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Hugo A. de la Cruz
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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
482005
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
392017
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
372007
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
282013
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
272012
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
252010
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
232006
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
132010
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
112007
Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises
H de la Cruz
Chaos, Solitons & Fractals 140, 110195, 2020
52020
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
52020
Exact pathwise simulation of multi-dimensional Ornstein–Uhlenbeck processes
H de la Cruz, JC Jimenez
Applied Mathematics and Computation 366, 124734, 2020
32020
Steady-state density preserving method for stochastic mechanical systems
H de la Cruz
The European Physical Journal Plus 136 (8), 1-14, 2021
22021
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
22019
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
22018
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
12023
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
12010
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
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