| Publication | Date of Publication | Type |
|---|
Multiple shooting-local linearization method for the identification of dynamical systems
Communications in Nonlinear Science and Numerical Simulation | 2020-09-15 | Paper |
The geometry of the Wilks's \(\Lambda\) random field
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
Mathematical and Computer Modelling | 2015-02-19 | Paper |
Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
Journal of Computational and Applied Mathematics | 2015-01-06 | Paper |
QR-based methods for computing Lyapunov exponents of stochastic differential equations
International Journal of Numerical Analysis and Modeling. Series B | 2012-08-28 | Paper |
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
BIT | 2010-10-13 | Paper |
The geometry of time-varying cross-correlation random fields
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Rate of convergence of local linearization schemes for random differential equations
BIT | 2009-07-24 | Paper |
On the Fisher's \(Z\) transformation of correlation random fields
Statistics & Probability Letters | 2009-04-03 | Paper |
On the geometry of a generalized cross-correlation random field
Statistics & Probability Letters | 2008-12-10 | Paper |
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
Computational Science – ICCS 2006 | 2008-12-09 | Paper |
Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
Journal of Applied Probability | 2008-04-30 | Paper |
Computing multiple integrals involving matrix exponentials
Journal of Computational and Applied Mathematics | 2008-02-06 | Paper |
Numerical simulation of nonlinear dynamical systems driven by commutative noise
Journal of Computational Physics | 2007-11-01 | Paper |
Realistically Coupled Neural Mass Models Can Generate EEG Rhythms
Neural Computation | 2007-10-30 | Paper |
A higher order local linearization method for solving ordinary differential equations
Applied Mathematics and Computation | 2007-03-12 | Paper |
Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
Journal of Computational and Applied Mathematics | 2006-10-30 | Paper |
Local Linear Approximations of Jump Diffusion Processes
Journal of Applied Probability | 2006-09-25 | Paper |
Rate of convergence of local linearization schemes for initial-value problems
Applied Mathematics and Computation | 2006-05-18 | Paper |
The local linearization method for numerical integration of random differential equations
BIT | 2005-10-18 | Paper |
A class of orthogonal integrators for stochastic differential equations
Journal of Computational and Applied Mathematics | 2005-06-30 | Paper |
A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
Applied Mathematics and Computation | 2003-01-28 | Paper |
