5 papers
Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments
Carlos M. Mora, Juan Carlos Jimenez, Monica Selva
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design…
An estimation of distribution algorithm for the computation of innovation estimators of diffusion processes
Zochil González Arenas, Juan Carlos Jimenez, Li-Vang Lozada-Chang +1
Estimation of Distribution Algorithms (EDAs) and Innovation Method are recognized methods for solving global optimization problems and for the estimation of parameters in diffusion…
The infinitely many zeros of stochastic coupled oscillators driven by random forces
H. de la Cruz, J. C. Jimenez, R. J. Biscay
In this work, previous results concerning the infinitely many zeros of single stochastic oscillators driven by random forces are extended to the general class of coupled stochastic…
Multiple shooting-Local Linearization method for the identification of dynamical systems
F. Carbonell, Y. Iturria-Medina, J. C. Jimenez
The combination of the multiple shooting strategy with the generalized Gauss-Newton algorithm turns out in a recognized method for estimating parameters in ordinary differential eq…
On the Komar Energy and the Generalized Smarr Formula for a Charged Black Hole of Noncommutative Geometry
Alexis Larranaga, Juan Carlos Jimenez
We calculate the Komar energy for a charged black hole inspired by noncommutative geometry and identify the total mass () by considering the asymptotic limit. We also fo…