![Foto de María Soledad](/img/nophoto.png)
María Soledad
Pérez Rodríguez
Profesora Titular Universidad
Publikationen (32) Publikationen von María Soledad Pérez Rodríguez
2024
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Boundary corrections on multi-dimensional PDEs
Numerical Algorithms, Vol. 96, Núm. 2, pp. 507-535
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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
2022
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A unified formulation of splitting-based implicit time integration schemes
Journal of Computational Physics, Vol. 448
2021
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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
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
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
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Some convergence results for inexact Radau IIA methods applied to evolutionary PDEs
AIP Conference Proceedings
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Some interesting 3-stage W-methods
Proceedings of the XXIV Congress on Differential Equations and Applications, XIV Congress on Applied Mathematics
2014
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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
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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
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A variable time-step-size code for advection-diffusion-reaction PDEs
Applied Numerical Mathematics
2009
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A Time-Adaptive Integrator Based on Radau Methods for Advection Diffusion Reaction PDEs
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS 1 AND 2
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A time-adaptive integrator based on radau methods for advection diffusion reaction PDEs
AIP Conference Proceedings
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An iterated Radau method for time-dependent PDEs
Journal of Computational and Applied Mathematics, Vol. 231, Núm. 1, pp. 49-66