Soledad Pérez-Rodríguez

According to our database, Soledad Pérez-Rodríguez authored at least 14 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Boundary corrections on multi-dimensional PDEs.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

Numer. Algorithms, June, 2024

PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM).

José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez

Comput. Math. Appl., 2024

2022

A unified formulation of splitting-based implicit time integration schemes.

Severiano González-Pinto, Domingo Hernández-Abreu, Maria Soledad Pérez-Rodríguez, Arash Sarshar, Steven Roberts, Adrian Sandu

J. Comput. Phys., 2022

2021

AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models.

José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez

SIAM J. Sci. Comput., 2021

AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

J. Comput. Appl. Math., 2021

2018

AMF-type W-methods for Parabolic Problems with Mixed Derivatives.

Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

SIAM J. Sci. Comput., 2018

PDE-W-methods for parabolic problems with mixed derivatives.

Severiano González-Pinto, Ernst Hairer, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

Numer. Algorithms, 2018

2017

W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

J. Comput. Appl. Math., 2017

2016

A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez, Rüdiger Weiner

Appl. Math. Comput., 2016

2015

AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

J. Comput. Appl. Math., 2015

2014

Rosenbrock-type methods with Inexact AMF for the time integration of advection-diffusion-reaction PDEs.

Severiano González-Pinto, Domingo Hernández-Abreu, Soledad Pérez-Rodríguez

J. Comput. Appl. Math., 2014

A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems.

Steffen Beck, Severiano González-Pinto, Soledad Pérez-Rodríguez, Rüdiger Weiner

J. Comput. Appl. Math., 2014

2009

An iterated Radau method for time-dependent PDEs.

Soledad Pérez-Rodríguez, Severiano González-Pinto, Ben P. Sommeijer

J. Comput. Appl. Math., 2009

2004

Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems.

Severiano González-Pinto, Juan I. Montijano, Soledad Pérez-Rodríguez

ACM Trans. Math. Softw., 2004