8 citations · 10 across the 13 of their papers we have counts for
14 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…
A weak Local Linearization scheme for stochastic differential equations with multiplicative noise
J. C. Jimenez, C. Mora, M. Selva
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solutio…
Convergence rate of weak Local Linearization schemes for stochastic differential equations with additive noise
J. C. Jimenez, F. Carbonell
There exists a diversity of weak Local Linearization (LL) schemes for the integration of stochastic differential equations with additive noise, which differ with respect to the alg…
A stable numerical scheme for stochastic differential equations with multiplicative noise
C. M. Mora, H. A. Mardones, J. C. Jimenez +2
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method…
Approximate continuous-discrete filters for the estimation of diffusion processes from partial and noisy observations
J. C. Jimenez
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is…
Approximate discrete-time schemes for the estimation of diffusion processes from complete observations
J. C. Jimenez
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discr…
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…
Locally Linearized Runge Kutta method of Dormand and Prince
Juan Carlos Jimenez, Alina Sotolongo, Jose Miguel Sanchez-Bornot
In this paper, the effect that produces the local linearization of the embedded Runge-Kutta formulas of Dormand and Prince for initial value problems is studied. For this, embedded…
Local Linearization-Runge Kutta Methods: a class of A-stable explicit integrators for dynamical systems
H. de la Cruz, R. J. Biscay, J. C. Jimenez +1
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are…
Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical algorithms
Juan Carlos Jimenez
In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approxi…
Simplified formulas for the mean and variance of linear stochastic differential equations
Juan Carlos Jimenez
Explicit formulas for the mean and variance of linear stochastic differential equations are derived in terms of an exponential matrix. This result improved a previous one by means…