Publicacions (67) Publicacions de Francisco Javier De Frutos Baraja

2024

  1. Balancing mitigation policies during pandemics: economic, health, and environmental implications

    Annals of Operations Research

2023

  1. OPTIMAL BOUNDS FOR NUMERICAL APPROXIMATIONS OF INFINITE HORIZON PROBLEMS BASED ON DYNAMIC PROGRAMMING APPROACH

    SIAM Journal on Control and Optimization, Vol. 61, Núm. 2, pp. 415-433

2022

  1. Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation

    Dynamic Games and Applications, Vol. 12, Núm. 3, pp. 813-843

2021

  1. A pseudospectral method for option pricing with transaction costs under exponential utility

    Journal of Computational and Applied Mathematics, Vol. 394

  2. Corrigenda: Fully Discrete Approximations to the Time-dependent Navier–Stokes Equations with a Projection Method in Time and Grad-div Stabilization

    Journal of Scientific Computing, Vol. 88, Núm. 2

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

    Automatica, Vol. 125

2020

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

    International Series in Operations Research and Management Science (Springer New York LLC), pp. 187-204

2019

  1. An extension of Heston's SV model to stochastic interest rates

    Journal of Computational and Applied Mathematics, Vol. 354, pp. 174-182

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

    IMA Journal of Numerical Analysis, Vol. 39, Núm. 4, pp. 1747-1786

  3. Fully Discrete Approximations to the Time-Dependent Navier–Stokes Equations with a Projection Method in Time and Grad-Div Stabilization

    Journal of Scientific Computing, Vol. 80, Núm. 2, pp. 1330-1368

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

    Applied Mathematics and Computation, Vol. 349, pp. 281-291

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

    Journal of Environmental Economics and Management, Vol. 97, pp. 182-207

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

    European Journal of Operational Research, Vol. 276, Núm. 1, pp. 379-394

2018

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

    Advances in Computational Mathematics, Vol. 44, Núm. 1, pp. 195-225

  2. Error Analysis of Projection Methods for Non inf-sup Stable Mixed Finite Elements: The Navier–Stokes Equations

    Journal of Scientific Computing, Vol. 74, Núm. 1, pp. 426-455

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

    Applied Mathematics and Computation, Vol. 322, pp. 154-173

  4. Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games

    Dynamic Games and Applications, Vol. 8, Núm. 3, pp. 620-636

2017

  1. A spectral method for an Optimal Investment problem with transaction costs under Potential Utility

    Journal of Computational and Applied Mathematics, Vol. 319, pp. 262-276

  2. Chebyshev reduced basis function applied to option valuation

    Computational Management Science, Vol. 14, Núm. 4, pp. 465-491

2016

  1. Grad-div Stabilization for the Evolutionary Oseen Problem with Inf-sup Stable Finite Elements

    Journal of Scientific Computing, Vol. 66, Núm. 3, pp. 991-1024