S. Pérez-Rodríguez - researchr alias

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Viewing Publication 1 - 10 from 10

2021

AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston modelSeveriano González-Pinto, Domingo Hernández-Abreu, S. Pérez-Rodríguez. jcam, 387:112518, 2021. [doi]

AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE ModelsJosé G. López-Salas, S. Pérez-Rodríguez, Carlos Vázquez 0002. siamsc, 43(1), 2021. [doi]

2018

PDE-W-methods for parabolic problems with mixed derivativesSeveriano González-Pinto, E. Hairer, D. Hernández-Abreu, S. Pérez-Rodríguez. na, 78(3):957-981, 2018. [doi]

AMF-type W-methods for Parabolic Problems with Mixed DerivativesSeveriano González-Pinto, E. Hairer, D. Hernández-Abreu, S. Pérez-Rodríguez. siamsc, 40(5), 2018. [doi]

2017

W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEsSeveriano González-Pinto, D. Hernández-Abreu, S. Pérez-Rodríguez. jcam, 316:143-160, 2017. [doi]

2015

AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEsSeveriano González-Pinto, D. Hernández-Abreu, S. Pérez-Rodríguez. jcam, 289:3-21, 2015. [doi]

2014

A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systemsS. Beck, S. González-Pinto, S. Pérez-Rodríguez, R. Weiner. jcam, 262:292-303, 2014. [doi]

Rosenbrock-type methods with Inexact AMF for the time integration of advection-diffusion-reaction PDEsS. González-Pinto, D. Hernández-Abreu, S. Pérez-Rodríguez. jcam, 262:304-321, 2014. [doi]

2009

An iterated Radau method for time-dependent PDEsS. Pérez-Rodríguez, S. González-Pinto, Ben P. Sommeijer. jcam, 231(1):49-66, 2009. [doi]

2004

Two-step error estimators for implicit Runge-Kutta methods applied to stiff systemsS. González-Pinto, J. I. Montijano, S. Pérez-Rodríguez. TOMS, 30(1):1-18, 2004. [doi]

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