Soledad Pérez-Rodríguez

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2024 J jnl
AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models.
CoRR
José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez
2024 J jnl
Boundary corrections on multi-dimensional PDEs.
Numer. Algorithms
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2024 J jnl
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM).
Comput. Math. Appl.
José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez
2021 J jnl
AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models.
SIAM J. Sci. Comput.
José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez
2021 J jnl
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model.
J. Comput. Appl. Math.
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2018 J jnl
AMF-type W-methods for Parabolic Problems with Mixed Derivatives.
SIAM J. Sci. Comput.
Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2018 J jnl
PDE-W-methods for parabolic problems with mixed derivatives.
Numer. Algorithms
Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2017 J jnl
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs.
J. Comput. Appl. Math.
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2016 J jnl
A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.
Appl. Math. Comput.
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez, Rüdiger Weiner
2015 J jnl
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs.
J. Comput. Appl. Math.
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2014 J jnl
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems.
J. Comput. Appl. Math.
Steffen Beck, Severiano González-Pinto, Soledad Pérez-Rodríguez, Rüdiger Weiner
2014 J jnl
Rosenbrock-type methods with Inexact AMF for the time integration of advection-diffusion-reaction PDEs.
J. Comput. Appl. Math.
Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez
2009 J jnl
An iterated Radau method for time-dependent PDEs.
J. Comput. Appl. Math.
Soledad Pérez-Rodríguez, Severiano González-Pinto, Ben P. Sommeijer
2004 J jnl
Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems.
ACM Trans. Math. Softw.
Severiano González-Pinto, Juan I. Montijano, Soledad Pérez-Rodríguez