Research Activities

Begoña Cano Urdiales

AREAS OF INTEREST:

-Geometric numerical integration.

-Numerical integration of partial differential equations, avoiding order reduction in time.

PUBLICATIONS:

- B. Cano & M. J. Moreta, 'Multistep cosine methods for second-order partial differential systems', IMA Journal of Numerical Analysis 2008; doi: 10.1093/imanum/drn043

- I. Alonso-Mallo, B. Cano & M. J. Moreta, 'The stability of rational approximations of cosine functions on Hilbert spaces', Applied Numerical Mathematics 59 (2009),p 21–38.

- I. Alonso-Mallo, B. Cano & M. J. Moreta, 'Optimal time order when implicit Runge–Kutta–Nyström methods solve linear partial differential equations', Applied Numerical Mathematics 58 (2008),p 539–562.

- I. Alonso-Mallo, B. Cano & M. J. Moreta, 'Stable Runge-Kutta-Nyström methods for dissipative stiff problems', Numer. Algor. 42 (2006),p 193-203.

- B. Cano, 'Conserved quantities of some Hamiltonian wave equations after full discretization', Numerische Mathematik 103(2006),p 197-223.

- I. Alonso-Mallo , B. Cano & M. J. Moreta, 'Stability of Runge-Kutta-Nystrom methods', Journal of Computational and Applied Mathematics 189(2006),p 120-131.

- I. Alonso-Mallo , B. Cano & M. J. Moreta, 'Order reduction and how to avoid it when explicit Runge-Kutta-Nystrom methods are used to solve linear partial differential equations', Journal of Computational and Applied Mathematics 176/2(2005),p 293-318.

-B. Cano & A. Durán, 'A technique to improve the error propagation when integrating relative equilibria', BIT Numerical Mathematics 44 (2) (2004), p.215-235.

-I. Alonso-Mallo & B. Cano , 'Avoiding Order Reduction of Runge-Kutta Discretizations for Linear Time Dependent Parabolic Problems', BIT Numerical Mathematics 44 (2004), p. 1-20.

- I. Alonso-Mallo, B. Cano and J. C. Jorge, 'Spectral-Fractional Step Runge-Kutta Discretizations for Initial Boundary Value Problems with Time-Dependent Boundary Conditions', Mathematics of Computation 73 (2004), p. 1801-1825.

- B. Cano and A. Durán, 'A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems', Mathematics of Computation 72(2003), p. 1803-1816.

- B. Cano and A. Durán, 'Analysis of variable-stepsize linear multistep methods with special emphasis on symmetric ones', Mathematics of Computation 72(2003), p. 1769-1801.

-I. Alonso-Mallo and B. Cano, 'Spectral/Rosenbrock discretizations without order reduction for linear parabolic problems', APNUM 41 (2002), p. 247-268.

- B. Cano, A. M. Stuart, 'Under-resolved simulation of heat baths', J. Comput. Phys. 169 (2001), p. 193-214.

- B. Cano, A. M. Stuart, E. Suli & J. O. Warren, 'Stiff Oscillatory Systems, Delta Jumps and White Noise', Foundations of Computational Mathematics, 1 (2001), p. 69-99.

-Begoña Cano & H. Ralph Lewis,'A comparison of symplectic and Hamilton's principle algorithms for autonomous and non-autonomous systems of ordinary differential equations', APNUM, 39 (2001), p. 289-306.

-B. Cano & J. M. Sanz-Serna, 'Error growth in the numerical integration of periodic orbits by multistep methods, with application to reversible systems', IMA J. Numer. Anal., 18 (1998), p. 57-75.

- B. Cano & J. M. Sanz-Serna, 'Error growth in the numerical integration of periodic orbits, with application to Hamiltonian and reversible systems', SIAM J. Numer. Anal., 34 (1997), p. 1391-1417.

- Begoña Cano & Bosco García Archilla, 'A generalization to variable stepsizes of Stormer methods for second-order differential equations', Applied Numerical Mathematics, 19 (1996), p. 401-417

-Old department reports