MTNRED
Métodos numéricos en ecuaciones diferenciales
Publicaciones (64) Publicaciones en las que ha participado algún/a investigador/a
2024
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Boundary corrections on multi-dimensional PDEs
Numerical Algorithms, Vol. 96, Núm. 2, pp. 507-535
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On Approximate Matrix Factorization and TASE W-Methods for the Time Integration of Parabolic Partial Differential Equations
Journal of Scientific Computing, Vol. 100, Núm. 2
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PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
Computers and Mathematics with Applications, Vol. 169, pp. 88-98
2023
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Generalized TASE-RK methods for stiff problems
Applied Numerical Mathematics, Vol. 188, pp. 129-145
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High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems
Journal of Computational and Applied Mathematics, Vol. 417
2022
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A unified formulation of splitting-based implicit time integration schemes
Journal of Computational Physics, Vol. 448
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Convergence in the maximum norm of ADI-type methods for parabolic problems
Applied Numerical Mathematics, Vol. 171, pp. 269-280
2021
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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
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AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
Journal of Computational and Applied Mathematics, Vol. 387
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Amfr-w numerical methods for solving high-dimensional sabr/libor pde models
SIAM Journal on Scientific Computing, Vol. 43, Núm. 1, pp. B30-B54
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Power boundedness in the maximum norm of stability matrices for ADI methods
BIT Numerical Mathematics, Vol. 61, Núm. 3, pp. 805-827
2020
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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
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Variable Step-Size Control Based on Two-Steps for Radau IIA Methods
ACM Transactions on Mathematical Software, Vol. 46, Núm. 4
2018
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AMF-type W-methods for parabolic problems with mixed derivatives
SIAM Journal on Scientific Computing, Vol. 40, Núm. 5, pp. A2905-A2929
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PDE-W-methods for parabolic problems with mixed derivatives
Numerical Algorithms, Vol. 78, Núm. 3, pp. 957-981
2017
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Optimizing some 3-stage W-methods for the time integration of PDEs
AIP Conference Proceedings
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W-methods to stabilize standard explicit Runge–Kutta methods in the time integration of advection–diffusion–reaction PDEs
Journal of Computational and Applied Mathematics, Vol. 316, pp. 143-160
2016
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A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.
Applied Mathematics and Computation, Vol. 274, pp. 565-584
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Splitting-methods based on Approximate Matrix Factorization and Radau-IIA formulas for the time integration of advection diffusion reaction PDEs
Applied Numerical Mathematics, Vol. 104, pp. 166-181
2015
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AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs
Journal of Computational and Applied Mathematics, Vol. 289, pp. 3-21