研究者詳細 - 小守　良雄

論文 - 小守　良雄

分割表示65 件中 41 - 60 件目／全件表示 >>

A review for MR4458991 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2023年02月

A review for MR4367675 in the Mathematical Reviews Database 国際誌

Yoshio Komori

Mathematical Reviews ( American Mathematical Society ) 2022年06月

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年06月

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年01月

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

小守良雄

数理解析研究所講究録 ( 京都大学数理解析研究所 ) 2005 ( 2005 ) 128 - 140 2016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（大学，研究機関等紀要）

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

その他リンク： 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年09月

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年09月

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年05月

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年01月

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年11月

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

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-37 ) 1 - 12 2010年12月

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年11月

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年10月

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

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-26 ) 1 - 15 2006年08月

Weak high order stochastic Runge-Kutta methods

小守　良雄

RIMS Kokyuroku 1505 88 - 100 2006年07月

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

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-24 ) 1 - 18 2005年11月

Statistical Tests and Analysis Related to Disruptive Discharge

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-23 ) 1 - 12 2005年02月

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

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-22 ) 1 - 24 2004年10月

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

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-19 ) 1 - 25 2003年10月

Statistical properties of the Weibull cumulative exposure model

小守　良雄

Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology ( CSSE-18 ) 1 - 17 2003年03月

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