artículo académico

• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments.  APPLIED NUMERICAL MATHEMATICS.  187:235-261. 2023
• A software platform for adaptive high order multistep methods.  ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE.  46(1). 2020
• A stable numerical scheme for stochastic differential equations with multiplicative noise.  SIAM JOURNAL ON NUMERICAL ANALYSIS.  55(4):1614-1649. 2017
• A weak local linearization scheme for stochastic differential equations with multiplicative noise.  JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS.  313:202-217. 2017
• Analysis of semi-discretized differential algebraic equation from coupled circuit device simulation.  COMPUTATIONAL & APPLIED MATHEMATICS.  34:933-955. 2015