AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823): Difference between revisions

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+W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs
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+A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.
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