  Ultracool dwarfs encompass a wide variety of compact stellar-like objects
with spectra classified as late-M, L, T and Y. Most of them have been
discovered using wide-field imaging surveys. The Virtual Observatory has proven
to be of great utility to efficiently exploit these astronomical resources. We
aim to validate a Virtual Observatory methodology designed to discover and
characterize ultracool dwarfs in deep extragalactic surveys like ALHAMBRA and
COSMOS. Three complementary searches based on parallaxes, proper motions and
colours, respectively were carried out. A total of 897 candidate ultracool
dwarfs were found, with only 16 previously reported in SIMBAD. Most of the new
UCDs reported here are likely late-M and L dwarfs because of the limitations
imposed by the utilization of optical ($Gaia$ DR2 and r-band) data. We
complement ALHAMBRA and COSMOS photometry with other catalogues in the optical
and infrared using VOSA, a Virtual Observatory tool that estimates effective
temperatures from the spectral energy distribution fitting to collections of
theoretical models. The agreement between the number of UCDs found in the
COSMOS field and theoretical estimations together with the low false negative
rate (known UCDs not discovered in our search) validates the methodology
proposed in this work, which will be used in the forthcoming wide and deep
surveys provided by the Euclid space mission. Simulations of Euclid number
counts for UCDs detectable in different photometric passbands are presented for
a wide survey area of 15,000 square degrees, and the limitations of
applicability of Euclid data to detect UCDs using the methods employed in this
paper are discussed.
