S. Pérez-Rodríguez

Publication Activity (10 Years)

Years Active: 2004-2021
Publications (10 Years): 5

Top Topics

Error Estimates

Numerical Methods

Benchmark Datasets

Differential Equations

Top Venues

J. Comput. Appl. Math.

SIAM J. Sci. Comput.

Numer. Algorithms

Publications

José G. López-Salas, S. Pérez-Rodríguez, Carlos Vázquez
AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models. SIAM J. Sci. Comput. 43 (1) (2021)
Severiano González-Pinto, Domingo Hernández-Abreu, S. Pérez-Rodríguez
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model. J. Comput. Appl. Math. 387 (2021)
Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, S. Pérez-Rodríguez
AMF-type W-methods for Parabolic Problems with Mixed Derivatives. SIAM J. Sci. Comput. 40 (5) (2018)
Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, S. Pérez-Rodríguez
PDE-W-methods for parabolic problems with mixed derivatives. Numer. Algorithms 78 (3) (2018)
Severiano González-Pinto, Domingo Hernández-Abreu, S. 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 (2017)
Severiano González-Pinto, Domingo Hernández-Abreu, S. Pérez-Rodríguez
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs. J. Comput. Appl. Math. 289 (2015)
Steffen Beck, Severiano González-Pinto, S. Pérez-Rodríguez, Rüdiger Weiner
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems. J. Comput. Appl. Math. 262 (2014)
S. Pérez-Rodríguez, Severiano González-Pinto, Ben P. Sommeijer
An iterated Radau method for time-dependent PDEs. J. Comput. Appl. Math. 231 (1) (2009)
Severiano González-Pinto, Juan I. Montijano, S. Pérez-Rodríguez
Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems. ACM Trans. Math. Softw. 30 (1) (2004)