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A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems., , , and . J. Comput. Appl. Math., (2014)An iterated Radau method for time-dependent PDEs., , and . J. Comput. Appl. Math., 231 (1): 49-66 (2009)AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model., , and . J. Comput. Appl. Math., (2021)Two-step error estimators for implicit Runge-Kutta methods applied to stiff systems., , and . ACM Trans. Math. Softw., 30 (1): 1-18 (2004)AMF-type W-methods for Parabolic Problems with Mixed Derivatives., , , and . SIAM J. Sci. Comput., 40 (5): A2905-A2929 (2018)AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models., , and . SIAM J. Sci. Comput., 43 (1): B30-B54 (2021)PDE-W-methods for parabolic problems with mixed derivatives., , , and . Numer. Algorithms, 78 (3): 957-981 (2018)W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs., , and . J. Comput. Appl. Math., (2017)AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs., , and . J. Comput. Appl. Math., (2015)A unified formulation of splitting-based implicit time integration schemes., , , , , and . J. Comput. Phys., (2022)