Publications in collaboration with researchers from Instituto de Cibernética Matemática y Física (7)

2023

  1. Computing high dimensional multiple integrals involving matrix exponentials

    Journal of Computational and Applied Mathematics, Vol. 421

  2. Jacobian-free High Order Local Linearization methods for large systems of initial value problems

    Applied Numerical Mathematics, Vol. 187, pp. 158-175

2021

  1. Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems

    Journal of Computational Physics, Vol. 426

  2. State and parameter estimation of stochastic physical systems from uncertain and indirect measurements

    European Physical Journal Plus, Vol. 136, Núm. 8

2020

  1. Efficient computation of phi-functions in exponential integrators

    Journal of Computational and Applied Mathematics, Vol. 374

  2. Exact pathwise simulation of multi-dimensional Ornstein–Uhlenbeck processes

    Applied Mathematics and Computation, Vol. 366

2017

  1. A weak Local Linearization scheme for stochastic differential equations with multiplicative noise

    Journal of Computational and Applied Mathematics, Vol. 313, pp. 202-217