Publicaciones (62) Publicaciones en las que ha participado algún/a investigador/a

2023

  1. Boundary corrections on multi-dimensional PDEs

    Numerical Algorithms

  2. Generalized TASE-RK methods for stiff problems

    Applied Numerical Mathematics, Vol. 188, pp. 129-145

  3. High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems

    Journal of Computational and Applied Mathematics, Vol. 417

2021

  1. A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization

    Journal of Computational and Applied Mathematics, Vol. 387

  2. AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model

    Journal of Computational and Applied Mathematics, Vol. 387

  3. Amfr-w numerical methods for solving high-dimensional sabr/libor pde models

    SIAM Journal on Scientific Computing, Vol. 43, Núm. 1, pp. B30-B54

  4. Power boundedness in the maximum norm of stability matrices for ADI methods

    BIT Numerical Mathematics, Vol. 61, Núm. 3, pp. 805-827

2020

  1. Convergence in ι2 and ι∞ norm of one-stage AMF-W-methods for parabolic problems

    SIAM Journal on Numerical Analysis, Vol. 58, Núm. 2, pp. 1117-1137

  2. Variable Step-Size Control Based on Two-Steps for Radau IIA Methods

    ACM Transactions on Mathematical Software, Vol. 46, Núm. 4

2018

  1. AMF-type W-methods for parabolic problems with mixed derivatives

    SIAM Journal on Scientific Computing, Vol. 40, Núm. 5, pp. A2905-A2929

  2. PDE-W-methods for parabolic problems with mixed derivatives

    Numerical Algorithms, Vol. 78, Núm. 3, pp. 957-981