

This work is a detailed theoretical study of lineality methods for the solution of ordinary and stochastic differential equations.
This type of equations usually appears in the solution of many current problems of scientific and technical interest, such as chaos and neurosciences.
As a result of this study the authors introduce new integrators that improve substantially the efficiency in the solution of differential equations by numeric methods.
The method developed is claimed in four articles in prestigious magazines such as Aplied Matematics and Computation, Applied Matematics Letters, Journal of Statistical Physics and Stocastic Analysis and Aplications.
The methods developed were already contained in a Handbook (Stocastic Analysis and Aplications of 2002), of international circulation, and this aspect should be highlighted.