Publications (27)

2023

  1. Generalized TASE-RK methods for stiff problems

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

2022

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

    Journal of Computational Physics, Vol. 448

2021

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

    Journal of Computational and Applied Mathematics, Vol. 387

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

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

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

2015

  1. 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

  2. Some convergence results for inexact Radau IIA methods applied to evolutionary PDEs

    AIP Conference Proceedings

2014

  1. A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems

    Journal of Computational and Applied Mathematics, Vol. 262, pp. 292-303

  2. Rosenbrock-type methods with Inexact AMF for the time integration of advection-diffusion-reaction PDEs

    Journal of Computational and Applied Mathematics, Vol. 262, pp. 304-321

2012

  1. A variable time-step-size code for advection-diffusion-reaction PDEs

    Applied Numerical Mathematics

2009

  1. A time-adaptive integrator based on radau methods for advection diffusion reaction PDEs

    AIP Conference Proceedings

  2. An iterated Radau method for time-dependent PDEs

    Journal of Computational and Applied Mathematics, Vol. 231, Núm. 1, pp. 49-66

2007

  1. A code based on gauss methods for second order differential systems

    AIP Conference Proceedings

  2. Corrigendum to "Efficient iterations for Gauss methods on second-order problems". [J. Comput. Appl. Math. 189 (2006) 80-97] (DOI:10.1016/j.cam.2005.04.059)

    Journal of Computational and Applied Mathematics

2006

  1. Efficient iterations for Gauss methods on second-order problems

    Journal of Computational and Applied Mathematics

2004

  1. Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems

    ACM Transactions on Mathematical Software, Vol. 30, Núm. 1, pp. 1-18