研究者詳細 - 小守　良雄

論文 - 小守　良雄

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Split S-ROCK methods for high-dimensional stochastic differential equations 査読有り国際誌

Komori Y., Burrage K.

Journal of Scientific Computing 97 ( 3 ) Article number 62 2023年10月

担当区分：筆頭著者,　責任著者記述言語：英語掲載種別：研究論文（学術雑誌）

We propose explicit stochastic Runge–Kutta (RK) methods for high-dimensional Itô stochastic differential equations. By providing a linear error analysis and utilizing a Strang splitting-type approach, we construct them on the basis of orthogonal Runge–Kutta–Chebyshev methods of order 2. Our methods are of weak order 2 and have high computational accuracy for relatively large time-step size, as well as good stability properties. In addition, we take stochastic exponential RK methods of weak order 2 as competitors, and deal with implementation issues on Krylov subspace projection techniques for them. We carry out numerical experiments on a variety of linear and nonlinear problems to check the computational performance of the methods. As a result, it is shown that the proposed methods can be very effective on high-dimensional problems whose drift term has eigenvalues lying near the negative real axis and whose diffusion term does not have very large noise.

DOI： 10.1007/s10915-023-02354-8

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Formulae for mixed moments of Wiener processes and a stochastic area integral 査読有り国際誌

Komori Y., Yang G., Burrage K.

SIAM Journal on Numerical Analysis 61 ( 4 ) 1716 - 1736 2023年07月

担当区分：筆頭著者,　責任著者記述言語：英語掲載種別：研究論文（学術雑誌）

This paper deals with the expectation of monomials with respect to the stochastic area integral A1,2(t, t+h) =∫t+ht ∫st dW1(r)dW2(s)∫t+ht ∫st dW2(r)dW1(s) and the increments of two Wiener processes, Δ Wi(t, t+h) =Wi(t+h) Wi(t), i = 1, 2. In a monomial, if the exponent of one of the Wiener increments or the stochastic area integral is an odd number, then the expectation of the monomial is zero. However, if the exponent of any of them is an even number, then the expectation is nonzero and its exact value is not known in general. In the present paper, we derive formulae to give the value in general. As an application of the formulae, we will utilize the formulae for a careful stability analysis on a Magnus-type Milstein method. As another application, we will give some mixed moments of the increments of Wiener processes and stochastic double integrals.

DOI： 10.1137/22M152013X

Scopus

その他リンク： https://epubs.siam.org/doi/full/10.1137/22M152013X

A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations 査読有り国際誌

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

BIT Numerical Mathematics 62 ( 4 ) 1591 - 1623 2022年07月

記述言語：英語掲載種別：研究論文（学術雑誌）

In this article, a new class of stochastic exponential Runge-Kutta (SERK) methods is developed for solving stochastic differential equations. The proposed SERK methods can preserve conformal quadratic invariants and conformal symplectic structure automatically under certain coefficient conditions. Stochastic B-series theory is generalized, which allows the study of the mean-square convergence order conditions of the SERK methods. Some low stage stochastic exponential integrators with 1 order mean-square convergence and structure-preserving properties are given. For damped Hamiltonian systems with additive noise terms, a class of stochastic exponential integrators with 1.5 order mean-square convergence and conformal symplectic structure preservation is constructed. Numerical tests show the efficacy of the stochastic exponential integrators.

DOI： 10.1007/s10543-022-00924-0

Scopus

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Integration of the stochastic underdamped harmonic oscillator by the theta-method 査読有り国際誌

Tocino A., Komori Y., Mitsui T.

Mathematics and Computers in Simulation 199 217 - 230 2022年03月

記述言語：英語掲載種別：研究論文（学術雑誌）

In recent papers, a simple harmonic oscillator with additive noise has been studied by several researchers, and it has been shown that its mean total energy increases linearly as time goes to infinity. In contrast to them, we consider an underdamped harmonic oscillator with additive noise. Our analysis reveals that the mean total energy of the stochastic underdamped harmonic oscillator remains bounded and it asymptotically tends to a certain value. In addition, we give a relation between the mean kinetic energy and the growth rate of the mean total energy. Whereas all stochastic -methods preserve this relation as they are of weak second local order, we show that only the stochastic trapezoidal method can attain the asymptotic values of the mean total energy and its derivative given by the exact solution. Numerical experiments are carried out to confirm these results.

DOI： 10.1016/j.matcom.2022.03.012

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A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations 査読有り国際誌

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

Numerical Algorithms 88 ( 4 ) 1641 - 1665 2021年01月

記述言語：英語掲載種別：研究論文（学術雑誌）

In this paper, a class of new Magnus-type methods is proposed for non-commutative Itô stochastic differential equations (SDEs) with semi-linear drift term and semi-linear diffusion terms, based on Magnus expansion for non-commutative linear SDEs. We construct a Magnus-type Euler method, a Magnus-type Milstein method and a Magnus-type Derivative-free method, and give the mean-square convergence analysis of these methods. Numerical tests are carried out to present the efficiency of the proposed methods compared with the corresponding underlying methods and the specific performance of the simulation Itô integral algorithms is investigated.

DOI： 10.1007/s11075-021-01089-7

Scopus

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S-ROCK methods for stochastic delay differential equations with one fixed delay 査読有り国際誌

Komori Y., Eremin A., Burrage K.

Journal of Computational and Applied Mathematics 353 345 - 354 2019年06月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

© 2019 Elsevier B.V. We propose stabilized explicit stochastic Runge–Kutta methods of strong order one half for Itô stochastic delay differential equations with one fixed delay. The family of the methods is constructed by embedding Runge–Kutta–Chebyshev methods of order one for ordinary differential equations. The values of a damping parameter of the methods are determined appropriately in order to obtain excellent mean square stability properties. Numerical experiments are carried out to confirm their order of convergence and stability properties.

DOI： 10.1016/j.cam.2018.12.042

Kyutacar

Scopus

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Weak second order explicit exponential RUNGE–KUTTA methods for stochastic differential equations 査読有り国際誌

Komori Y., Cohen D., Burrage K.

SIAM Journal on Scientific Computing 39 ( 6 ) A2857 - A2878 2017年01月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

© 2017 Society for Industrial and Applied Mathematics. We propose new explicit exponential Runge–Kutta methods for the weak approximation of solutions of stiff Itô stochastic differential equations (SDEs). We also consider the use of exponential Runge–Kutta methods in combination with splitting methods. These methods have weak order 2 for multidimensional, noncommutative SDEs with a semilinear drift term, whereas they are of order 2 or 3 for semilinear ordinary differential equations. These methods are A-stable in the mean square sense for a scalar linear test equation whose drift and diffusion terms have complex coefficients. We carry out numerical experiments to compare the performance of these methods with an existing explicit stabilized method of weak order 2.

DOI： 10.1137/15M1041341

Kyutacar

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Suitable algorithm associated with a parameterization for the three-parameter log-normal distribution 査読有り国際誌

Komori Y.

Communications in Statistics: Simulation and Computation 44 ( 1 ) 239 - 246 2015年01月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

Associated with a parameterization for the three-parameter lognormal distribution, an algorithm was proposed by Komori and Hirose, which can find a local maximum likelihood (ML) estimate surely if it exists. Nevertheless, by Vera and Daz-Garca it was shown that performance in finding a local ML estimate deteriorated by adopting the parameterization only and using other algorithm. In the present article, it will be shown that Komori and Hirose's algorithm should be used for the parameterization. This work will also give MATLAB codes as a useful tool for the parameter estimation of the distribution. Copyright © Taylor & Francis Group, LLC.

DOI： 10.1080/03610918.2013.773343

Kyutacar

Scopus

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A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems 査読有り国際誌

Komori Y., Burrage K.

BIT Numerical Mathematics 54 ( 4 ) 1067 - 1085 2014年01月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

© 2014, Springer Science+Business Media Dordrecht.In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multi-dimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel model.

DOI： 10.1007/s10543-014-0485-1

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Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations 査読有り国際誌

Komori Y., Buckwar E.

BIT Numerical Mathematics 53 ( 3 ) 617 - 639 2013年09月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

We consider embedding deterministic Runge-Kutta methods with high order into weak order stochastic Runge-Kutta (SRK) methods for non-commutative stochastic differential equations (SDEs). As a result, we have obtained weak second order SRK methods which have good properties with respect to not only practical errors but also mean square stability. In our stability analysis, as well as a scalar test equation with complex-valued parameters, we have used a multi-dimensional non-commutative test SDE. The performance of our new schemes will be shown through comparisons with an efficient and optimal weak second order scheme proposed by Debrabant and Rößler (Appl. Numer. Math. 59:582-594, 2009). © 2013 Springer Science+Business Media Dordrecht.

DOI： 10.1007/s10543-013-0419-3

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Strong first order S-ROCK methods for stochastic differential equations 査読有り国際誌

Komori Y., Burrage K.

Journal of Computational and Applied Mathematics 242 ( 1 ) 261 - 274 2013年04月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

Explicit stochastic Runge-Kutta (SRK) methods are constructed for non-commutative Itô and Stratonovich stochastic differential equations. Our aim is to derive explicit SRK schemes of strong order one, which are derivative free and have large stability regions. In the present paper, this will be achieved by embedding Chebyshev methods for ordinary differential equations in SRK methods proposed by Rößler (2010). In order to check their convergence order, stability properties and computational efficiency, some numerical experiments will be performed. © 2012 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.cam.2012.10.026

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Weak second order S-ROCK methods for Stratonovich stochastic differential equations 査読有り国際誌

Komori Y., Burrage K.

Journal of Computational and Applied Mathematics 236 ( 11 ) 2895 - 2908 2012年05月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

It is well known that the numerical solution of stiff stochastic ordinary differential equations leads to a step size reduction when explicit methods are used. This has led to a plethora of implicit or semi-implicit methods with a wide variety of stability properties. However, for stiff stochastic problems in which the eigenvalues of a drift term lie near the negative real axis, such as those arising from stochastic partial differential equations, explicit methods with extended stability regions can be very effective. In the present paper our aim is to derive explicit RungeKutta schemes for non-commutative Stratonovich stochastic differential equations, which are of weak order two and which have large stability regions. This will be achieved by the use of a technique in Chebyshev methods for ordinary differential equations. © 2012 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.cam.2012.01.033

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Supplement: Efficient weak second order stochastic RungeKutta methods for non-commutative Stratonovich stochastic differential equations 査読有り国際誌

Komori Y., Burrage K.

Journal of Computational and Applied Mathematics 235 ( 17 ) 5326 - 5329 2011年07月

担当区分：筆頭著者記述言語：英語掲載種別：研究論文（学術雑誌）

This paper gives a modification of a class of stochastic RungeKutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly. © 2011 Elsevier B.V. All rights reserved.

DOI： 10.1016/j.cam.2011.04.021

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Statistical analysis related to impulse tests for self-restoring insulation 査読有り国際誌

小守　良雄

IEEJ Transactions on Electrical and Elecronic Engineering 3 ( 6 ) 680 - 687 2008年11月

Weak first- or second-order implicit Runge-Kutta methods forstochastic differential equations with a scalar Wiener process 査読有り国際誌

Y. Komori

Journal of Computational and Applied Mathematics 217 ( 1 ) 166 - 179 2008年07月

Weak second order stochastic Runge-Kutta methods for non-commutative stochastic differential equations 査読有り

Y. Komori

Journal of Computational and Applied Mathematics 206 ( 1 ) 158 - 173 2007年09月

Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations 査読有り

Y. Komori

Journal of Computational and Applied Mathematics 203 ( 1 ) 57 - 79 2007年06月

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

Y. Komori

Applied Numerical Mathematics 57 ( 2 ) 147 - 165 2007年02月

Properties of the Weibull cumulative exposure model 査読有り

Y. Komori

Journal of Applied Statistics 33 ( 1 ) 17 - 34 2006年01月

Easy estimation by a new parameterization for the three-parameter lognormal distribution 査読有り

Y. Komori,H. Hirose

Journal of Statistical Computation and Simulation 74 ( 1 ) 63 - 74 2004年01月

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

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Scopus

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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

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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

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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

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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

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

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年05月

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年06月

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年02月

Stable ROW-type weak scheme for stochastic differential equations

Y. Komori,T. Mitsui

RIMS Kokyuroku 932 29 - 45 1995年04月

Some issues in discrete approximate solution for stochastic differential equations

Y. Komori,Y. Saito,T. Mitsui

RIMS Kokyuroku 850 1 - 13 1993年04月

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