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ACADEMIC DEGREE
- M.S. in Nuclear Physics, Havana University, Cuba
- Ph.D. in Mathematics, Havana University, Cuba
CURRENT POSITION
Senior Professor,
Departamento de Matemática Interdisciplinaria,
Instituto de Cibernética, Matemática y Física
Calle 15 No. 551 e/ C y D, Vedado,
La Habana 4, C.P. 10400,
Cuba.
e-mail: juan_carlos_js@yahoo.com, jcarlos@icimaf.cu
ORCID ID: http://orcid.org/0000-0001-6014-0505
Long Term Positions:
Oct 1983/ Oct 1986, Assistant Professor, Dept. of Neuro Physics, Cuban Neurosciences Center, Havana, Cuba
Oct 1986/ Sept 1999, Associate Professor, Dept. of Neuro Analysis, Cuban Neurosciences Center, Havana, Cuba
Nov 1999/ Sept 2015, Professor, Dept. of Interdisciplinary Mathematics, Institute of Cybernetics, Mathematics and Physics, Havana, Cuba
Oct 2015/ ....., Senior Professor, Dept. of Interdisciplinary Mathematics, Institute of Cybernetics, Mathematics and Physics, Havana, Cuba
Short Term Positions:
Sept 1995/ Dec 1995, Visiting Associate Professor, Dept. of Prediction and Control, The Institute of Statistical Mathematics, Tokyo, Japan
Sept 1997/ Dec 1997, Visiting Associate Professor, Dept. of Prediction and Control, The Institute of Statistical Mathematics, Tokyo, Japan
May 2000/ Mar 2001, Visiting Professor, Dept. of Prediction and Control, The Institute of Statistical Mathematics, Tokyo, Japan
Apr 2005/ Jun 2005, Visiting Professor, New Industry Creation Hatchery Center, Tohoku University, Sendai, Japan
Sept 2005/ Dec 2005, Visiting Professor, Dept. Statistical Modeling, The Institute of Statistical Mathematics, Tokyo, Japan
Jan 2008/ Mar 2008, Visiting Professor, Dept. Statistical Modeling, The Institute of Statistical Mathematics, Tokyo, Japan
Jan 2010/Mar 2010: Visiting Professor, Dept. of Mathematical Analysis & Statistical Inference, The Institute of Statistical Mathematics, Tokyo, Japan
Nov 2011/Feb 2012: Visiting Professor, Risk Analysis Research Center, The Institute of Statistical Mathematics, Tokyo, Japan
Jun 2013/Jul 2013: Visiting Professor, Centro de Investigación y Modelamiento de Fenómenos Aleatorios, Universidad de Valparaiso, Chile
Oct 2013/Dec 2013: Visiting Professor, Risk Analysis Research Center, The Institute of Statistical Mathematics, Tokyo, Japan
Oct 2014: Visiting Professor, School of Applied Mathematics, Fundação Getulio Vargas (FGV), Rio de Janeiro, Brazil
Nov 2014: Visiting Professor, Dept. of Mathematical Engineering, University of Concepcion, Chile
May 2015/Jun 2015: Visiting Professor, Dept. of Probability and Statistics, CIMAT, Guanajuato, Mexico
Nov 2015: Visiting Professor, Dept. of Mathematical Engineering, University of Concepcion, Chile
Apr 2016/May 2016: Visiting Professor, Dept. of Probability and Statistics, CIMAT, Guanajuato, Mexico
Oct 2016/Dec 2016: Visiting Professor, School of Applied Mathematics, Fundação Getulio Vargas (FGV), Rio de Janeiro, Brazil
Apr & Nov 2017: Visiting Professor, Dept. of Mathematical Engineering, University of Concepcion, Chile
Nov. 18: Visiting Professor, Dept. of Mathematical Engineering, University of Concepcion, Chile
Feb. 19/May. 19: Visiting Professor, School of Applied Mathematics, Fundação Getulio Vargas (FGV), Rio de Janeiro, Brasil
Jan. 20/Mar. 20: Visiting Professor, Research Center for Medical and Health Data Science, The Institute of Statistical Mathematics, Tokyo, Japan
Oct. 22/Nov. 22: Visiting Professor, Dept. Statistical Modeling, The Institute of Statistical Mathematics, Tokyo, Japan
Oct. 23/Nov. 23: Visiting Professor, Dept. Statistical Modeling, The Institute of Statistical Mathematics, Tokyo, Japan
Other visiting appointments:
Oct 1988: Super Conductors Lab., Kurchatov Institute of Nuclear Energy, Moscow, Russia
Mar 2002: Dept. of Prediction and Control, The Institute of Statistical Mathematics, Tokyo, Japan
Mar 2003: Dept. of Prediction and Control, The Institute of Statistical Mathematics, Tokyo, Japan
Mar 2005: Dept. of Statistical Modeling, The Institute of Statistical Mathematics, Tokyo, Japan
Jun 2006: School of Finance and Economics, University of Technology, Sydney, Australia
Oct 2007/Dec 2007: Division of Developmental Cognitive Neuroscience, Tohoku University, Sendai, Japan
Apr 2009/Jun 2009: Dept. of Mathematics, International Center for Theoretical Physics, Trieste, Italy
Sep 2010/Nov 2010: Dept. of Mathematics, International Center for Theoretical Physics, Trieste, Italy
May 2012/Jul 2012: Dept. of Mathematics, International Center for Theoretical Physics, Trieste, Italy
RESEARCH INTERESTS
Nonlinear Dynamical Systems and their Applications
Integration and inference of deterministic and random dynamical systems, with emphasis in systems modelled by: Ordinary Differential Equations, Stochastic Differential Equations, Random Differential Equations, Delay Differential Equation and Stochastic Delay Differential Equations.
Qualitative study of deterministic and random dynamical systems
Stochastic processes
Numerical methods
Identification, prediction and control of dynamical systems from actual data
Time series analysis of actual data with emphasis in bio-physiological, financial and forest data
Evolutionary Computation with Probabilistic Models
PUBLICATIONS
Papers in Journals:
“Jacobian-free Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of differential equations”, J. Comput. Appl. Math., 449 (2024) 115974. PDF
“Matrix-free computation of linear combinations of phi-functions times vectors in exponential integrators”, Ciencias Matemáticas Vol. 36 (2024) 13-19. PDF
“Modeling the interaction between donor-derived regulatory T cells and effector T cells early after allogeneic hematopoietic stem cell transplantation”, BioSystems, 227-228 (2023) 104889. PDF
"Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments", Appl. Numer. Math., 187 (2023) 235–261. PDF
"Jacobian-free High Order Local Linearization methods for large systems of initial value problems", Appl. Numer. Math., 187 (2023) 158–175. PDF
“Computing high dimensional multiple integrals involving matrix exponentials”, J. Comput. Appl. Math., 421 (2023) 114844. PDF
"State and parameter estimation of stochastic physical systems from uncertain and indirect measurements", Eur. Phys. J. Plus, 136 (2021) 869. PDF
"Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes”, Math. & Comput. in Simulations, 187 (2021) 449–467. PDF
"Locally Linearized Runge-Kutta method of Dormand and Prince for large systems of initial value problems", J. Comput. Physics, 426 (2021) 109946. PDF
"Bias reduction in the estimation of diffusion processes from discrete observations", IMA J. Math. Control Inform., 37 (2020) 1468–1505. PDF
"Efficient computation of phi-functions in exponential integrators”, J. Comput. Appl. Math., 374 (2020) 112758. PDF
"Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes", Appl. Math. Comput., 366 (2020) 124734. PDF
"On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces", Statist. Prob. Letters, 146 (2019) 85–89. PDF
"Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms", IMA J. Math. Control Inform. 36 (2019) 341–378. PDF
"A stable numerical scheme for stochastic differential equations with multiplicative noise", SIAM J. Numer. Analysis, 55 (2017) 1614-1649. PDF
"Locally Linearized methods for the simulation of stochastic oscillators driven by random forces", BIT Numer. Math., 57 (2017) 123-151. PDF
"A weak Local Linearization scheme for stochastic differential equations with multiplicative noise", J. Comput. Appl. Math., 313 (2017) 202-217. PDF
"Convergence rate refinement of the Local Linearization schemes for deterministic, random and stochastic differential equations", Anal. Acad. Ciencias Cuba, 7 (2017). PDF
"Multiple Shooting-Local Linearization method for the identification of dynamical systems", Commun. Nonlinear Sci. Numer. Simul., 37 (2016) 292–304. PDF
"Simplified formulas for the mean and variance of linear stochastic differential equations", Appl. Math. Letters, 49 (2015) 12-19. PDF
"Convergence rate of weak Local Linearization schemes for stochastic differential equations with additive noise", J. Comput. Appl. Math., 279 (2015) 106-122. PDF
"Locally Linearized Runge Kutta method of Dormand and Prince", Appl. Math. Comput., 247 (2014) 589-606. PDF
“Construction and study of Local Linearization adaptive codes for ordinary differential equations”, Rev. Mat. Teor. Apl., 21 (2014) 21–53. PDF
“Local Linearization - Runge Kutta Methods: a class of A-stable explicit integrators for dynamical systems”, Math. Comput. Modelling, 57 (2013) 720-740. PDF
“Convergence rate of strong Local Linearization schemes for stochastic differential equations with additive noise”, BIT Numer. Math., 52 (2012) 357-382. PDF
“QR-based methods for computing Lyapunov exponents of stochastic differential equations”, Int. J. Numer. Anal. Model., Ser. B, 1 (2010) 147-171. PDF
“High Order Local Linearization methods: an approach for constructing A-stable high order explicit schemes for stochastic differential equations with additive noise”, BIT Numer. Math., 50 (2010) 509–539. PDF
“Rate of convergence of Local Linearization schemes for random differential equations”, BIT Numer. Math., 49 (2009) 357–373. PDF
“Identification and comparison of stochastic metabolic/hemodynamic models (sMHM) for the generation of the BOLD signal“, J. Comput. Neuroscience, 26 (2009) 251-269. PDF
“Weak Local Linear discretizations for stochastic differential equations with jumps”, J. Appl. Prob., 45 (2008) 201-210. PDF
“Computing multiple integrals involving matrix exponentials”, J. Comput. Appl. Math., 213 (2008) 300-305. PDF
“Numerical simulation of nonlinear dynamical systems driven by commutative noise”, J. Comput. Physics, 226 (2007) 1219-1233. PDF
“A higher order Local Linearization method for solving ordinary differential equations”, Appl. Math. Comput., 185 (2007) 197-212. PDF
“Realistically coupled neural mass models can generate EEG rhythms”, Neural Computation, 19 (2007) 478-512. PDF
“Nonlinear local electro-vascular coupling. Part II: From data to neural masses”, Human Brain Mapping, 28 (2007) 335-354. PDF
“Nonlinear local electro-vascular coupling. Part I: A theoretical model”, Human Brain Mapping, 27 (2006) 896-914. PDF
“Local Linearization method for numerical integration of delay differential equations”, SIAM J. Numer. Analysis, 44 (2006) 2584-2609. PDF
“Weak Local Linear discretizations for stochastic differential equations: convergence and numerical schemes”, J. Comput. Appl. Math., 197 (2006) 578-596. PDF
“Local Linear approximations for jump diffusion processes”, J. Appl. Prob., 43 (2006) 185-194. PDF
“An approximate innovation method for the estimation of diffusion processes from discrete data”, J. Time Series Analysis, 27 (2006) 77-97. PDF
“Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview”, Asia-Pacific Financial Markets, 12 (2006) 109-141. PDF
“Rate of convergence of Local Linearization schemes for initial-value problems”, Appl. Math. Comput., 171 (2005) 1282-1295. PDF
“The Local Linearization method for numerical integration of random differential equations”, BIT Numer. Math., 45 (2005) 1-14. PDF
“A class of automatic orthogonal integrators for stochastic differential equations”, J. Comput. Appl. Math., 182 (2005) 350-361. PDF
“Local Linearization filters for nonlinear continuous-discrete state space models with multiplicative noise“, Int. J. Control, 76 (2003) 1159-1170. PDF
“Linear estimation of continuous-discrete linear state space models with multiplicative noise”, System & Control Letters, 47 (2002) 91-101. PDF
“A simple algebraic expression to evaluate the Local Linearization schemes for stochastic differential equations”, Appl. Math. Letters, 15 (2002) 775-780. PDF
“A numerical method for the computation of the Lyapunov exponents for nonlinear ordinary differential equations”, Appl. Math. Comput., 31 (2002) 21-37. PDF
“Approximation of continuous time stochastic processes by the Local Linearization method revisited", Stochast. Anal. & Appl., 20 (2002), 105-121. PDF
“Dynamic properties of the Local Linearization method for initial-value problems”, Appl. Math. Comput., 126 (2002) 63-80. PDF
"Role of the likelihood function in the estimation of chaos models", J. Time Series Analysis, 21 (2000) 363-387. PDF
"Simulation of stochastic differential equations through the local linearization method. A comparative study". J. Statist. Physics, 94 (1999) 587-602. PDF
"Testing non-linearity and directedness of interactions between neural groups in the macaque inferotemporal cortex". J. Neurosci. Methods, 94 (1999) 105-119. PDF
“Nonlinear EEG analysis based on a neural mass model”. Biological Cybernetics, 81 (1999) 415-424. PDF
“Geometric selection of centers for radial basis function approximations involved in intensive computer simulations”. Math. & Comput. in Simulations, 48 (1999) 295-306. PDF
"Computing the noise covariance matrix of the Local Linearization scheme for the numerical solution of stochastic differential equations". Appl. Math. Letters, 11 (1998) 19-23. PDF
"Numerical integration of ODEs modelling the evolution of biological systems: the adaptive Local Linearization scheme with approximate Jacobian". Ciencias Biológicas., 29 (1998) 41-43. PDF (in Spanish)
"Reparameterization of auto-regressive models with coefficients depending on covariables: Application to EEG spectrum. Statistic in Medicine, 16 (1997) 1745-1752. PDF
"Local Linearization method for the numerical solution of stochastic differential equations". Annals of Inst. Statist. Math., 48 (1996) 631-644. PDF
"Parametric representation of anatomical structures of the human body by means of trigonometric interpolating sums". J. Comput. Physics, 126 (1996) 243-250. PDF
"EGG predictability. Properness of nonlinear forecasting methods". Int. J. Biomedical Computing, 38 (1995) 197-206. PDF
"Measuring the dissimilarity between EEG recording through a nonlinear dynamical system approach". Int. J. Biomedical Computing, 38 (1995) 121-129. PDF
"Modelling the electroencephalogram by means of spatial spline smoothing and temporal autoregression". Biological Cybernetics, 72 (1995) 249-259. PDF
"High resolution quantitative EEG analysis". Brain Topography, 6 (1994) 211-219. PDF
"High resolution analysis of the coherences and energy spectrum in patients with localized symptomatic epilepsy". Revista de Neurofisiología Clínica, 7 (1994) 15-22. (in Spanish) link
"Comparison of EEG abnormal activities in learning disabled, behavioural disordered and normal children". Archivos del Instituto Nacional de Neurología y Neurocirugía, 8 (1993) 67-72. link
"Multivariate Box-Cox transformations with applications to neurometric data". Computer in Biology and Medicine, 19 (1989) 263-267. PDF
"Numeric solution of integral equations using parametric approximation for the surfaces". Ciencias Biológicas, 19 (1988) 197-199. (in Spanish).
"EEG sub-band codification". Ciencias Biológicas, 19 (1988) 119-121. (in Spanish).
"Comparison between different quantitative measures of normality for evoked potentials". Ciencias Biológicas, 19 (1988) 139-141. (in Spanish).
"Topography image evaluator for microcomputers. Design and implementation". Ciencias Biológicas, 17 (1986) 141-144. (in Spanish).
Papers in Books:
"Time variant distribution of Sugi log prices based on reverting mean model for risk valuation", In: Forest Resources Management and Mathematical Modeling (FORMATH), Vol.18, 1-13, Japanese Society of Forest Planning Press, 2019. PDF
"A higher order and stable method for the numerical integration of random differential equations", In: Anais do Congresso Nacional de Matemática Aplicada à Indústria, Vol. 1, 103-110, Blucher, São Paul, 2015. PDF
"Reverted mean and asymptotic stationary distribution for timber price using a mean-reverting stochastic model”, In: Forest Resources Management and Mathematical Modeling (FORMATH), Vol.11, 167-180, Japanese Society of Forest Planning Press, 2012. PDF
“Local Linearization-Runge Kutta (LLRK) methods for solving ordinary differential equations”, In: Lecture Note in Computer Sciences 3991, Springer-Verlag, 2006, 132-139. PDF
“The innovation approach to the identification of nonlinear causal models in time series analysis”, In: Time series analysis and applications to geophysical systems, Brillinger D.R., Robinson E.A., and Schoenberg F.P. (Eds),. IMA Volumes in Mathematics and its Applications, Vol. 139, Springer- Verlag, 2004, 195-226. PDF
“The statistical identification of nonlinear brain dynamics”. In: Nonlinear Dynamics and Brain Functioning, Pradhan N., Rapp P.E., Sreenivasan R. (Eds.), Nova Science Publishers, 1999, 243-264. link
“Nonlinear time series models and neural dynamical systems”. In: Nonlinear Dynamics and Brain Functioning, Pradhan N., Rapp P.E., Sreenivasan R. (Eds.), Nova Science Publishers, 1999, 155-200. link
"Smooth approximation of nonnegative definite kernels". In: Approximation and Optimization in the Caribbean, Florenzano M. et al. (Eds.), Peter Lang, 1995, 114-128. link
"Projective methods for the magnetic direct problem. In: Advances in Biomagnetism. S. Williamson and L. Kaufman (Eds.), Plenum Press, 1990, 615-618. PDF
"Functionally based statistical methods for the analysis of the EEG and event related potential". In: Progress in Computer-Assisted Function Analysis, J.L. Willems, J.H. van Bemmel and J. Michel (Eds.), North-Holland, 1988, 91-96. link
"Current source density estimation: a new method’. In: Estudios Avanzados en Neurociencias", M. Valdes and A. Alvarez (Eds.), Editorial CENIC, 125-133, 1987.
"Selecting Box-Cox transformations for neurometric data". In: Estudios Avanzados en Neurociencias, M. Valdes and A. Alvarez (Eds.), Editorial CENIC, 134-141, 1987.
"A parametric model for the analysis of evoked responses to multiple events". In: Estudios Avanzados en Neurociencias, M. Valdes and A. Alvarez (Eds.), Editorial CENIC, 98-109, 1987. (in Spanish).
"Neuronica: A data acquisition and analysis system for bioelectric signals". In: Estudios Avanzados en Neurociencias, M. Valdes and A. Alvarez (Eds.), Editorial CENIC, 71-80, 1987. (in Spanish)
Papers in Proceedings:
“Application of a continuous univariate marginal distribution algorithm to the computation of innovation estimators for diffusion processes”, In: Boletín de la Sociedad Cubana de Matemática y Computación. Vol. 3, No. 1, 2005 (Proceeding of the IX National Congress of Mathematics and Computation, La Habana, 2005).
“Modeling and control for foreign exchange based on a continuous time stochastic microstructure model”, In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada USA, Dec. 2002, (2002) 4440-4445. PDF
“Use of stochastic differential equation models in financial time series analysis: monitoring and control of currencies in exchange market”. In: Proceedings of 3er Japan-US joint seminar on statistical time series analysis, Kyoto, Japan, June 2001, (2001) 17-24. PDF
“Estimating continuous-discrete state space models and applications” In: Proceedings of ISM Symposium: Statistical Research in Complex Systems, Tokyo, Japan, March 2001, (2001) 39-45. link
"Local linearization method for the numerical solution of stochastic differential equations and nonlinear Kalman filters". In: Proceeding of the Symposium: Studies on data analysis by statistical software, Fuji Kenshu-Jyo, Japan, Nov. 1995, (1996) 291-292.
Patents:
· Patent No. US5282474 A: Methods and system for the evaluation and visual display of abnormal electromagnetic physiological activity of the brain and the heart. USA. 1994. link
· Patent No. 4/91: Method and system for the anatomic deconvolution of brain and heart electromagnetic activity. Cuba. 1991.
· Patent No. 169/90: Methods and system for evaluation and visual display of abnormal electromagnetic physiological activity of the brain and the heart. Cuba. 1990.
AWARDS
· Annual Award of the Cuban Academy of Sciences (2022): “Reduction of bias in the estimation of stochastic differential equations”.
· Annual Award of the Cuban Academy of Sciences (2016): “Convergence rate refinement of the Local Linearization schemes for deterministic, random and stochastic differential equations”.
· Annual Award of the Cuban Academy of Sciences (2006): “Estimation of continuous-discrete space state models with multiplicative noise: Local Linearization filters and Innovation method”.
· Annual Award of the Cuban Academy of Sciences (2003): “Local Linearization methods for the approximation of ordinary and stochastic differential equations”.
· Annual Award of the Cuban Academy of Sciences (1999): “Statistical identification of the nonlinear dynamic of the normal and epileptic brain”.
· Annual Award of the Cuban Academy of Sciences (1997): “3-D statistical mapping for the spectrum of EEG generators”.
· Annual Award for the Scientific Research Applied to the Development of the Cuban Society (1991), Ministry of Higher Education: “Early Detection of Hearing Defects”.
· National Award Carlos J. Finlay (1990), for developing the bio-medical equipments MEDICID II and NEURONICA.
NOPUBLISHED TECHNICAL REPORTS
Strong Local Linearization methods for the numerical integration of stochastic differential equations with additive noise: An overview. Preprint 2010093, International Center for Theoretical Physics, Trieste, 2010. PDF
Local Linearization methods for the numerical integration of ordinary differential equations: An overview. Preprint 2009035, International Center for Theoretical Physics, Trieste, 2009. PDF
Parameter estimation of a dynamical model for EEG/MEG generators on the brain cortex. Technical Report ICIMAF 208-467, Instituto de Cibernética, Matemática y Física, La Habana, Cuba.
An innovation approach for the estimation, selection and prediction of discretely observed continuous-time stochastic volatility models. Research Memo 855, The Institute of Statistical Mathematics, Tokyo, 2002. Abstract PDF
Identification of continuous-discrete state space models with delays. Research Memo 658, The Institute of Statistical Mathematics, Tokyo, 1997. PDF
Home Page: Prof. J.C. Jimenez
Last update: Oct. 13, 2023
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