S. Pérez-Rodríguez

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Boundary corrections on multi-dimensional PDEs Numerical Algorithms	2024-05-24	Paper
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model Journal of Computational and Applied Mathematics	2021-02-03	Paper
AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models SIAM Journal on Scientific Computing	2021-01-29	Paper
A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs. Applied Mathematics and Computation	2019-03-19	Paper
AMF-type W-methods for parabolic problems with mixed derivatives SIAM Journal on Scientific Computing	2018-09-26	Paper
PDE-W-methods for parabolic problems with mixed derivatives Numerical Algorithms	2018-07-16	Paper
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs Journal of Computational and Applied Mathematics	2017-10-05	Paper
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs Journal of Computational and Applied Mathematics	2015-06-30	Paper
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems Journal of Computational and Applied Mathematics	2014-07-17	Paper
Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs Journal of Computational and Applied Mathematics	2014-07-17	Paper
A variable time-step-size code for advection-diffusion-reaction PDEs Applied Numerical Mathematics	2012-09-26	Paper
A time-adaptive integrator based on Radau methods for advection diffusion reaction PDEs AIP Conference Proceedings	2010-01-22	Paper
An iterated Radau method for time-dependent PDEs Journal of Computational and Applied Mathematics	2009-07-17	Paper
A Code Based on Gauss Methods for Second Order Differential Systems AIP Conference Proceedings	2009-01-22	Paper
Efficient iterations for Gauss methods on second-order problems Journal of Computational and Applied Mathematics	2006-03-24	Paper
Two-step error estimators for implicit Runge--Kutta methods applied to stiff systems ACM Transactions on Mathematical Software	2005-07-22	Paper
Stabilized starting algorithms for collocation Runge-Kutta methods. Computers & Mathematics with Applications	2003-12-14	Paper
Variable-order starting algorithms for implicit Runge-Kutta methods on stiff problems Applied Numerical Mathematics	2003-03-10	Paper
Implementation of high-order implicit Runge-Kutta methods Computers & Mathematics with Applications	2001-11-12	Paper
On the starting algorithms for fully implicit Runge-Kutta methods BIT	2001-01-25	Paper
On the numerical solution of stiff IVPs by Lobatto IIIA Runge-Kutta methods Journal of Computational and Applied Mathematics	1998-04-14	Paper

Research outcomes over time

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