Vidar Thomee
A high order parallel method for time discretization of parabolic type equations based on Laplace transformation and quadrature.
Int. J. Numer. Anal. Mod., 2 (2005), pp. 85-96. Abstract
Pani AK, Fairweather G, Fernandes RI
Alternating direction implicit orthogonal spline collocation methods for an evolution equation with a positive-type memory term
SIAM J NUMER ANAL, 46, 1(2007), pp. 344-364
An exponentially convergent algorithm for nonlinear differential equations in banach spaces
MATH COMPUT, 76, 260(2007), pp. 1895-1923
High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing
NUMER METH PART D E, 23, 5(2007), pp. 1249-1276
McLean W, Sloan IH, Thomee V
Time discretization via Laplace transformation of an integro-differential equation of parabolic type
NUMER MATH, 102, 3(2006), pp. 497-522