研究者詳細 - 小守　良雄

論文 - 小守　良雄

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Parameter Estimation Based on Grouped or Continuous Data for Truncated Exponential Distributions 査読有り

Y. Komori,H. Hirose

Communications in Statistics: Theory and Method 31 ( 6 ) 889 - 900 2002年06月

An Easy Parameter Estimation by the EM Algorithm in the New Up-and-down Method 査読有り

Y. Komori,H. Hirose

IEEE TRANSACTIONS on DIELECTRICS and ELECTRICAL INSULATION 7 ( 6 ) 838 - 842 2000年12月

Rooted Tree Analysis of the Order Conditions of ROW-Type Scheme for Stochastic Differential Equations 査読有り

Y. Komori,T. Mitsui,H. Sugiura

BIT 37 ( 1 ) 43 - 66 1997年03月

Stable Row-Type Weak Scheme for Stochastic Differential Equations 査読有り

Y. Komori,T. Mitsui

Monte Carlo Methods and Applications 1 ( 4 ) 279 - 300 1995年01月

Some issues in discrete approximate solution for stochastic differential equations 査読有り

Y. Komori,Y. Saito,T. Mitsui

Computers & Mathematics with Applications 28 ( 10-12 ) 269 - 278 1994年11月

新しい昇降法の推定量の偏りについて査読有り

小守良雄,廣瀬英雄

INFORMATION 3 ( 2 ) 183 - 192 2000年04月

Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term 査読有り国際誌

Komori Y., Eremin A., Burrage K.

AIP Conference Proceedings 2293 2020年11月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（国際会議プロシーディングス）

© 2020 American Institute of Physics Inc.. All rights reserved. A theorem was originally proposed to deal with the stochastic theta methods when they are applied to a linear test equation with delay and non-delay in a diffusion term. We extend the theorem to a proposition in a general form, and use it for stability analysis of stochastic orthogonal Runge-Kutta-Chebyshev methods when the methods are applied to the test equation.

DOI： 10.1063/5.0026922

Kyutacar

Scopus

その他リンク： 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 招待有り査読有り国際誌

Komori Y., Burrage K.

AIP Conference Proceedings 1479 ( 1 ) 1391 - 1394 2012年12月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（国際会議プロシーディングス）

In this paper, stochastic orthogonal Runge-Kutta Chebyshev methods are dealt with for strong approximations to solutions of Itô stochastic differential equations (SDEs). Recently, strong first order methods for non-commutative Itô SDEs have been proposed by the present authors. It is known that when the number of stages is large, the methods have very large stability domains in mean square (MS) for a scalar linear test equation. On the other hand, Buckwar and Sickenberger (2012) have recently proposed MS stability analyses for systems of Itô SDEs. Our aim is to investigate MS stability properties of these methods and other existing numerical schemes by their approach. © 2012 American Institute of Physics.

DOI： 10.1063/1.4756417

Kyutacar

Scopus

その他リンク： 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 招待有り査読有り国際誌

Komori Y., Buckwar E.

AIP Conference Proceedings 1389 1590 - 1593 2011年11月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（国際会議プロシーディングス）

Our aim is to show that the embedding of deterministic Runge-Kutta methods with higher order than necessary order to achieve a weak order can enrich the properties of stochastic Runge-Kutta methods with respect to not only practical errors but also stability. This will be done through the comparisons between our new schemes and an efficient weak second order scheme with minimized error constant proposed by Debrabant and Rößler (2009). © 2011 American Institute of Physics.

DOI： 10.1063/1.3637935

Kyutacar

Scopus

その他リンク： https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=81855173841&origin=inward

Explicit stochastic Runge-Kutta methods with large stability regions 査読有り国際誌

Burrage K., Komori Y.

AIP Conference Proceedings 1281 2057 - 2060 2010年12月

担当区分：責任著者記述言語：英語掲載種別：研究論文（国際会議プロシーディングス）

Our aim is to derive explicit Runge-Kutta schemes for Stratonovich stochastic differential equations with a multidimensional Wiener process, which are of weak order 2 and which have large stability regions. This has been achieved by the use of a technique in Chebyshev methods for ordinary differential equations. In this talk, large stability regions of our schemes will be shown. Concerning convergence order and stability properties, the schemes will be tested in numerical experiments. © 2010 American Institute of Physics.

DOI： 10.1063/1.3498353

Kyutacar

Scopus

その他リンク： https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=79954541162&origin=inward

Weak order drift-implicit Runge-Kutta methods for stochastic differential equations 査読有り国際誌

小守　良雄

International Conference on Numerical Analysis and Applied Mathematics 1048 319 - 323 2008年09月

Maximum likelihood estimation in a mixture regression model using the continuation method 査読有り

H. Hirose,Y. Komori

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences E86-A ( 5 ) 1256 - 1265 2003年05月

A Consideration on the Maximum Likelihood Estimation in a Mixture Regression Model Using the EM Algorithm 査読有り

H. Hirose,Y. Komori

Far East Journal of Theoretical Statistics 7 ( 2 ) 111 - 127 2002年07月

昇降法新解析での注意点査読有り

廣瀬英雄,小守良雄

電気学会論文誌A 119-A ( 4 ) 527 - 528 1999年04月

A review for MR4790879 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2025年03月

A review for MR4634414 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2024年03月

A review for MR4528571 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2024年01月

A review for MR4312651 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2023年11月

A review for MR4462608 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2023年10月

A review for MR4512601 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2023年05月

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