Hugo Alexander de la Cruz Cancino

ORCID:

https://orcid.org/0000-0001-7809-7525


Formação:
  • Instituto Nacional de Matemática Pura e Aplicada

    | Pós-Doutorado | 2011 - 2013
  • Instituto Nacional de Matemática Pura e Aplicada

    | Pós-Doutorado | 2009 - 2011
  • Mittag-Leffler Institute

    | Pós-Doutorado | 2007 - 2007
  • Universidade de Havana

    Matemática | Doutorado | 2002 - 2007
  • Universidad del Oriente Cuba

    Matemáticas | Graduação | 1993 - 1998
Laboratórios:
Nenhum laboratório cadastrado
Nuvens de Palavras:
Artigos:

(80.00% artigos com DOI)

Titulo DOI Ano
A Magnus-based integrator for Brownian parametric semi-linear oscillators 10.1016/j.amc.2024.128610 2024
A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems 10.1016/j.apnum.2022.09.001 2023
Pathwise methods for the integration of a stochastic SVIR model 10.1002/mma.9648 2023
An explicit numerical scheme for the computer simulation of the stochastic transport equation 10.1016/j.cnsns.2022.106378 2022
Steady-state density preserving method for stochastic mechanical systems 10.1140/epjp/s13360-021-01770-9 2021
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes 10.1016/j.amc.2019.124734 2020
Efficient computation of phi-functions in exponential integrators 10.1016/j.cam.2020.112758 2020
Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises 10.1016/j.chaos.2020.110195 2020
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces 10.1016/j.spl.2018.11.001 2019
Locally Linearized methods for the simulation of stochastic oscillators driven by random forces 10.1007/s10543-016-0620-2 2017
Refinement to the velocity of convergence for Local Linearization schemes for deterministic, random and stochastic differential equations 2016
Numerical integration of a random integral equation arising in the simulation of stochastic transport equations 2014
Local Linearization-Runge-Kutta methods: A class of A-stable explicit integrators for dynamical systems 10.1016/j.mcm.2012.08.011 2013
Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise 10.1007/s10543-011-0360-2 2012
High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise 10.1007/s10543-010-0272-6 2010
A higher order local linearization method for solving ordinary differential equations 10.1016/j.amc.2006.06.096 2007
Numerical simulation of nonlinear dynamical systems driven by commutative noise 10.1016/j.jcp.2007.05.024 2007
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations 2006
The Local Linearization Method for Numerical Integration of Random Differential Equations 10.1007/s10543-005-2645-9 2005
Aproximación de Ecuaciones Diferenciales Ordinarias por Métodos LL-Taylor 2005
Eventos:

(29.17% eventos com DOI)

Titulo DOI Ano
A numerical scheme with adaptive stepsize for Stochastic Differential Equations with additive noise 10.5540/03.2023.010.01.0012 2023
An explicit numerical method for random differential equations driven by diffusion-type noises 10.5540/03.2018.006.01.0313 2018
Numerical and Computational Analysis of models for Stochasti activity of neurons 10.5540/03.2018.006.01.0461 2018
A semi-analytic explicit integrator for stochastic differential equations driven by multidimensional linear multiplicative noise 10.5540/03.2018.006.02.0246 2018
A numerical method for the semilinear stochastic transport equation 10.5540/03.2015.003.01.0309 2015
Effective simulation of stochastic oscillators driven by random forces 2015
A higher order and stable method for the numerical integration of Random Differential Equations 10.5151/mathpro-cnmai-0023 2015
A higher order and stable method for the numerical integration of RDEs 2014
On the numerical integration of a random integral equation arising in the simulation of stochastic transport equations 10.1063/1.4825986 2013
Stabilized integrators for stochastic differential equations driven by small noise 2012
Dynamical properties of explicit LL-Runge Kutta methods for ODEs 2012
Long-time integration of Stochastic Differential Equations by exponential LL-based methods 2011
Stabilized strong methods for stochastic differential equation driven by small noise 2011
Solving stochastic differential equations through schemes with Random Absolute Stability 2009
Método de Linealización Local con variante implicita para la solución de EDOs: Enfoque y resultados por simulación 2009
An approach for constructing RA-stable high order explicit schemes for stochastic differential equations with additive noise 2008
A new class of MS-stable methods for the approximation of stochastic differential equations 2007
Approximation of SDEs through stable and higher order LL methods 2006
Efficient Simulation of Stochastic Differential Equations. Implementation Issues 2006
Approximation of Stochastic Differential Equations through Stable and Higher Order LL Methods 2006
Local Linearization Runge-Kutta Methods for solving ODEs 2006
Stabilizing approximations of Dynamical Systems driven for ODE's 2006
Aproximación de Sistemas Dinámicos mediante métodos de Orden Superior 2005
Métodos LL Taylor para la eficiente solución de EDOs 2005
Publicações:
Minha Rede: