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…

Papers overview

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2017

In this thesis, we present a novel approach to the calibration of diffusion models to vanilla and barrier options with the Gyongy…

2012

2010

Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging…

2008

General Linear Methods were introduced in order to encompass a large family of numerical methods for the solution of ODE‐IVPs…

2007

On many parallel target platforms it can be advantageous to implement parallel applications as a collection of multiprocessor…

2005

This paper is concerned with the numerical solution of functional-differential and func-tional equations which include functional…

2004

We describe the construction of explicit general linear methods of order p and stage order q=p with s=p+1 stages which achieve…

2000

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

We describe the construction of diagonally implicit multistage integration methods of order and stage order p = q = 7 and p = q…

Highly Cited

1993

Highly Cited

1993

We investigate some classes of general linear methods withs internal andr external approximations, with stage orderq and orderp…