A variable step-size implementation of a variational method for stiff differential equations
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Publication:2228679
DOI10.1016/J.MATCOM.2014.11.014OpenAlexW2030912397MaRDI QIDQ2228679FDOQ2228679
Authors: Sergio Amat, Pablo Pedregal, M. J. Legaz
Publication date: 19 February 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2014.11.014
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Cited In (6)
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- A generalization to variable stepsizes of Störmer methods for second-order differential equations
- Variable step implementation of ETD methods for semilinear problems
- Variable stepsize diagonally implicit multistage integration methods for ordinary differential equations
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- An efficient computational algorithm for pricing European, barrier and American options
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