Collocation-Based Two Step Runge-Kutta Methods for Ordinary Differential Equations. - Raffaele D'Ambrosio; Matteo Ferro; Beatrice Paternoster (ICCSA (2), 2008)

Two-step hybrid collocation methods for y"=f(x, y). - Raffaele D'Ambrosio; Matteo Ferro; Beatrice Paternoster (Appl. Math. Lett., 2009)

Two-step Runge-Kutta Methods with Quadratic Stability Functions. - Dajana Conte; Raffaele D'Ambrosio; Zdzislaw Jackiewicz (J. Sci. Comput., 2010)

Two-step almost collocation methods for ordinary differential equations. - Raffaele D'Ambrosio; Matteo Ferro; Zdzislaw Jackiewicz; Beatrice Paternoster (Numer. Algorithms, 2010)

Continuous two-step Runge-Kutta methods for ordinary differential equations. - Raffaele D'Ambrosio; Zdzislaw Jackiewicz (Numer. Algorithms, 2010)

Construction of the ef-based Runge-Kutta methods revisited. - Raffaele D'Ambrosio; Liviu Gr. Ixaru; Beatrice Paternoster (Comput. Phys. Commun., 2011)

Exponentially fitted two-step hybrid methods for y″=f(x, y). - Raffaele D'Ambrosio; Elena Esposito; Beatrice Paternoster (J. Comput. Appl. Math., 2011)

Trigonometrically fitted two-step hybrid methods for special second order ordinary differential equations. - Raffaele D'Ambrosio; Matteo Ferro; Beatrice Paternoster (Math. Comput. Simul., 2011)

Construction and implementation of highly stable two-step continuous methods for stiff differential systems. - Raffaele D'Ambrosio; Zdzislaw Jackiewicz (Math. Comput. Simul., 2011)

Exponentially fitted two-step Runge-Kutta methods: Construction and parameter selection. - Raffaele D'Ambrosio; Elena Esposito; Beatrice Paternoster (Appl. Math. Comput., 2012)

Perturbed MEBDF methods. - Raffaele D'Ambrosio; Giuseppe Izzo; Zdzislaw Jackiewicz (Comput. Math. Appl., 2012)

General linear methods for y′′ = f (y (t)). - Raffaele D'Ambrosio; Elena Esposito; Beatrice Paternoster (Numer. Algorithms, 2012)

Multi-value Numerical Methods for Hamiltonian Systems. - Raffaele D'Ambrosio (ENUMATH, 2013)

Numerical search for algebraically stable two-step almost collocation methods. - Dajana Conte; Raffaele D'Ambrosio; Zdzislaw Jackiewicz; Beatrice Paternoster (J. Comput. Appl. Math., 2013)

Numerical integration of Hamiltonian problems by G-symplectic methods. - Raffaele D'Ambrosio; Giuseppe De Martino; Beatrice Paternoster (Adv. Comput. Math., 2014)

Revised exponentially fitted Runge-Kutta-Nyström methods. - Raffaele D'Ambrosio; Beatrice Paternoster; Giuseppe Santomauro (Appl. Math. Lett., 2014)

p-stable general Nyström methods for y″=f(y(t)). - Raffaele D'Ambrosio; Beatrice Paternoster (J. Comput. Appl. Math., 2014)

Exponentially fitted singly diagonally implicit Runge-Kutta methods. - Raffaele D'Ambrosio; Beatrice Paternoster (J. Comput. Appl. Math., 2014)

Long-Term Stability of Multi-Value Methods for Ordinary Differential Equations. - Raffaele D'Ambrosio; Ernst Hairer (J. Sci. Comput., 2014)

Natural Volterra Runge-Kutta methods. - Dajana Conte; Raffaele D'Ambrosio; Giuseppe Izzo; Zdzislaw Jackiewicz (Numer. Algorithms, 2014)

Order conditions for General Linear Nyström methods. - Raffaele D'Ambrosio; Giuseppe De Martino; Beatrice Paternoster (Numer. Algorithms, 2014)

A general framework for the numerical solution of second order ODEs. - Raffaele D'Ambrosio; Beatrice Paternoster (Math. Comput. Simul., 2015)

On the Employ of Time Series in the Numerical Treatment of Differential Equations Modeling Oscillatory Phenomena. - Raffaele D'Ambrosio; Martina Moccaldi; Beatrice Paternoster; Federico Rossi 002 (WIVACE, 2016)

General Nyström methods in Nordsieck form: Error analysis. - Raffaele D'Ambrosio; Giuseppe De Martino; Beatrice Paternoster (J. Comput. Appl. Math., 2016)

GPU-acceleration of waveform relaxation methods for large differential systems. - Dajana Conte; Raffaele D'Ambrosio; Beatrice Paternoster (Numer. Algorithms, 2016)

Stochastic Numerical Models of Oscillatory Phenomena. - Raffaele D'Ambrosio; Martina Moccaldi; Beatrice Paternoster; Federico Rossi 002 (WIVACE, 2017)

Adapted numerical methods for advection-reaction-diffusion problems generating periodic wavefronts. - Raffaele D'Ambrosio; Martina Moccaldi; Beatrice Paternoster (Comput. Math. Appl., 2017)

Exponentially fitted IMEX methods for advection-diffusion problems. - Angelamaria Cardone; Raffaele D'Ambrosio; Beatrice Paternoster (J. Comput. Appl. Math., 2017)

Collocation Methods for Volterra Integral and Integro-Differential Equations: A Review. - Angelamaria Cardone; Dajana Conte; Raffaele D'Ambrosio; Beatrice Paternoster (Axioms, 2018)

Stability Issues for Selected Stochastic Evolutionary Problems: A Review. - Angelamaria Cardone; Dajana Conte; Raffaele D'Ambrosio; Beatrice Paternoster (Axioms, 2018)

Parameter estimation in IMEX-trigonometrically fitted methods for the numerical solution of reaction-diffusion problems. - Raffaele D'Ambrosio; Martina Moccaldi; Beatrice Paternoster (Comput. Phys. Commun., 2018)

Adapted explicit two-step peer methods. - Dajana Conte; Raffaele D'Ambrosio; Martina Moccaldi; Beatrice Paternoster (J. Num. Math., 2019)

Parallel Numerical Solution of a 2D Chemotaxis-Stokes System on GPUs Technology. - Raffaele D'Ambrosio; Stefano Di Giovacchino; Donato Pera (ICCS (1), 2020)

Multivalue Almost Collocation Methods with Diagonal Coefficient Matrix. - Dajana Conte; Raffaele D'Ambrosio; Maria Pia D'Arienzo; Beatrice Paternoster (ICCSA (1), 2020)

User-Friendly Expressions of the Coefficients of Some Exponentially Fitted Methods. - Dajana Conte; Raffaele D'Ambrosio; Giuseppe Giordano; Liviu Gr. Ixaru; Beatrice Paternoster (ICCSA (1), 2020)

Drift-preserving numerical integrators for stochastic Hamiltonian systems. - Chuchu Chen; David Cohen; Raffaele D'Ambrosio; Annika Lang (Adv. Comput. Math., 2020)

A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations. - Vincenzo Citro; Raffaele D'Ambrosio; Stefano Di Giovacchino (Appl. Math. Lett., 2020)

Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems. - Dajana Conte; Raffaele D'Ambrosio; Giovanni Pagano; Beatrice Paternoster (Comput. Appl. Math., 2020)

Continuous Extension of Euler-Maruyama Method for Stochastic Differential Equations. - Dajana Conte; Raffaele D'Ambrosio; Giuseppe Giordano; Beatrice Paternoster (ICCSA (1), 2021)

Optimal θ-Methods for Mean-Square Dissipative Stochastic Differential Equations. - Raffaele D'Ambrosio; Stefano Di Giovacchino (ICCSA (1), 2021)

Asymptotic Quadrature Based Numerical Integration of Stochastic Damped Oscillators. - Raffaele D'Ambrosio; Carmela Scalone (ICCSA (2), 2021)

Exponential mean-square stability properties of stochastic linear multistep methods. - Evelyn Buckwar; Raffaele D'Ambrosio (Adv. Comput. Math., 2021)

Correction to: Exponential mean-square stability properties of stochastic linear multistep methods. - Evelyn Buckwar; Raffaele D'Ambrosio (Adv. Comput. Math., 2021)

Multivalue mixed collocation methods. - Dajana Conte; Raffaele D'Ambrosio; Maria Pia D'Arienzo; Beatrice Paternoster (Appl. Math. Comput., 2021)

Two-step Runge-Kutta methods for stochastic differential equations. - Raffaele D'Ambrosio; Carmela Scalone (Appl. Math. Comput., 2021)

Perturbative analysis of stochastic Hamiltonian problems under time discretizations. - Raffaele D'Ambrosio; Giuseppe Giordano; Beatrice Paternoster; A. Ventola (Appl. Math. Lett., 2021)

Improved ϑ-methods for stochastic Volterra integral equations. - Dajana Conte; Raffaele D'Ambrosio; Beatrice Paternoster (Commun. Nonlinear Sci. Numer. Simul., 2021)

Nonlinear stability issues for stochastic Runge-Kutta methods. - Raffaele D'Ambrosio; Stefano Di Giovacchino (Commun. Nonlinear Sci. Numer. Simul., 2021)

Mean-square contractivity of stochastic ϑ-methods. - Raffaele D'Ambrosio; Stefano Di Giovacchino (Commun. Nonlinear Sci. Numer. Simul., 2021)

On the numerical solution of stochastic oscillators driven by time-varying and random forces. - Raffaele D'Ambrosio; Carmela Scalone (CoRR, 2021)

Stiffness Analysis to Predict the Spread Out of Fake Information. - Raffaele D'Ambrosio; Giuseppe Giordano; Serena Mottola; Beatrice Paternoster (Future Internet, 2021)

Multivalue collocation methods free from order reduction. - Raffaele D'Ambrosio; Beatrice Paternoster (J. Comput. Appl. Math., 2021)

On the numerical structure preservation of nonlinear damped stochastic oscillators. - Raffaele D'Ambrosio; Carmela Scalone (Numer. Algorithms, 2021)

A Modified SEIR Model: Stiffness Analysis and Application to the Diffusion of Fake News. - Raffaele D'Ambrosio; Patricia Diaz de Alba; Giuseppe Giordano; Beatrice Paternoster (ICCSA (1), 2022)

Forecasting in Shipments: Comparison of Machine Learning Regression Algorithms on Industrial Applications for Supply Chain. - Nunzio Carissimo; Raffaele D'Ambrosio; Milena Guzzo; Sabino Labarile; Carmela Scalone (ICCSA (2), 2023)

On the conservative character of discretizations to Itô-Hamiltonian systems with small noise. - Raffaele D'Ambrosio; Stefano Di Giovacchino; Giuseppe Giordano; Beatrice Paternoster (Appl. Math. Lett., 2023)

How do Monte Carlo estimates affect stochastic geometric numerical integration? - Raffaele D'Ambrosio; Stefano Di Giovacchino (Int. J. Comput. Math., 2023)

Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations. - Raffaele D'Ambrosio; Stefano Di Giovacchino (SIAM J. Sci. Comput., 2023)

Numerical conservation issues for the stochastic Korteweg-de Vries equation. - Raffaele D'Ambrosio; Stefano Di Giovacchino (J. Comput. Appl. Math., 2023)

Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities. - Fabio Antonelli; Raffaele D'Ambrosio; Ivan Gallo (Comput. Math. Appl., 2023)

A Magnus-based integrator for Brownian parametric semi-linear oscillators. - Raffaele D'Ambrosio; Hugo de la Cruz; Carmela Scalone (Appl. Math. Comput., 2024)

Strong backward error analysis of stochastic Poisson integrators. - Raffaele D'Ambrosio; Stefano Di Giovacchino (CoRR, 2024)

Random periodic solutions of SDEs: Existence, uniqueness and numerical issues. - Afsaneh Moradi; Raffaele D'Ambrosio (Commun. Nonlinear Sci. Numer. Simul., 2024)

Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems. - Raffaele D'Ambrosio; Stefano Di Giovacchino (Appl. Math. Comput., 2024)

Jacobian-free explicit multiderivative general linear methods for hyperbolic conservation laws. - Afsaneh Moradi; Jeremy Chouchoulis; Raffaele D'Ambrosio; Jochen Schütz (Numer. Algorithms, 2024)

Mean-Square Monotonicity Analysis of θ-Maruyama Methods. - Helena Biscevic; Raffaele D'Ambrosio (ICCSA (Workshops 2), 2025)

Discrete Gradient θ-Methods for Port-Hamiltonian Systems. - Raffaele D'Ambrosio; Simone Di Donato (ICCSA (Workshops 2), 2025)

Finding Sustainable Clusters in Supply Chains Dynamics via Graph Partitioning. - Raffaele D'Ambrosio; Stefano Di Giovacchino; Carmela Scalone (ICCSA (3), 2025)

Contractivity of stochastic θ-methods under non-global Lipschitz conditions. - Helena Biscevic; Raffaele D'Ambrosio; Stefano Di Giovacchino (Appl. Math. Comput., 2025)

A priori error estimates for the θ-method for the flow of nonsmooth velocity fields. - Gennaro Ciampa; Tommaso Cortopassi; Gianluca Crippa; Raffaele D'Ambrosio; Stefano Spirito (CoRR, 2025)

Time integration of dissipative stochastic PDEs. - Helena Biscevic; Raffaele D'Ambrosio (CoRR, 2025)

Sparse Identification of Nonlinear Dynamics for Stochastic Delay Differential Equations. - Dimitri Breda; Dajana Conte; Raffaele D'Ambrosio; Ida Santaniello; Muhammad Tanveer (CoRR, 2025)