Matemáticas

2023

1. A 14-Order Hybrid Block Method in Variable Step-Size Mode for Solving Second-Order Initial Value Problems

   Mathematical Problems in Engineering, Vol. 2023

2. A Comparison of Monte Carlo-Based and PINN Parameter Estimation Methods for Malware Identification in IoT Networks

   Technologies, Vol. 11, Núm. 5

3. A Computational Block Method with Five Hybrid-Points for Differential Equations Containing a Piece-wise Constant Delay

   Differential Equations and Dynamical Systems

4. A Computational and Graphical Approach to Analyze the Dynamic Wavelet Correlation among Components of a Nonlinear Dynamical System

   Journal of Applied Nonlinear Dynamics, Vol. 12, Núm. 4, pp. 757-766

5. A New Hybrid Block Method for Solving First-Order Differential System Models in Applied Sciences and Engineering

   Fractal and Fractional, Vol. 7, Núm. 10

6. A New Perspective on Doubly Special Relativity

   Universe, Vol. 9, Núm. 3

7. A New Phase-and Amplification-Fitted Sixth-Order Explicit RKN Method to Solve Oscillating Systems

   Thai Journal of Mathematics, Vol. 21, Núm. 1, pp. 219-236

8. A Novel Linear-Model-Based Methodology for Predicting the Directional Movement of the Euro-Dollar Exchange Rate

   IEEE Access, Vol. 11, pp. 67249-67284

9. A Pair of Optimized Nyström Methods with Symmetric Hybrid Points for the Numerical Solution of Second-Order Singular Boundary Value Problems

   Symmetry, Vol. 15, Núm. 9

10. A Phase- and Amplification-Fitted 5(4) Diagonally Implicit Runge–Kutta–Nyström Pair for Oscillatory Systems

    Bulletin of the Iranian Mathematical Society, Vol. 49, Núm. 3

11. A Statistical Approach to Macrofungal Diversity in a Mediterranean Ecosystem of the Iberian Peninsula Dominated by the Holm Oak (Quercus ilex L. subsp. ballota (Desf.) Samp.)

    Forests, Vol. 14, Núm. 8

12. A Tenth-Order Sixth-Derivative Block Method for Directly Solving Fifth-Order Initial Value Problems

    International Journal of Computational Methods, Vol. 20, Núm. 9

13. A computational method for a two-parameter singularly perturbed elliptic problem with boundary and interior layers

    Mathematics and Computers in Simulation, Vol. 206, pp. 40-64

14. A defined benefit pension plan game with Brownian and Poisson jumps uncertainty

    European Journal of Operational Research, Vol. 310, Núm. 3, pp. 1294-1311

15. A defined benefit pension plan model with stochastic salary and heterogeneous discounting

    ASTIN Bulletin, Vol. 53, Núm. 1, pp. 62-83

16. A finite difference method for a singularly perturbed 2-D elliptic convection-diffusion PDEs on Shishkin-type meshes with non-smooth convection and source terms

    Mathematical Methods in the Applied Sciences, Vol. 46, Núm. 5, pp. 5915-5936

17. A fitted numerical method for a singularly perturbed Fredholm integro-differential equation with discontinuous source term

    Applied Numerical Mathematics, Vol. 185, pp. 88-100

18. A fully discrete scheme based on cubic splines and its analysis for time-fractional reaction–diffusion equations exhibiting weak initial singularity

    Journal of Computational and Applied Mathematics, Vol. 434

19. A functionally-fitted block hybrid Falkner method for Kepler equations and related problems

    Computational and Applied Mathematics, Vol. 42, Núm. 8

20. A general approach to noncommutative spaces from Poisson homogeneous spaces: Applications to (A)dS and Poincaré

    SciPost Physics Proceedings, pp. 1-15