Juan Carlos Jimenez

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 11

Top Topics

Brownian Motion

Differential Equations

Diffusion Process

Top Venues

J. Comput. Appl. Math.

IMA J. Math. Control. Inf.

Math. Comput. Simul.

Publications

Frank Sadan Naranjo-Noda, Juan Carlos Jimenez
Jacobian-free Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of differential equations. J. Comput. Appl. Math. 449 (2024)
F. S. Naranjo-Noda, Juan Carlos Jimenez
Computing high dimensional multiple integrals involving matrix exponentials. J. Comput. Appl. Math. 421 (2023)
Nobuaki Nishiyama, Peter Ruoff, Juan Carlos Jimenez, Fumikazu Miwakeichi, Yoshiaki Nishiyama, Tsuyoshi Yata
Modeling the interaction between donor-derived regulatory T cells and effector T cells early after allogeneic hematopoietic stem cell transplantation. Biosyst. (2023)
F. S. Naranjo-Noda, Juan Carlos Jimenez
Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems. J. Comput. Phys. 426 (2021)
Zochil González Arenas, Juan Carlos Jimenez, Li-Vang Lozada-Chang, Roberto Santana
Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes. Math. Comput. Simul. 187 (2021)
Hugo de la Cruz, Juan Carlos Jimenez
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. Appl. Math. Comput. 366 (2020)
Juan Carlos Jimenez, Hugo de la Cruz, Pablo A. De Maio
Efficient computation of phi-functions in exponential integrators. J. Comput. Appl. Math. 374 (2020)
Carlos M. Mora, Juan Carlos Jimenez, Mónica Selva
Weak variable step-size Euler schemes for stochastic differential equations based on controlling conditional moments. CoRR (2020)
Juan Carlos Jimenez
Bias reduction in the estimation of diffusion processes from discrete observations. IMA J. Math. Control. Inf. 37 (4) (2020)
Juan Carlos Jimenez
Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms. IMA J. Math. Control. Inf. 36 (02) (2019)
Juan Carlos Jimenez, Carlos M. Mora, Mónica Selva
A weak Local Linearization scheme for stochastic differential equations with multiplicative noise. J. Comput. Appl. Math. 313 (2017)
Hugo de la Cruz, Rolando J. Biscay, Juan Carlos Jimenez, Felix Carbonell
Local Linearization - Runge-Kutta methods: A class of A-stable explicit integrators for dynamical systems. Math. Comput. Model. 57 (3-4) (2013)
Hugo de la Cruz, Rolando J. Biscay, Felix Carbonell, T. Ozaki, Juan Carlos Jimenez
A higher order local linearization method for solving ordinary differential equations. Appl. Math. Comput. 185 (1) (2007)
Felix Carbonell, Rolando J. Biscay, Juan Carlos Jimenez, Hugo de la Cruz
Numerical simulation of nonlinear dynamical systems driven by commutative noise. J. Comput. Phys. 226 (2) (2007)
Hugo de la Cruz, Rolando J. Biscay, Felix Carbonell, Juan Carlos Jimenez, T. Ozaki
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations. International Conference on Computational Science (1) (2006)
Hui Peng, Tohru Ozaki, Juan Carlos Jimenez
Modeling and control for foreign exchange based on a continuous time stochastic microstructure model. CDC (2002)
Juan Carlos Jimenez
A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations. Appl. Math. Lett. 15 (6) (2002)