We review some recent contributions of the authors regarding the numerical approximation
of stochastic problems, mostly based on stochastic differential equations modeling random …

We analyze long-term properties of stochastic θ-methods for damped linear stochastic
oscillators. The presented a-priori analysis of the error in the correlation matrix allows to infer …

It is the purpose of this paper to consider the employ of General Linear Methods (GLMs) as
geometric numerical solvers for the treatment of Hamiltonian problems. Indeed, even if the …

We introduce a family of diagonally-implicit continuous methods for the numerical integration
of Volterra Integral Equations. The derived methods are characterized by a lower triangular …

This paper studies a class of linear unconditionally energy stable schemes for the gradient
flows. Such schemes are built on the SAV technique and the general linear time …

In this paper we investigate the strong stability preserving (SSP) property of transformed
diagonally implicit multistage integration methods (DIMSIMs). Within this class, examples of …

We investigate algebraic stability of the new class of two-step almost collocation methods for
ordinary differential equations. These continuous methods are obtained by relaxing some of …

In this paper we systematically investigate explicit strong stability preserving (SSP)
multistage integration methods, a subclass of general linear methods (GLMs), of order p and …

This paper describes the construction of explicit general linear methods in Nordsieck form
with inherent quadratic stability and large areas of the stability region. After satisfying order …

We describe an algorithm, based on a new strategy recently proposed by Hewitt and Hill in
the context of general linear methods, for the construction of algebraically stable two-step …