863 to 890)

Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

Authors José Luis Fernández Pérez, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Álvaro Leitao, Jose German Lopez Salas, Carlos Vázquez
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 94 (pages 55 to 75)

Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Journal APPLIED MATHEMATICS AND COMPUTATION Vol. 219 Num. 24 (pages 1233 to 1257)
DOI https://doi.org/10.1016/j.amc.2013.05.032

High Order Extensions of Roe Schemes for Two-Dimensional Nonconservative Hyperbolic Systems

Authors A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, Enrique D. Fernández Nieto, Jose Antonio García-Rodríguez, Carlos M. Parés Madroñal
Journal JOURNAL OF SCIENTIFIC COMPUTING Vol. 39 Num. 1 (pages 67 to 114)

Simulation of shallow-water systems using graphics processing units

Authors Jose Antonio García-Rodríguez, Miguel Lastra Leidinger, Carlos Ureña Almagro, Manuel Jesús Castro Díaz, José Miguel Mantas Ruíz
Journal MATHEMATICS AND COMPUTERS IN SIMULATION Vol. 80 Num. 3 (pages 598 to 618)

Simulación de corrientes de marea en el Estrecho de Gibraltar mediante modelos bicapa 2D de aguas someras

Authors Jose Antonio García-Rodríguez, M.J. González Vida, Manuel J. Castro, J. Macías, C. Parés
Journal BOLETÍN DE LA SOCIEDAD ESPAÑOLA DE MATEMÁTICA APLICADA Vol. 42 (pages 137 to 146)

Solving shallow-water systems in 2D domains using Finite volume methods and multimedia SSE instructions

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, C. Parés
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS Vol. 221 (pages 16 to 32)

Improved FVM for two layer shallow-water models: application to the strait of Gibraltar

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González Vida, J. Macías, C. Parés
Journal Advances in Engineering Software Vol. 38 (pages 386 to 398)

Modèles Saint-Venant bicouche: application à la simulation du transport de polluants

Authors Manuel J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal
Journal HOUILLE BLANCHE-REVUE INTERNATIONALE DE L EAU Vol. 5 (pages 85 to 88)

A parallel 2D finite volume scheme for solving systems of balance laws with non conservative products: application to shallow flows.

Authors M.J. Castro, Jose Antonio García-Rodríguez, J.M. González Vida, Carlos Parés Madroñal
Journal COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING Vol. 195 (pages 2788 to 2815)

The Numerical Treatment of wet/dry fronts in shallow flows: application to one-layer and two-layer systems.

Authors M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, J.M. González Vida, J. Macías, C. Parés, M. Elena Vázquez Cendón
Journal MATHEMATICAL AND COMPUTER MODELLING Vol. 42 (pages 419 to 439)

Numerical Simulation in Physics and Engineering. Proceedings of the XIV Spanish-French Jacques-Louis Lions School

Publishing Universidade da Coruña, Servizo de Publicacións, Coruña, A (España)
ISBN 978-84-9749-420-5

Gestión integral del riesgo en el negocio asegurador: modelos de ALM en GPUs
Workshop on Mathematical Solutions for Industry: Success stories and perspectives
National

Authors J.A. Cuesta, J.A. García-Rodríguez
Place Madrid (España)

A GPU implementation of an asset-liability management model for insurance companies
15th INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS ON SCIENCE AND ENGINEERING (CMMSE 2015)
International

Authors J.L Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez
Organization UNIVERSIDAD DE SALAMANCA
Place Rota (España)

Mathematical transfer to life insurance companies: ALM modelling and its implementation in GPUs
XXIV Congreso en Ecuaciones Diferenciales Y Aplicaciones (XXIV CEDYA)/ XIV Congreso de Matemáticas Aplicadas (XIV CMA).
International

Authors J.L Fernández-Pérez, Ana María Ferreiro, J.A. García-Rodríguez, C. Vázquez
Organization Sociedad Española de Matemática Aplicada
Place Cádiz (España)

GPU implementation of an stochastic ALM model for life insurance
International Conference of Computational Finance - ICCF2015
International

Authors J.L. Fernández-Pérez, A.M. Ferreiro-Ferreiro, J.A. García-Rodríguez, C. Vázquez
Place Londres (Reino Unido)

Speed up of calibration and pricing with SABR models: from options to interest rate derivatives
First International Congress on Actuarial Sciences and Quantitative Finance
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Bogotá (Colombia)

Efficient calibration and pricing with SABR models and GPUs
Mini-Workshop in Stochastic Computing and Optimization
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Wurzburg (Alemania)

Speed up of derivatives pricing and calibration with SABR models in GPUs
Research in Options 2014
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Buzios (Brasil)

Efficient calibration and pricing in LIBOR market models with SABR stochastic volatility using GPUs
The 18th European Conference on Mathematics
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Organization European Consortium for Mathematics in Industry
Place Taormina (Italia)

Numerical methods for pricing companies with GPUs
SCICADE 2013
International

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Organization UNIVERSIDAD DE VALLADOLID
Place Valladolid (España)

SABR/LIBOR market models: pricing and calibration for some interest rates derivatives
13th International Conference on Computational and Mathematical Methods in Science and Engineering (CMMSE 2013)
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Almería (España)

An efficient implementation of simulated annealing in GPUs and its application to caliberation of SABR stochastic volatility model
6th EUROPEAN CONGRESS ON COMPUTATIONAL METHODS IN APPLIED SCIENCES AND ENGINEERING (ECCOMAS 2012)
International

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Jose German Lopez Salas, Carlos Vázquez
Place Viena (Austria)

Pricing companies: PDE models, efficient numerical methods and parallel implementations
First Joint Conference of the Belgian, Royal Spanish and Louxemburg Mathematical Societies
International

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Place Lieja (Bélgica)

An optimized simulated annealing algorithm for GPUs. Application to the dynamic SABR model in finance
1st Joint Conference of the Belgian, Royale Spanish and Luxembourg Mathematical Societies
International

Authors Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez
Place Liege (Bélgica)

El método de los elementos finitos en Python
III Jornadas Sage-Python
National

Authors Íñigo Arregui Álvarez, Ana M. Ferreiro Ferreiro, José A. García
Place Vigo (España)

Modelos de valoración de negocios basados en EDP y su resolución numérica
XXII Congreso de Ecuaciones Diferenciales (CEDYA)-XII Congreso de Matemática Aplicada
National

Authors Daniel Castillo Mosquera, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez
Organization Universidad de las Islas Baleares (UIB)
Place Palma (España)

An optimized simulated annealing algorithm for GPUs with application to a SABR model in finance
RSME Conference on Transfer and Industrial Mathematics
International

Authors Ana María Ferreiro, J.A. García-Rodríguez, J.G. López-Salas, Carlos Vázquez
Place Santiago de Compostela (España)

A linguaxe PYTHON como ferramenta para a docencia das Matemáticas en Secundaria e Bacherelato
V Congreso de Educación Matemática de AGAPEMA
International

Authors Jose Antonio García-Rodríguez, Íñigo Arregui Álvarez, A.M. Ferreiro-Ferreiro
Place Ferrol (España)

Programación de Alto Rendimiento en el Procesador Cell: aplicación a Simulación de Fluídos
XX Jornadas de Paralelismo
National

Authors Jose Antonio García-Rodríguez, Carlos Hugo González Vázquez, Basilio B. Fraguela, Diego Andrade Canosa, Manuel Jesús Castro Díaz
Place Coruña, A (España)

Simulación de aguas poco profundas en una GPU mediante Brook+
XX Jornadas de Paralelismo
National

Authors Jose Antonio García-Rodríguez, Jacobo Lobeiras Blanco, Margarita Amor López, Manuel Carlos Arenaz Silva, Basilio B. Fraguela, Manuel Jesús Castro Díaz
Place Coruña, A (España)

Study and Development of Numerical Models for the simulation of Geophysical Flows: The DamFlow Projet
14TH EUROPEAN CONFERENCE ON MATHEMATICS IN INDUSTRY (ECMI2006)
National

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González, C. Parés
Place Leganés (España)

High order two dimensional schemes for coupled shallow water-transport systems
The Seventh European Conference on Numerical Mathematics and Advanced Applications (ENUMATH2007)
International

Authors Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro, Carlos Parés Madroñal
Place Graz (Austria)

Esquemas numéricos bidimensionales de alto orden para el acoplamiento de ecuaciones de transporte y ecuaciones de aguas someras
XX Congreso de Ecuaciones Diferenciales y Aplicaciones / X Congreso de Matemática Aplicada
National

Authors Jose Antonio García-Rodríguez, Manuel J. Castro Díaz, Carlos Parés Madroñal, Enrique Fernández Nieto, A.M. Ferreiro-Ferreiro
Place Sevilla (España)

Two-layer flow models. Application to the simulation of spill motions
Qualité des eaux marines
International

Authors Jose Antonio García-Rodríguez, A.M. Ferreiro-Ferreiro, Manuel J. Castro Díaz, José M. González Vida, Carlos Parés Madroñal
Place Paris (Francia)

High order two dimensional numerical schemes for the coupling of transport equations and shallow water equations
7th EUROPEAN CONFERENCE ON NUMERICAL MATHEMATICS AND ADVANCED APPLICATIONS
International

Authors Jose Antonio García-Rodríguez, E.D. Fernández Nieto, A.M. Ferreiro-Ferreiro, M.J. Castro, C. Parés
Place Graz (Austria)

Development of Numerical Models for the simulation of geophysical flows: the DamFlow Project.
14 th European Conference on Mathematics for Industry.
International

Authors José M. González Vida, M.J. Castro, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez, Carlos Parés Madroñal
Organization Universidad Carlos III de Madrid
Place Madrid (España)

Parallel Finite Volume method using Domain Decomposition, MPI and SSE Instructions: Applications.
Fifth International Conference on Engineering Computational Technology.
International

Authors M.J. Castro, Jose Antonio García-Rodríguez, J.M. González, Carlos Parés Madroñal
Place España

Damflow Project: an efficient 2d finite volume solver for hydrodinamical fluids
International Congress of Mathematicians ICM 2006
International

Authors Manuel J. Castro Díaz, Jose Antonio García-Rodríguez, José M. González Vida, Carlos Parés Madroñal
Place Madrid (España)

DamFlow Project: a postprocessing tool for parallel hydrodinamical simulations.
International Congress of Mathematicians ICM 2006
International

Authors M.J. Castro Díaz, A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Place Madrid (España)

DamFlow: un software de visualización de flujos hidrodinámicos.
Congreso sobre modelización matemática de la sedimentación en la costa.
National

Authors A.M. Ferreiro-Ferreiro, Jose Antonio García-Rodríguez
Place España

Computer time improvement for some shallow water finite volume models applying parallelization and optimized small matrix computations.
The Sixth European Conference on Numerical Mathematics and Advanced Applications. ENUMATH2005
International

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Place Santiago de Compostela (España)

Paralelización mediante descomposición de dominios de un esquema numérico de tipo volúmenes finitos para la resolución de un sistema de shalow water bicapa bidimensional.
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Organization Universidad Carlos III de Madrid
Place España

Paralelización SIMD de un esquema de volúmenes finitos usando instrucciones multimedia SSE: aplicación a problemas de shalow water en dominios bidimensionales
XIX Congreso de Ecuaciones Diferenciales y Aplicaciones/ IX Congreso de la Sociedad Española de Matemática Aplicada
National

Authors M.J. Castro, Jose Antonio García-Rodríguez, C. Parés, J.M. González Vida
Organization Universidad Carlos III de Madrid
Place España

A pararell 2D finite volume scheme for solvin the bilayer shallow-water exchange at the Strait of Gibraltar
Parallel Computanional Fluid Dynamics
International

Authors Jose Antonio García-Rodríguez, M.J. Castro, J.M. González González Vida, C. Parés
Place España