CITIC - Centro de Investigación TIC  
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M2NICA is the acronym of Grupo de Modelos y Métodos Numéricos en Ingeniería y Ciencias Aplicadas (Mathematical and Numerical Modelling in Engineering and Applied Sciences Group) a research group framed  into the  Departament of Matemtatics (DM) and located at  the Computer Science Faculty of Universidade da Coruña (UDC). M2NICA group members develop their research and transfer activities in the field of mathematical models and numerical methods for solving real problems with industrial and commercial applications. The study of problems ranges from the mathematical modeling of the involved processes and products, through the mathematical analysis of the models and the design of more efficient numerical methods for their solution to the implementation of algorithms for the simulation of the processes with computer applications, also including the ability to use tools of high performance computing tools, where the computational cost require.

The research and transfer activities of the group during last years has been mainly concentrated on:

  • Models and methods for pricing in quantitative finance 
    • Pricing financial derivatives of option type: European, American, Asian, Discrete and continuous barrier, etc
    • Pricing of interest rate derivatives: caps. floors, ratchet caps, spread, bonds
    • Pricing of structured financial products 
    • Investment under uncertainty: modelling and pricing
    • Black-Scholes models. LIBOR and SWAP market models
    • Stochastic volatility models: Heston, SABR, etc.
    • Monte-Carlo, binomial trees, numerical methods for Black-Scholes-like models
    • Algorithms for parameters calibration to market
    • Use of GPUs technology in computational finance
  • Models and methods in Mechanical Engineering
    • Hydrodynamic lubrication in rigid devices
    • Elastohydrodynamic lubrication in  elastic devices
    • Mechanical aspects in magnetic Reading devices
    • Cavitation phenomena in lubrication
    • Reynolds equations and cavitation models
    • Elastic models: shells, plates and Hertzian contact
    • Numerical methods for lubrication models
  • Numerical simulation in acoustics
    • Modelling and numerical simulation of acoustic problems in bounded and unbounded domains
    • Modelling and numerical simulation of acoustic problems  at rest and coupled with flows
    • Modelling and numerical simulation of coupled  acoustic problems:: elastoacoustics.
    • Numerical solution of the generalized Helmholtz equation
    • Numerical simulation of small vibrations in solids and thin solids (plates and shells)
  • Numerical simulation of large ice masses
    • Simulation of glaciers and ice sheets
    • Asyntotic shallow ice model
    • Phase change models
    • Numerical methods for coupled problems in Glaciology
  • Analysis and implementation of numerical methods for partial differential equation problems
    • Finite differences
    • Finite elements
    • Boundary elements
    • Adaptive methods
    • Numerical methods for spectral problems

Principal Researcher: Carlos Vázquez Cendón

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