Algorithm 919: A Krylov subspace algorithm for evaluating the ϕ-functions appearing in exponential integrators J Niesen, WM Wright ACM Transactions on Mathematical Software (TOMS) 38 (3), 1-19, 2012 | 247 | 2012 |
A review of exponential integrators for first order semi-linear problems BV Minchev, WM Wright Preprint Numerics 2, 2005 | 245 | 2005 |
EXPINT---A MATLAB package for exponential integrators H Berland, B Skaflestad, WM Wright ACM Transactions on Mathematical Software (TOMS) 33 (1), 4-es, 2007 | 177 | 2007 |
Energy-preserving runge-kutta methods E Celledoni, RI McLachlan, DI McLaren, B Owren, GRW Quispel, ... ESAIM: Mathematical Modelling and Numerical Analysis 43 (4), 645-649, 2009 | 172 | 2009 |
General linear methods with inherent Runge-Kutta stability WM Wright PhD Thesis-University of Auckland, 2002 | 113 | 2002 |
A class of explicit exponential general linear methods A Ostermann, M Thalhammer, WM Wright BIT Numerical Mathematics 46, 409-431, 2006 | 111 | 2006 |
On the Hopf algebraic structure of Lie group integrators HZ Munthe-Kaas, WM Wright Foundations of Computational Mathematics 8, 227-257, 2008 | 89 | 2008 |
The construction of practical general linear methods JC Butcher, WM Wright BIT Numerical Mathematics 43 (4), 695-721, 2003 | 88 | 2003 |
The scaling and modified squaring method for matrix functions related to the exponential B Skaflestad, WM Wright Applied Numerical Mathematics 59 (3-4), 783-799, 2009 | 80 | 2009 |
Explicit general linear methods with inherent Runge–Kutta stability WM Wright Numerical Algorithms 31, 381-399, 2002 | 50 | 2002 |
Error propagation of general linear methods for ordinary differential equations JC Butcher, Z Jackiewicz, WM Wright Journal of Complexity 23 (4-6), 560-580, 2007 | 35 | 2007 |
Applications of doubly companion matrices JC Butcher, WM Wright Applied Numerical Mathematics 56 (3-4), 358-373, 2006 | 29 | 2006 |
A transformation relating explicit and diagonally-implicit general linear methods JC Butcher, WM Wright Applied numerical mathematics 44 (3), 313-327, 2003 | 24 | 2003 |
The construction of order 4 DIMSIMs for ordinary differential equations WM Wright Numerical Algorithms 26, 123-130, 2001 | 18 | 2001 |
A Krylov subspace method for option pricing J Niesen, WM Wright Available at SSRN 1799124, 2011 | 17* | 2011 |
Efficient pricing and Greeks in the cross-currency LIBOR market model C Beveridge, MS Joshi, WM Wright Available at SSRN 1662229, 2010 | 10 | 2010 |
General linear methods for ordinary differential equations: theoretical and practical investigation WM Wright University of Auckland, 1999 | 6 | 1999 |
Hui: A Case Study of a Sequential Double Auction of Capital TP Hubbard, HJ Paarsch, WM Wright Working Paper, 2013 | 2 | 2013 |
HUI: A CASE STUDY OF A SEQUENTIAL DOUBLE AUCTION OF CAPITAL TPHHJ PAARSCH, WM WRIGHT | | |