Publicaciones (65) Publicaciones en las que ha participado algún/a investigador/a

2024

  1. Boundary corrections on multi-dimensional PDEs

    Numerical Algorithms, Vol. 96, Núm. 2, pp. 507-535

  2. 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

  3. 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

  1. Generalized TASE-RK methods for stiff problems

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

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

    Journal of Computational and Applied Mathematics, Vol. 417

2022

  1. A unified formulation of splitting-based implicit time integration schemes

    Journal of Computational Physics, Vol. 448

  2. Convergence in the maximum norm of ADI-type methods for parabolic problems

    Applied Numerical Mathematics, Vol. 171, pp. 269-280

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

  5. W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms

    Rosenbrock—Wanner–Type Methods (Springer), pp. 69-101

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

2017

  1. Optimizing some 3-stage W-methods for the time integration of PDEs

    AIP Conference Proceedings

  2. 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

  1. 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

  2. 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