S. Pérez-Rodríguez

Available identifiers

zbMath Open perez-rodriguez.sWikidataQ102397733 ScholiaQ102397733MaRDI QIDQ214516

List of research outcomes

Publication	Date of Publication	Type
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model	2021-02-03	Paper
AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models	2021-01-29	Paper
A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.	2019-03-19	Paper
AMF-type W-methods for Parabolic Problems with Mixed Derivatives	2018-09-26	Paper
PDE-W-methods for parabolic problems with mixed derivatives	2018-07-16	Paper
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs	2017-10-05	Paper
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs	2015-06-30	Paper
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems	2014-07-17	Paper
Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs	2014-07-17	Paper
A variable time-step-size code for advection-diffusion-reaction PDEs	2012-09-26	Paper
A Time-Adaptive Integrator Based on Radau Methods for Advection Diffusion Reaction PDEs	2010-01-22	Paper
An iterated Radau method for time-dependent PDEs	2009-07-17	Paper
A Code Based on Gauss Methods for Second Order Differential Systems	2009-01-22	Paper
Efficient iterations for Gauss methods on second-order problems	2006-03-24	Paper
Two-step error estimators for implicit Runge--Kutta methods applied to stiff systems	2005-07-22	Paper
Stabilized starting algorithms for collocation Runge-Kutta methods.	2003-12-14	Paper
Variable-order starting algorithms for implicit Runge-Kutta methods on stiff problems	2003-03-10	Paper
Implementation of high-order implicit Runge-Kutta methods	2001-11-12	Paper
On the starting algorithms for fully implicit Runge-Kutta methods	2001-01-25	Paper
On the numerical solution of stiff IVPs by Lobatto IIIA Runge-Kutta methods	1998-04-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: S. Pérez-Rodríguez