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ORCIDSoledad Pérez-Rodríguez
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2020 – today
- 2024
[j14]José G. López-Salas
, Soledad Pérez-Rodríguez, Carlos Vázquez:
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM). Comput. Math. Appl. 169: 88-98 (2024)- [j13]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
Boundary corrections on multi-dimensional PDEs. Numer. Algorithms 96(2): 507-535 (2024) - [i2]José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez:
AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models. CoRR abs/2408.00559 (2024) - 2022
- [j12]Severiano González-Pinto, Domingo Hernández-Abreu, Maria Soledad Pérez-Rodríguez, Arash Sarshar, Steven Roberts, Adrian Sandu:
A unified formulation of splitting-based implicit time integration schemes. J. Comput. Phys. 448: 110766 (2022) - 2021
- [j11]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model. J. Comput. Appl. Math. 387: 112518 (2021) - [j10]José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez:
AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models. SIAM J. Sci. Comput. 43(1): B30-B54 (2021) - [i1]Severiano González-Pinto, Domingo Hernández-Abreu, Maria Soledad Pérez-Rodríguez, Arash Sarshar, Steven Roberts, Adrian Sandu:
A unified formulation of splitting-based implicit time integration schemes. CoRR abs/2103.00757 (2021)
2010 – 2019
- 2018
- [j9]Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
PDE-W-methods for parabolic problems with mixed derivatives. Numer. Algorithms 78(3): 957-981 (2018) - [j8]Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
AMF-type W-methods for Parabolic Problems with Mixed Derivatives. SIAM J. Sci. Comput. 40(5): A2905-A2929 (2018) - 2017
- [j7]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs. J. Comput. Appl. Math. 316: 143-160 (2017) - 2016
- [j6]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez, Rüdiger Weiner:
A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs. Appl. Math. Comput. 274: 565-584 (2016) - 2015
- [j5]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs. J. Comput. Appl. Math. 289: 3-21 (2015) - 2014
- [j4]Steffen Beck, Severiano González-Pinto, Soledad Pérez-Rodríguez, Rüdiger Weiner:
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems. J. Comput. Appl. Math. 262: 292-303 (2014) - [j3]Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez:
Rosenbrock-type methods with Inexact AMF for the time integration of advection-diffusion-reaction PDEs. J. Comput. Appl. Math. 262: 304-321 (2014)
2000 – 2009
- 2009
- [j2]Soledad Pérez-Rodríguez, Severiano González-Pinto, Ben P. Sommeijer:
An iterated Radau method for time-dependent PDEs. J. Comput. Appl. Math. 231(1): 49-66 (2009) - 2004
- [j1]Severiano González-Pinto, Juan I. Montijano, Soledad Pérez-Rodríguez:
Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems. ACM Trans. Math. Softw. 30(1): 1-18 (2004)
Coauthor Index
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