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)

An iterated Radau method for time-dependent PDEs. - Soledad Pérez-Rodríguez; Severiano González-Pinto; Ben P. Sommeijer (J. Comput. Appl. Math., 2009)

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)

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)

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)

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)

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)

PDE-W-methods for parabolic problems with mixed derivatives. - Severiano González-Pinto; Ernst Hairer; Domingo Hernández-Abreu; Soledad Pérez-Rodríguez (Numer. Algorithms, 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)

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)

AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models. - José G. López-Salas; Soledad Pérez-Rodríguez; Carlos Vázquez 002 (SIAM J. Sci. Comput., 2021)

A unified formulation of splitting-based implicit time integration schemes. - Severiano González-Pinto; Domingo Hernández-Abreu; Maria Soledad Pérez-Rodríguez; Arash Sarshar; Steven B. Roberts; Adrian Sandu (J. Comput. Phys., 2022)

PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM). - José G. López-Salas; Soledad Pérez-Rodríguez; Carlos Vázquez 002 (Comput. Math. Appl., 2024)

Boundary corrections on multi-dimensional PDEs. - Severiano González-Pinto; Domingo Hernández-Abreu; Soledad Pérez-Rodríguez (Numer. Algorithms, 2024)