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General linear methods
General linear methods (GLMs) are a large class of numerical methods used to obtain numerical solutions to differential equations. This large class…
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Related topics
10 relations
Collocation method
Exponential integrator
General linear model
Generalized linear model
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Papers overview
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2017
2017
Calibration to vanilla and barrier options with the Gyöngy and Brunick-Shreve Markovian projections
Matthieu Mariapragassam
2017
Corpus ID: 125280809
In this thesis, we present a novel approach to the calibration of diffusion models to vanilla and barrier options with the Gyongy…
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2016
2016
Second derivative general linear methods with inherent Runge–Kutta stability
A. Movahedinejad
,
G. Hojjati
,
A. Abdi
Numerical Algorithms
2016
Corpus ID: 254893235
In this paper, we find some relationships among the coefficients matrices of second derivative general linear methods (SGLMs…
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2014
2014
p-stable general Nyström methods for y″=f(y(t))
R. D'Ambrosio
,
B. Paternoster
Journal of Computational and Applied Mathematics
2014
Corpus ID: 11137931
2012
2012
A Second-order Diagonally-Implicit-Explicit Multi-Stage Integration Method
Hong Zhang
,
Adrian Sandu
International Conference on Conceptual Structures
2012
Corpus ID: 29701694
2008
2008
Blended General Linear Methods based on Generalized BDF
L. Brugnano
,
C. Magherini
2008
Corpus ID: 59517517
General Linear Methods were introduced in order to encompass a large family of numerical methods for the solution of ODE‐IVPs…
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2007
2007
Mixed task and data parallel executions in general linear methods
T. Rauber
,
G. Rünger
Scientific Programming
2007
Corpus ID: 45373716
On many parallel target platforms it can be advantageous to implement parallel applications as a collection of multiprocessor…
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2004
2004
Construction of General Linear Methods with Runge–Kutta Stability Properties
J. Butcher
,
Z. Jackiewicz
Numerical Algorithms
2004
Corpus ID: 11564669
We describe the construction of explicit general linear methods of order p and stage order q=p with s=p+1 stages which achieve…
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2000
2000
ON THE SOLVABILITY OF GENERAL LINEAR METHODS FOR DISSIPATIVE DYNAMICAL SYSTEMS
Ai-guo
,
Xiao
2000
Corpus ID: 125151183
现在的报纸的主要目的是检验存在和在应用程序产生的含蓄的方程的解决方案的本地唯一,并且扩大存在相关的一弱代数学地稳定的一般线性方法到消散的动态系统由 Humphries 和斯图亚特(1994 ) 的 Runge-Kutta 方法的结果。[从作者抽象]
1997
1997
A Nonlinear Optimization Approach to the Construction of General Linear Methods of High Order
H. D. Mittelmannz
1997
Corpus ID: 8764613
We describe the construction of diagonally implicit multistage integration methods of order and stage order p = q = 7 and p = q…
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Highly Cited
1993
Highly Cited
1993
Diagonally implicit general linear methods for ordinary differential equations
J. Butcher
,
Z. Jackiewicz
1993
Corpus ID: 122415914
We investigate some classes of general linear methods withs internal andr external approximations, with stage orderq and orderp…
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