School of Mathematics

Jitse Niesen — Publications

The publications are sorted by type and listed in reverse chronological order. Of course, you are more than welcome to mail me any comments on the above material.

Submitted manuscripts

• Jitse Niesen and Will M. Wright.
  "A Krylov subspace method for option pricing."
  SSRN 1799124; submitted for publication.
  Download in gzipped PostScript (292 kB), uncompressed PostScript (792 kB), or PDF format (360 kB), or look at the abstract.

Peer-reviewed papers

• Per Christian Moan and Jitse Niesen.
  "On an asymptotic method for computing the modified energy for symplectic methods."
  arXiv:1304.0673; accepted for publication in Discrete Contin. Dyn. Syst.
  Download in PDF format (488 kB), or look at the abstract.
• Jitse Niesen and Will M. Wright.
  "Algorithm 919: A Krylov subspace algorithm for evaluating the φ-functions appearing in exponential integrators".
  ACM Trans. Math. Software, 38(3), Article 22, 2012; doi:10.1145/2168773.2168781; arXiv:0907.4631.
  Download preprint in gzipped PostScript (260 kB), uncompressed PostScript (580 kB), or PDF format (320 kB), or look at the abstract.
• Nicoleta Bîlă and Jitse Niesen.
  "A new class of symmetry reductions for parameter identification problems".
  J. Nonlinear Math. Phys., 16(3):355–371, 2009; doi:10.1142/S1402925109000273; arXiv:0807.1462.
  Download in gzipped PostScript (276 kB), uncompressed PostScript (752 kB), or PDF format (324 kB), or look at the abstract.
• Veerle Ledoux, Simon Malham, Jitse Niesen and Vera Thümmler.
  "Computing stability of multi-dimensional travelling waves".
  SIAM J. Appl. Dynam. Systems, 8(1):480–507, 2009; doi:10.1137/080724009; arXiv:0805.1706.
  Download in gzipped PostScript (416 kB), uncompressed PostScript (2.7 MB), or PDF format (384 kB), or look at the abstract.
• Per Christian Moan and Jitse Niesen.
  "Convergence of the Magnus expansion".
  J. Found. of Comp. Math., 8(3):291–301, 2008; doi:10.1007/s10208-007-9010-0; arXiv:math.CA/0609198.
  Download in gzipped PostScript (160 kB), uncompressed PostScript (380 kB), or PDF format (240 kB), or look at the abstract.
• Simon Malham and Jitse Niesen.
  "Evaluating the Evans function: Order reduction in numerical methods".
  Math. Comp., 77:159–179, 2008; doi:10.1090/S0025-5718-07-02016-9; arXiv:math.NA/0605581.
  Download in gzipped PostScript (208 kB), uncompressed PostScript (508 kB), or PDF format (268 kB), or look at the abstract.
• Nicoleta Bîlă and Jitse Niesen.
  "On a new procedure for finding nonclassical symmetries".
  J. Symbolic Comput., 38(6):1523–1533, 2004; doi:10.1016/j.jsc.2004.07.001
  Download in PDF format (170 kB) or look at the abstract.
• Jitse Niesen.
  "A priori estimates for the global error committed by Runge-Kutta methods for a nonlinear oscillator".
  LMS J. Comput. Math., 6:18–28, 2003. [deep link].

  Preprints:

  Technical Report DAMTP 2001/NA07, University of Cambridge, UK, 2001, math.NA/0108181. Download in gzipped PostScript (454 kB), uncompressed PostScript (1.7 MB), or PDF format (6.8 MB), or look at the abstract.

  Note that the paper is substantially revised before publication. A copy of the revised version will be sent to you on demand.

Technical report

• Jitse Niesen. "On the global error committed when evaluating the Evans function numerically".
  Technical Report HWM 06-43, Dept of Mathematics, Heriot–Watt University, UK, 2006, math.NA/0611855.
  Download in gzipped PostScript (384 kB), uncompressed PostScript (164 kB), or PDF format (200 kB), or look at the abstract.

Theses

• Jitse Niesen. On the Global Error of Discretization Methods for Ordinary Differential Equations.
  PhD thesis, University of Cambridge, 2004.
  Download in gzipped PostScript (496 kB), uncompressed PostScript (1.8 MB), PDF (1.5 MB) format, or look at the abstract.
• Jitse Niesen. Automatic Generation and Differentiation of Partial Differential Equation Solvers with Index-Free Scripts.
  Master's thesis, Department of Computer Science, University of Twente, the Netherlands, 1999.
  Download in PDF (scanned, 34 MB) format, or look at the abstract.
• Jitse Niesen. The generalized WDVV-system.
  Master's thesis, Department of Applied Mathematics, University of Twente, the Netherlands, 1998.
  Download in TeX (116 kB), gzipped PostScript (152 kB), or uncompressed PostScript (406 kB) format, or look at the abstract.