8 citations · 10 across the 13 of their papers we have counts for
7 papers · 1 filter
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…
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…
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…