Recently, there has been a great deal of interest in the construction of exponential integrators. These integrators, as their name suggests, use the exponential function (and related functions) ofâ€¦ (More)

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of aâ€¦ (More)

A commutative but not cocommutative graded Hopf algebra HN , based on ordered (planar) rooted trees, is studied. This Hopf algebra is a generalization of the Hopf algebraic structure of unorderedâ€¦ (More)

Recently, a great deal of attention has been focused on the construction of exponential integrators for semilinear problems. In this article we describe a MATLAB<sup>1</sup> package which aims toâ€¦ (More)

We consider the pricing of financial contracts that are based on two or three underlyings and are modelled using time dependent linear parabolic partial differential equations (PDEs). To provideâ€¦ (More)