The local linearization method for numerical integration of random differential equations F Carbonell, JC Jimenez, RJ Biscay, H De La Cruz BIT Numerical Mathematics 45, 1-14, 2005 | 49 | 2005 |
Locally linearized methods for the simulation of stochastic oscillators driven by random forces H De la Cruz, JC Jimenez, JP Zubelli BIT Numerical Mathematics 57, 123-151, 2017 | 39 | 2017 |
A higher order local linearization method for solving ordinary differential equations H De la Cruz, RJ Biscay, F Carbonell, T Ozaki, JC Jimenez Applied mathematics and computation 185 (1), 197-212, 2007 | 38 | 2007 |
Local linearization—Runge–Kutta methods: a class of A-stable explicit integrators for dynamical systems H De La Cruz, RJ Biscay, JC Jimenez, F Carbonell Mathematical and Computer Modelling 57 (3-4), 720-740, 2013 | 28 | 2013 |
Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise JC Jimenez, H de la Cruz Cancino BIT Numerical Mathematics 52, 357-382, 2012 | 28 | 2012 |
High order local linearization methods: an approach for constructing A-stable high order explicit schemes for stochastic differential equations with additive noise H De la Cruz, RJ Biscay, JC Jimenez, F Carbonell, T Ozaki Math 50, 509-539, 2010 | 25 | 2010 |
Local Linearization-Runge Kutta (LLRK) methods for solving ordinary differential equations H De la Cruz, RJ Biscay, F Carbonell, JC Jimenez, T Ozaki International Conference on Computational Science, 132-139, 2006 | 23 | 2006 |
High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise H De la Cruz Cancino, RJ Biscay, JC Jimenez, F Carbonell, T Ozaki BIT Numerical Mathematics 50, 509-539, 2010 | 13 | 2010 |
Numerical simulation of nonlinear dynamical systems driven by commutative noise F Carbonell, RJ Biscay, JC Jimenez, H de la Cruz Journal of Computational Physics 226 (2), 1219-1233, 2007 | 11 | 2007 |
Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises H de la Cruz Chaos, Solitons & Fractals 140, 110195, 2020 | 5 | 2020 |
Efficient computation of phi-functions in exponential integrators JC Jimenez, H de la Cruz, PA De Maio Journal of Computational and Applied Mathematics 374, 112758, 2020 | 5 | 2020 |
Exact pathwise simulation of multi-dimensional Ornstein–Uhlenbeck processes H de la Cruz, JC Jimenez Applied Mathematics and Computation 366, 124734, 2020 | 3 | 2020 |
Steady-state density preserving method for stochastic mechanical systems H de la Cruz The European Physical Journal Plus 136 (8), 1-14, 2021 | 2 | 2021 |
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces H de la Cruz, JC Jimenez, RJ Biscay Statistics & Probability Letters 146, 85-89, 2019 | 2 | 2019 |
An explicit numerical method for random differential equations driven by diffusion-type noises H de la Cruz Proceeding Series of the Brazilian Society of Computational and Applied …, 2018 | 2 | 2018 |
Pathwise methods for the integration of a stochastic SVIR model M Muñoz, H de la Cruz, C Mora Mathematical Methods in the Applied Sciences, 2023 | 1 | 2023 |
Stabilized Integrators for Stochastic Differential Equations Driven by Small Noises H de la Cruz, JP Zubelli CNMAC2012, XXXIV Congresso Nacional de Matemática Aplicada e Computacional …, 2012 | 1* | 2012 |
Numerical Schemes for the Long-term Simulation of SDE's with Additive Noise and Their Effectiveness in the Integration of a Stochastic Oscillator H de la Cruza, JP Zubelli IMPA, 2010 | 1 | 2010 |
A Magnus-based integrator for Brownian parametric semi-linear oscillators R D'Ambrosio, H de la Cruz, C Scalone Applied Mathematics and Computation 472, 128610, 2024 | | 2024 |
A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems H de la Cruz Applied Numerical Mathematics 183, 186-200, 2023 | | 2023 |