Updated on 2023/12/26

写真a

 
KOMORI Yoshio
 
Scopus Paper Info  
Total Paper Count: 0  Total Citation Count: 0  h-index: 6

Citation count denotes the number of citations in papers published for a particular year.

Affiliation
Faculty of Computer Science and Systems Engineering Department of Physics and Information Technology
Job
Associate Professor
E-mail
メールアドレス
External link

Research Interests

  • Numerical method

  • Numerical stability

  • Stochastic differential equation

Research Areas

  • Natural Science / Mathematical analysis

  • Natural Science / Applied mathematics and statistics

  • Natural Science / Basic mathematics

Undergraduate Education

  • 1990.03   Nagoya Institute of Technology   Faculty of Engineering   Graduated   Japan

Post Graduate Education

  • 1996.03   Nagoya University   Graduate School, Division of Engineering   Doctoral Program   Japan

Degree

  • Nagoya University  -  Doctor of Engineering   1998.03

Biography in Kyutech

  • 2019.04
     

    Kyushu Institute of Technology   Faculty of Computer Science and Systems Engineering   Department of Physics and Information Technology   Associate Professor  

  • 2014.04
    -
    2019.03
     

    Kyushu Institute of Technology   Faculty of Computer Science and Systems Engineering   Department of Systems Design and Informatics   Associate Professor  

  • 2008.04
    -
    2014.03
     

    Kyushu Institute of Technology   Faculty of Computer Science and Systems Engineering   Department of Systems Design and Informatics   Assistant Professor  

  • 2007.04
    -
    2008.03
     

    Kyushu Institute of Technology   School of Computer Science and Systems Engineering   Assistant Professor  

  • 1998.04
    -
    2007.03
     

    Kyushu Institute of Technology   School of Computer Science and Systems Engineering   Research Assistant  

Biography before Kyutech

  • 1996.04 - 1998.03   Hiroshima City University   Research Assistant   Japan

Academic Society Memberships

  • 2011.04   Society for Industrial and Applied Mathematics   United States

  • 2004.04   The Japan Society for Industrial and Applied Mathematics   Japan

  • 2009.04 - 2010.03   The Institute of Electrical and Engineers of Japan   Japan

Papers

  • Split S-ROCK methods for high-dimensional stochastic differential equations Reviewed International journal

    Komori Y., Burrage K.

    Journal of Scientific Computing   97 ( 3 )   Article number 62   2023.10

     More details

    Authorship:Lead author, Corresponding author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1007/s10915-023-02354-8

    DOI: 10.1007/s10915-023-02354-8

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85175646705&origin=inward

  • Formulae for mixed moments of Wiener processes and a stochastic area integral Reviewed International journal

    Komori Y., Yang G., Burrage K.

    SIAM Journal on Numerical Analysis   61 ( 4 )   1716 - 1736   2023.07

     More details

    Authorship:Lead author, Corresponding author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1137/22M152013X

    DOI: 10.1137/22M152013X

    Scopus

    Other Link: https://epubs.siam.org/doi/full/10.1137/22M152013X

  • A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations Reviewed International journal

    G. Yang, K. Burrage, Y. Komori, X. Ding

    BIT Numerical Mathematics   62 ( 4 )   1591 - 1623   2022.07

     More details

  • Integration of the stochastic underdamped harmonic oscillator by the theta-method Reviewed International journal

    Tocino A., Komori Y., Mitsui T.

    Mathematics and Computers in Simulation   199   217 - 230   2022.03

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.matcom.2022.03.012

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85128228142&origin=inward

  • A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations Reviewed International journal

    Yang G., Burrage K., Komori Y., Burrage P., Ding X.

    Numerical Algorithms   88 ( 4 )   1641 - 1665   2021.01

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1007/s11075-021-01089-7

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85103401955&origin=inward

  • S-ROCK methods for stochastic delay differential equations with one fixed delay Reviewed International journal

    Komori Y., Eremin A., Burrage K.

    Journal of Computational and Applied Mathematics   353   345 - 354   2019.06

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2018.12.042

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060101996&origin=inward

  • Weak second order explicit exponential RUNGE–KUTTA methods for stochastic differential equations Reviewed International journal

    Komori Y., Cohen D., Burrage K.

    SIAM Journal on Scientific Computing   39 ( 6 )   A2857 - A2878   2017.01

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1137/15M1041341

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85040000641&origin=inward

  • Suitable algorithm associated with a parameterization for the three-parameter log-normal distribution Reviewed International journal

    Komori Y.

    Communications in Statistics: Simulation and Computation   44 ( 1 )   239 - 246   2015.01

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1080/03610918.2013.773343

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84905484569&origin=inward

  • A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems Reviewed International journal

    Komori Y., Burrage K.

    BIT Numerical Mathematics   54 ( 4 )   1067 - 1085   2014.01

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1007/s10543-014-0485-1

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897118741&origin=inward

  • Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations Reviewed International journal

    Komori Y., Buckwar E.

    BIT Numerical Mathematics   53 ( 3 )   617 - 639   2013.09

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1007/s10543-013-0419-3

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84883446626&origin=inward

  • Strong first order S-ROCK methods for stochastic differential equations Reviewed International journal

    Komori Y., Burrage K.

    Journal of Computational and Applied Mathematics   242 ( 1 )   261 - 274   2013.04

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2012.10.026

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84870302486&origin=inward

  • Weak second order S-ROCK methods for Stratonovich stochastic differential equations Reviewed International journal

    Komori Y., Burrage K.

    Journal of Computational and Applied Mathematics   236 ( 11 )   2895 - 2908   2012.05

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2012.01.033

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84857789300&origin=inward

  • Supplement: Efficient weak second order stochastic RungeKutta methods for non-commutative Stratonovich stochastic differential equations Reviewed International journal

    Komori Y., Burrage K.

    Journal of Computational and Applied Mathematics   235 ( 17 )   5326 - 5329   2011.07

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2011.04.021

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79960057759&origin=inward

  • Statistical analysis related to impulse tests for self-restoring insulation Reviewed International journal

    IEEJ Transactions on Electrical and Elecronic Engineering   3 ( 6 )   680 - 687   2008.11

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1002/tee.20330

  • Weak first- or second-order implicit Runge-Kutta methods forstochastic differential equations with a scalar Wiener process Reviewed International journal

    Y. Komori

    Journal of Computational and Applied Mathematics   217 ( 1 )   166 - 179   2008.07

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2007.06.024

    Kyutacar

  • Weak second order stochastic Runge-Kutta methods for non-commutative stochastic differential equations Reviewed

    Y. Komori

    Journal of Computational and Applied Mathematics   206 ( 1 )   158 - 173   2007.09

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2006.06.006

    Kyutacar

  • Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations Reviewed

    Y. Komori

    Journal of Computational and Applied Mathematics   203 ( 1 )   57 - 79   2007.06

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.cam.2006.03.010

    Kyutacar

  • Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family Reviewed

    Y. Komori

    Applied Numerical Mathematics   57 ( 2 )   147 - 165   2007.02

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1016/j.apnum.2006.02.002

    Kyutacar

  • Properties of the Weibull cumulative exposure model Reviewed

    Y. Komori

    Journal of Applied Statistics   33 ( 1 )   17 - 34   2006.01

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1080/02664760500389475

    Kyutacar

  • Easy estimation by a new parameterization for the three-parameter lognormal distribution Reviewed

    Y. Komori,H. Hirose

    Journal of Statistical Computation and Simulation   74 ( 1 )   63 - 74   2004.01

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1080/0094965031000104341

    Kyutacar

  • Parameter Estimation Based on Grouped or Continuous Data for Truncated Exponential Distributions Reviewed

    Y. Komori,H. Hirose

    Communications in Statistics: Theory and Method   31 ( 6 )   889 - 900   2002.06

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1081/STA-120004188

    Kyutacar

  • An Easy Parameter Estimation by the EM Algorithm in the New Up-and-down Method Reviewed

    Y. Komori,H. Hirose

    IEEE TRANSACTIONS on DIELECTRICS and ELECTRICAL INSULATION   7 ( 6 )   838 - 842   2000.12

     More details

    Language:English   Publishing type:Research paper (scientific journal)

    DOI: 10.1109/94.891997

    Kyutacar

  • Rooted Tree Analysis of the Order Conditions of ROW-Type Scheme for Stochastic Differential Equations Reviewed

    Y. Komori,T. Mitsui,H. Sugiura

    BIT   37 ( 1 )   43 - 66   1997.03

     More details

    Language:English   Publishing type:Research paper (scientific journal)

  • Stable Row-Type Weak Scheme for Stochastic Differential Equations Reviewed

    Y. Komori,T. Mitsui

    Monte Carlo Methods and Applications   1 ( 4 )   279 - 300   1995.01

     More details

    Language:English   Publishing type:Research paper (scientific journal)

  • Some issues in discrete approximate solution for stochastic differential equations Reviewed

    Y. Komori,Y. Saito,T. Mitsui

    Computers & Mathematics with Applications   28 ( 10-12 )   269 - 278   1994.11

     More details

    Language:English   Publishing type:Research paper (scientific journal)

  • 新しい昇降法の推定量の偏りについて Reviewed

    小守良雄,廣瀬英雄

    INFORMATION   3 ( 2 )   183 - 192   2000.04

     More details

    Language:Japanese   Publishing type:Research paper (scientific journal)

    Kyutacar

  • Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term Reviewed International journal

    Komori Y., Eremin A., Burrage K.

    AIP Conference Proceedings   2293   2020.11

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (international conference proceedings)

    DOI: 10.1063/5.0026922

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85097998498&origin=inward

  • Multi-dimensional linear stability analysis of S-ROCK methods for Itô stochastic differential equations Invited Reviewed International journal

    Komori Y., Burrage K.

    AIP Conference Proceedings   1479 ( 1 )   1391 - 1394   2012.12

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (international conference proceedings)

    DOI: 10.1063/1.4756417

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84883100321&origin=inward

  • Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations Invited Reviewed International journal

    Komori Y., Buckwar E.

    AIP Conference Proceedings   1389   1590 - 1593   2011.11

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (international conference proceedings)

    DOI: 10.1063/1.3637935

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=81855173841&origin=inward

  • Explicit stochastic Runge-Kutta methods with large stability regions Reviewed International journal

    Burrage K., Komori Y.

    AIP Conference Proceedings   1281   2057 - 2060   2010.12

     More details

    Authorship:Corresponding author   Language:English   Publishing type:Research paper (international conference proceedings)

    DOI: 10.1063/1.3498353

    Kyutacar

    Scopus

    Other Link: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79954541162&origin=inward

  • Weak order drift-implicit Runge-Kutta methods for stochastic differential equations Reviewed International journal

    International Conference on Numerical Analysis and Applied Mathematics   1048   319 - 323   2008.09

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (international conference proceedings)

    Greece   Kos   2008.09.16  -  2008.09.20

    DOI: 10.1063/1.2990922

  • Maximum likelihood estimation in a mixture regression model using the continuation method Reviewed

    H. Hirose,Y. Komori

    IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences   E86-A ( 5 )   1256 - 1265   2003.05

     More details

    Language:English   Publishing type:Research paper (scientific journal)

  • A Consideration on the Maximum Likelihood Estimation in a Mixture Regression Model Using the EM Algorithm Reviewed

    H. Hirose,Y. Komori

    Far East Journal of Theoretical Statistics   7 ( 2 )   111 - 127   2002.07

     More details

    Language:English   Publishing type:Research paper (scientific journal)

  • 昇降法新解析での注意点 Reviewed

    廣瀬英雄,小守良雄

    電気学会論文誌A   119-A ( 4 )   527 - 528   1999.04

     More details

    Language:Japanese   Publishing type:Research paper (scientific journal)

  • S-ROCK methods for stochastic delay differential equations with one fixed delay

    Y. Komori, A. Eremine, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-46 )   1 - 15   2018.06

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations

    小守 良雄

    Kyushu Institute of Technology Technical Report   CSSE-45   1 - 19   2018.01

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (bulletin of university, research institution)

    CiNii Research

  • Exponential Runge-Kutta methods for stiff stochastic differential equations (Fusion of theory and practice in applied mathematics and computational science) International journal

    小守 良雄

    数理解析研究所講究録   2005 ( 2005 )   128 - 140   2016.11

     More details

    Authorship:Lead author   Language:English   Publishing type:Research paper (bulletin of university, research institution)

    It is well known that the numerical solution of stiff stochastic differential equations (SDEs) leads to a stepsize reduction when explicit methods are used. However, there are some classes of explicit methods that are well suited to solving some types of stiff SDEs. One such class is the class of stochastic orthogonal Runge-Kutta Chebyshev (SROCK) methods. SROCK methods reduce to Runge- Kutta Chebyshev methods when applied to ordinary differential equations (ODEs). Another promising class of methods is the class of explicit methods that reduce to explicit exponential Runge-Kutta (RK) methods when applied to semilinear ODEs. In the present paper, such explicit methods are considered. As a result, the stochastic exponential Euler scheme will be derived for strong approximations to the solution of stiff Itô SDEs with a semilinear drift term. In addition, stochastic exponential RK methods will be derived for weak approximations.

    CiNii Article

    CiNii Research

    Other Link: https://ci.nii.ac.jp/naid/120006477697

  • Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations

    Y. Komori, D. Cohen, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-44 )   1 - 22   2015.09

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations

    Y. Komori, D. Cohen, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-41 )   1 - 25   2014.09

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems

    Y. Komori, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-40 )   1 - 15   2013.05

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Strong first order S-ROCK methods for stochastic differential equations

    Y. Komori, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-39 )   1 - 15   2012.01

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

    Y. Komori, E.Buckwar

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-38 )   1 - 7   2011.11

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Robust algorithm associated with a parameterization for the three-parameter lognormal distribution

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-37 )   1 - 12   2010.12

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • A stochastic method for all seasons

    Y. Komori, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-36 )   1 - 26   2010.11

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations

    Y. Komori, K. Burrage

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-35 )   1 - 7   2010.10

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-26 )   1 - 15   2006.08

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Weak high order stochastic Runge-Kutta methods

    RIMS Kokyuroku   1505   88 - 100   2006.07

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

  • Weak Second Order Stochastic Runge-Kutta Methods for Non-commuting Stochastic Differential Equations

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-24 )   1 - 18   2005.11

     More details

    Language:English   Publishing type:Research paper (other academic)

    Kyutacar

  • Statistical Tests and Analysis Related to Disruptive Discharge

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-23 )   1 - 12   2005.02

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Multi-Colored Rooted Tree Analysis of the Weak Order Conditions of a Stochastic Runge-Kutta Family under a Commutativity Condition

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-22 )   1 - 24   2004.10

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Multi-Colored Rooted Tree Analysis of the Order Conditions of Weak Schemes for Stochastic Differential Equations with a Multi-Dimensional Wiener Process

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-19 )   1 - 25   2003.10

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Statistical properties of the Weibull cumulative exposure model

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-18 )   1 - 17   2003.03

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Maximum likelihood estimation in a mixture regression model using the EM algorithm

    H. Hirose,Y. Komori

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-17 )   2002.05

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Easy estimation by a new parameterization in the three-parameter lognormal distribution

    Y. Komori,H. Hirose

    Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-16 )   1 - 12   2001.06

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Parameter estimation for grouped and truncated data or truncated data

    Y. Komori,H. Hirose

    Technical Report in Computer Science & Systems Engineering, Kyushu Institute of Technology   ( CSSE-12 )   1 - 5   2001.02

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

    Kyutacar

  • Stable ROW-type weak scheme for stochastic differential equations

    Y. Komori,T. Mitsui

    RIMS Kokyuroku   932   29 - 45   1995.04

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

  • Some issues in discrete approximate solution for stochastic differential equations

    Y. Komori,Y. Saito,T. Mitsui

    RIMS Kokyuroku   850   1 - 13   1993.04

     More details

    Language:English   Publishing type:Research paper (bulletin of university, research institution)

▼display all

Publications (Books)

Conference Prsentations (Oral, Poster)

  • Efficient numerical methods for high-dimensional Ito stochastic differential equations

     More details

    Event date: 2023.09.11 - 2023.09.15   Language:English  

  • Split S-ROCK methods for stiff Ito stochastic differential equations Invited

     More details

    Event date: 2023.08.20 - 2023.08.25   Language:English  

  • Weak order exponential Runge-Kutta methods for stiff stochastic differential equations

     More details

    Event date: 2013.09.16 - 2013.09.20   Language:English  

  • Stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

     More details

    Event date: 2013.08.26 - 2013.08.30   Language:English  

  • Runge-Kutta Chebyshev methods for stochastic ordinary differential equations

     More details

    Event date: 2013.01.07 - 2013.01.11   Language:English  

  • Multi-dimensional linear stability analysis of stochastic Runge-Kutta methods with deterministic high order

     More details

    Event date: 2012.09.24 - 2012.09.25   Language:English  

  • Multi-dimensional linear stability analysis of stochastic Runge-Kutta methods with deterministic high order

     More details

    Event date: 2012.09.24 - 2012.09.25   Language:English  

  • Explicit Runge-Kutta methods with large stability regions for Ito stochastic differential equations

     More details

    Event date: 2011.10.04 - 2011.10.06   Language:English  

  • Weak order Chebyshev methods for stiff stochastic differential equations

     More details

    Event date: 2009.05.25 - 2009.05.30   Language:English  

  • Fully implicit stochastic Runge-Kutta methods for stochastic differential equations with a scalar Wiener process

     More details

    Event date: 2007.07.09 - 2007.07.13   Language:English  

  • Weak order implicit stochastic Runge-Kutta methods for commutative stochastic differential equations

     More details

    Event date: 2007.04.04 - 2007.04.06   Language:English  

  • Explicit numerical methods for weak second order approximations to the solution of stiff Ito stochastic differential equations Invited

     More details

    Event date: 2019.07.15 - 2019.07.19   Language:English  

  • Weak second order S-ROCK methods for Stratonovich stochastic differential equations

     More details

    Event date: 2012.01.16   Language:English  

  • 確率微分方程式に対する Exponential Runge-Kutta 法

    本人

    常微分方程式の数値解法とその周辺 2016  研究代表者 降旗大介

     More details

    Event date: 2016.07.04 - 2016.07.06   Language:Japanese  

  • Stabilized Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations

    本人

    東京大学数値解析セミナー  研究代表者 齊藤宣一

     More details

    Event date: 2015.06.29   Language:Japanese  

  • High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations

    本人

    The 5th workshop on Computer-Assisted Science  研究代表者 降簱大介

     More details

    Event date: 2015.01.30   Language:English  

  • Exponential Runge-Kutta methods for stiff stochastic differential equations

    本人

    京大数理研研究集会「応用数理と計算科学における理論と応用の融合」  研究代表者 降簱大介

     More details

    Event date: 2013.10.15 - 2013.10.17   Language:Japanese  

  • Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

    本人

    国立情報学研究所研究ミーティング  国立情報学研究所

     More details

    Event date: 2013.03.29   Language:Japanese  

  • Strong first order S-ROCK methods for stochastic differential equations

    本人

    国立情報学研究所研究ミーティング  国立情報学研究所

     More details

    Event date: 2012.03.15   Language:Japanese  

  • Nelson モデルによる寿命推定に関する考察

    本人

    放電/誘電・絶縁材料/高電圧合同研究会 

     More details

    Event date: 2001.01.25 - 2001.01.26   Language:Japanese  

  • 拡張ワイブル分布の特徴とそのパラメータ推定

    日本計算機統計学会第 14 回大会 

     More details

    Event date: 2000.05.25 - 2000.05.26   Language:Japanese  

  • 不良品のサンプル数の推定

    日本信頼性学会第 12 回信頼性シンポジウム 

     More details

    Event date: 1999.11.01   Language:Japanese  

  • 確率ルンゲ・クッタ・チェビシェフ法の数値的安定性の改善

    平畠稜也

    日本応用数理学会 2016 年度年会 

     More details

    Event date: 2016.09.12 - 2016.09.14   Language:Japanese  

  • 弱い意味で 2 次の Exponential Runge-Kutta 法

    本人

    日本応用数理学会 2015 年度年会 

     More details

    Event date: 2015.09.09 - 2015.09.11   Language:Japanese  

  • 強い意味で 1 次の確率ルンゲ・クッタ・チェビシェフ法

    本人

    日本応用数理学会 2012 年度年会 

     More details

    Event date: 2012.08.28 - 2012.09.01   Language:Japanese  

  • 伊藤型確率微分方程式に対して大きな安定領域をもつ陽的ルンゲ・クッタ法

    本人

    日本応用数理学会 2011 年度年会 

     More details

    Event date: 2011.09.14 - 2011.09.16   Language:Japanese  

  • 大きな安定領域をもつ陽的確率ルンゲ・クッタ法

    本人

    日本応用数理学会 2010 年度年会 

     More details

    Event date: 2010.09.06 - 2010.09.09   Language:Japanese  

  • Weak order Chebyshev methods for stiff stochastic differential equations with a multi-dimensional Wiener process

     More details

    Event date: 2009.09.28 - 2009.09.30   Language:English  

  • Drift-implicit 確率 Runge-Kutta 法について

    本人

    日本応用数理学会 2007 年度年会 

     More details

    Event date: 2007.09.15 - 2007.09.17   Language:Japanese  

  • 漸近安定な陰的確率 Runge-Kutta 法

    本人

    第 36 回数値解析シンポジウム 

     More details

    Event date: 2007.06.19 - 2007.06.21   Language:Japanese  

  • 陰的確率 Runge-Kutta 法の安定性解析

    本人

    日本応用数理学会 2006 年度年会 

     More details

    Event date: 2006.09.16 - 2006.09.18   Language:Japanese  

  • 確率微分方程式の解のモーメントを求める数理解法

    本人

    応用数理セミナー 2006 「確率微分方程式」 

     More details

    Event date: 2006.09.11 - 2006.09.13   Language:Japanese  

  • 弱い次数の陰的確率 Runge-Kutta 法

    本人

    日本応用数理学会環瀬戸内応用数理研究部会第 10 回シンポジウム 

     More details

    Event date: 2006.07.06 - 2006.07.08   Language:Japanese  

  • 弱い意味で高い次数の確率ルンゲ・クッタ法

    本人

    京都大学数理解析研究所研究集会「計算科学の基盤技術とその発展」 

     More details

    Event date: 2005.11.30 - 2005.12.02   Language:Japanese  

  • 確率 Runge-Kutta 法の弱い意味で 3 次の次数拘束条件について

    本人

    日本応用数理学会 2005 年度年会 

     More details

    Event date: 2005.09.23 - 2005.09.25   Language:Japanese  

  • 可換条件の下での弱い次数の確率 Runge-Kutta 法

    本人

    第 34 回数値解析シンポジウム 

     More details

    Event date: 2005.06.28 - 2005.06.30   Language:Japanese  

  • Weak order stochastic Runge-Kutta methods for commuting stochastic differential equations

    本人

    情報処理学会第 67 回全国大会 

     More details

    Event date: 2005.03.02 - 2005.03.04   Language:Japanese  

  • Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family

    本人

    日本応用数理学会 2004 年度年会 

     More details

    Event date: 2004.09.16 - 2004.09.18   Language:Japanese  

  • Weibull 疲労蓄積モデルによる故障時間の推定精度について

    本人

    平成 16 年電気学会全国大会 

     More details

    Event date: 2004.03.17 - 2004.03.19   Language:Japanese  

  • CV ケーブルの絶縁破壊データ解析における Weibull 疲労蓄積モデルの検定

    本人

    電気関係学会九州支部第 56 回連合大会 

     More details

    Event date: 2003.09.26 - 2003.09.27   Language:Japanese  

  • Weibull 分布に基づく疲労蓄積モデルの統計的性質

    平成 15 年電気学会全国大会 

     More details

    Event date: 2003.03.17 - 2003.03.19   Language:Japanese  

  • 階段昇圧試験による予寿命推定モデルの性質について

    本人

    日本ファジー学会九州支部 

     More details

    Event date: 2001.12.01   Language:Japanese  

  • 上昇法試験から得られた破壊電圧の拡張ワイブル分布への適用

    電気関係学会九州支部第 54 回連合大会 

     More details

    Event date: 2001.10.05 - 2001.10.06   Language:Japanese  

  • 撤去 CV ケーブル劣化データの拡張ワイブル分布への適用

    電気関係学会九州支部第 54 回連合大会 

     More details

    Event date: 2001.10.05 - 2001.10.06   Language:Japanese  

  • 余寿命推定における Nelson モデルの問題点

    本人

    平成 13 年電気学会全国大会 

     More details

    Event date: 2001.03.21 - 2001.03.23   Language:Japanese  

  • 劣化を扱った Nelson のモデルについて

    本人

    電気関係学会九州支部第 53 回連合大会 

     More details

    Event date: 2000.09.13 - 2000.09.14   Language:Japanese  

  • Applications of the Extended Weibull Distribution to Reliability Analysis

     More details

    Event date: 2000.03.24   Language:English  

  • WEBを用いた対話型統計データ解析システムの開発:ワイブル分布の場合

    平成 12 年電気学会全国大会 

     More details

    Event date: 2000.03.24   Language:Japanese  

  • EM アルゴリズムを用いた新しい昇降法のデータ解析法

    本人

    平成 11 年電気学会全国大会 

     More details

    Event date: 1999.03.22 - 1999.03.24   Language:Japanese  

  • 波頭,波尾破壊を区別した新しい昇降法のデータ解析

    平成 11 年電気学会全国大会 

     More details

    Event date: 1999.03.22 - 1999.03.24   Language:Japanese  

  • Stable ROW-Type Weak Scheme for Stochastic Differential Equations

    本人

    京都大学数理解析研究所短期共同研究「確率数値解析に於ける諸問題」 

     More details

    Event date: 1995.04   Language:Japanese  

  • Stable ROW-Type Weak Scheme for Stochastic Differential Equations

    本人

    日本応用数理学会 1995 年度年会 

     More details

    Event date: 1995.04   Language:Japanese  

  • 確率微分方程式に対する新しいRosenbrock型スキ-ム

    本人

    日本応用数理学会平成 6 年度年会 

     More details

    Event date: 1994.04   Language:Japanese  

  • Some Issues in Discrete Approximate Solution for Stochastic Differential Equations

    本人

    京都大学数理解析研究所短期共同研究「確率数値解析に於ける諸問題」 

     More details

    Event date: 1993.04   Language:Japanese  

  • 確率微分方程式の数値スキ-ムの解と擬似乱数の独立性

    本人

    日本応用数理学会平成 5 年度年会 

     More details

    Event date: 1993.04   Language:Japanese  

  • 確率微分方程式に対するweak schemeの拘束条件の導出

    本人

    応用数学合同研究集会 

     More details

    Event date: 1993.04   Language:Japanese  

  • 確率的振動方程式に対する数値スキ-ムのM-安定

    本人

    日本応用数理学会平成 4 年度年会 

     More details

    Event date: 1992.04   Language:Japanese  

▼display all

Lectures

  • Explicit stabilized Runge-Kutta methods for stiff stochastic differential equations with a semilinear drift term

    2016.08 

     More details

    Event date: 2016.08.22 - 2016.08.26   Language:English   Presentation type:Special lecture  

  • Split S-ROCK methods for high-dimensional stochastic differential equations

    A talk in CAM seminar  2023.09 

     More details

    Language:English   Presentation type:Others   Venue:Department of Mathematical Sciences, Chalmers Universiy of Technology  

  • Exponential Runge-Kutta methods for stiff stochastic differential equations

    A talk in Department of Mathematics  2013.09 

     More details

    Presentation type:Others   Venue:Department of Mathematics, University of Salamanca  

  • Weak second order S-ROCK methods for Stratonovich stochastic differential equations

    Stochastics Seminar  2011.09 

     More details

    Presentation type:Others   Venue:Johannes Kepler University Linz, K 112A  

Grants-in-Aid for Scientific Research

  • 生化学反応の数理モデルに対する確率微分方程式の応用と数値解法に関する研究

    Grant number:22K03416  2022.04 - 2026.03   基盤研究(C)

  • 大規模の確率微分方程式に対する陽的数値解法の研究

    Grant number:17K05369  2017.04 - 2023.03   基盤研究(C)

  • 確率Runge-Kutta法の発展的研究

    Grant number:23540143  2011.04 - 2015.03   基盤研究(C)

  • 確率Runge-Kutta法の研究

    Grant number:19540139  2007.04 - 2011.03   基盤研究(C)

Other External Funds

  • 確率ルンゲ・クッタ法の応用に関する研究

    2008.08 - 2009.03

    大学教育の国際化加速プログラム (海外先進教育研究実践支援 (研究実践型))  

Career of Research abroad

  • 大規模の確率微分方程式に対する陽的数値解法の研究

    クイーンズランド工科大学  Project Year:  2022.08.15 - 2022.09.17

  • 大規模の確率微分方程式に対する陽的数値解法の研究

    クイーンズランド工科大学  Project Year:  2018.08.20 - 2018.10.08

  • 大規模の確率微分方程式に対する陽的数値解法の研究

    クイーンズランド工科大学  Project Year:  2017.08.17 - 2017.09.24

  • 確率Runge-Kutta法の発展的研究

    サラマンカ大学,オックスフォード大学  Project Year:  2014.09.22 - 2014.11.03

  • 計算生物学における確率Runge-Kutta法の応用研究

    ヨハネス・ケプラー大学リンツ、ウメオ大学、オックスフォード大学  Project Year:  2012.09.14 - 2012.12.10

  • 確率Runge-Kutta法の発展的研究

    オックスフォード大学  Project Year:  2011.10.07 - 2011.11.10

  • 確率ルンゲ・クッタ法の応用に関する研究

    オックスフォード大学  Project Year:  2008.11.03 - 2009.03.28

  • 確率ルンゲ・クッタ法の応用に関する研究

    クイーンズランド大学  Project Year:  2008.08.08 - 2008.11.02

▼display all

Activities of Academic societies and Committees

  • Mathematical Reviews   Reviewer  

    2022.03

     More details

    A reviewer writes reviews of published mathematical research items such as journal articles for the Mathematical Reviews Database.

  • Mathematical Reviews   A review for MR4634414 in the Mathematical Reviews Database  

    2023.11 - 2023.12

  • Mathematical Reviews   A review for MR4462608 in the Mathematical Reviews Database  

    2023.06 - 2023.08

  • Mathematical Reviews   A review for MR4528571 in the Mathematical Reviews Database  

    2023.04 - 2023.05

  • Mathematical Reviews   A review for MR4512601 in the Mathematical Reviews Database  

    2023.01 - 2023.03

  • Mathematical Reviews   A review for MR4458991 in the Mathematical Reviews Database  

    2022.10 - 2022.12

  • Mathematical Reviews   A review for MR4312651 in the Mathematical Reviews Database  

    2022.06 - 2022.08

  • Mathematical Reviews   A review for MR4367675 in the Mathematical Reviews Database  

    2022.03 - 2022.05

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2018.07 - 2018.08

  • International Conference of Numerical Analysis and Applied Mathematics 2018   国際会議の Extended Abstract の査読  

    2018.07

  • Applied Numerical Mathematics (学術論文誌)   論文査読  

    2018.05 - 2018.07

  • BIT Numerical Mathematics (学術論文誌)   論文査読 (再投稿論文の査読)  

    2017.09 - 2017.11

  • Numerical Algorithms (学術論文誌)   論文査読  

    2017.05

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2017.04 - 2017.06

  • International Journal of Computer Mathematics (学術論文誌)   論文査読  

    2017.01 - 2017.02

  • Applied Numerical Mathematics (学術論文誌)   論文査読  

    2016.12 - 2017.01

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2016.11 - 2017.03

  • International Journal of Computer Mathematics (学術論文誌)   論文査読  

    2016.03 - 2016.05

  • BIT Numerical Mathematics (学術論文誌)   論文査読 (再投稿論文の査読)  

    2015.12 - 2016.01

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2015.08 - 2015.09

  • Numerical Algorithms (学術論文誌)   論文査読  

    2015.05 - 2015.07

  • Applied Numerical Mathematics (学術論文誌)   論文査読 (再投稿論文の査読)  

    2015.03 - 2015.04

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2014.11

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2014.04

  • Applied Numerical Mathematics (学術論文誌)   論文査読  

    2014.04

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2014.03

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2014.02

  • BIT Numerical Mathematics (学術論文誌)   論文査読  

    2013.10

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2013.08

  • Numerical Algorithms (学術論文誌)   論文査読  

    2013.08

  • Numerical Algorithms (学術論文誌)   論文査読  

    2013.05

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2013.02

  • Numerical Algorithms (学術論文誌)   論文査読  

    2012.12

  • SIAM Journal on Scientific Computing (学術論文誌)   論文査読  

    2012.03

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2012.02

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2011.12

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2011.03

  • The Japan Society for Industrial and Applied Mathematics  

    2010.09

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2010.05

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2010.02

  • Journal of The Franklin Institute (学術論文誌)   論文査読  

    2009.12

  • The Japan Society for Industrial and Applied Mathematics  

    2009.09

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2009.09

  • Journal of the Korean Mathematical Society (学術論文誌)   論文査読  

    2008.05

  • Computer Physics Communications (学術論文誌)   論文査読  

    2007.10

  • Computer Physics Communications (学術論文誌)   論文査読  

    2007.05

  • Computer Physics Communications (学術論文誌)   論文査読  

    2007.05

  • International Conference on Computational Methods 2007   Session chairman  

    2007.04

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2007.04

  • Computer Physics Communications (学術論文誌)   論文査読  

    2007.03

  • Applied Numerical Mathematics (学術論文誌)   論文査読  

    2007.03

  • The Japan Society for Industrial and Applied Mathematics  

    2006.09

  • IIE Transactions (学術論文誌)   論文査読  

    2006.04

  • 京都大学数理解析研究所研究集会「計算科学の基盤技術とその発展」   座長  

    2005.11 - 2005.12

  • The Japan Society for Industrial and Applied Mathematics  

    2005.02

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2002.04

  • Journal of Computational and Applied Mathematics (学術論文誌)   論文査読  

    2001.11

▼display all

Social activity outside the university

  • 平成30年度オープンキャンパス (オープンラボ)

    Role(s):Lecturer

    2018.07.14 - 2018.07.15

     More details

    Audience: High school students, Guardians

    Type:University open house

  • 第 20 回九州工業大学情報技術セミナー

    Role(s):Organizing member

    1998.11.09 - 1998.11.11

     More details

    Type:Seminar, workshop

    講師:石井和男,梶原広之,小守良雄
    主催者:九州工業大学
    役割:インストラクター
    会場:情報科学センター 3 階端末演習室 (2)