Komori Yoshio 小守良雄

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KOMORI Yoshio 小守良雄

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Researcher Number	20285430
Other IDs
Affiliation (Current)	2025: 九州工業大学, 大学院情報工学研究院, 准教授
Affiliation (based on the past Project Information) *help	2017 – 2023: 九州工業大学, 大学院情報工学研究院, 准教授 2014: 九州工業大学, 大学院情報工学研究院, 准教授 2011 – 2013: 九州工業大学, 大学院情報工学研究院, 助教 2008 – 2010: Kyushu Institute of Technology, 大学院・情報工学研究院, 助教 2007: Kyushu Institute of Technology, 情報工学部, 助教
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics
Keywords	Principal Investigator 確率微分方程式 / 数値的安定性 / 数値解法 / 陽的数値解法 / 生化学反応 / 数理モデル / 安定性解析 / SROCK 法 / 高次元確率微分方程式 / 確率積分 … More / 高次モーメント / exponential method / 半線形確率微分方程式 / Magnus-type method / 硬い方程式 / 弱い意味で二次の近似 / Exponential Runge-Kutta / 確率遅延微分方程式 / ルンゲ・クッタ・チェビシェフ / 陽的解法 / オーストリア / 国際情報交流 / イギリス / 国際研究者交流 / Exponential ルンゲ・クッタ法 / 数値シミュレーション / Weak オーダー / 陰的解法 / Weakオーダー / 数値数学 Less

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Principal Investigator
- Principal Investigator
  
  小守良雄
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Kyushu Institute of Technology
Research on explicit numerical methods for high-dimensional stochastic differential equationsPrincipal Investigator
- Principal Investigator
  
  Komori Yoshio
- Project Period (FY)
  2017 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Kyushu Institute of Technology
Advanced research on stochastic Runge-Kutta methodsPrincipal Investigator
- Principal Investigator
  
  KOMORI YOSHIO
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu Institute of Technology
Runge-Kutta methods for stochastic differential equationsPrincipal Investigator
- Principal Investigator
  
  KOMORI Yoshio
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu Institute of Technology

[Journal Article] Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral2023
- Author(s)
  Komori Yoshio、Yang Guoguo、Burrage Kevin
- Journal Title
  
  SIAM Journal on Numerical Analysis
  
  Volume: 61 Issue: 4 Pages: 1716-1736
- DOI
  10.1137/22m152013x
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K03416
[Journal Article] Formulae for mixed moments of Wiener processes and a stochastic area integral2023
- Author(s)
  Y. Komori, G. Yang, K. Burrage
- Journal Title
  
  SIAM Journal on Numerical Analysis
  
  Volume: To appear
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K03416
[Journal Article] Split S-ROCK Methods for High-Dimensional Stochastic Differential Equations2023
- Author(s)
  Komori Yoshio、Burrage Kevin
- Journal Title
  
  Journal of Scientific Computing
  
  Volume: 97 Issue: 3
- DOI
  10.1007/s10915-023-02354-8
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K03416
[Journal Article] A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations2022
- Author(s)
  Yang Guoguo、Burrage Kevin、Komori Yoshio、Ding Xiaohua
- Journal Title
  
  BIT Numerical Mathematics
  
  Volume: 62 Issue: 4 Pages: 1591-1623
- DOI
  10.1007/s10543-022-00924-0
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] Integration of the stochastic underdamped harmonic oscillator by the theta-method2022
- Author(s)
  A.Tocino, Y.Komori, T.Mitsui
- Journal Title
  
  Mathematics and Computers in Simulation
  
  Volume: 199 Pages: 217-230
- DOI
  10.1016/j.matcom.2022.03.012
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] A new class of structure-preserving stochastic exponential Runge--Kutta integrators for stochastic differential equations2022
- Author(s)
  G.Yang, K. Burrage, Y. Komori, X. Ding
- Journal Title
  
  BIT Numerical Mathematics
  
  Volume: To appear
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] A class of new Magnus-type methods for semi-linear non-commutative It? stochastic differential equations2021
- Author(s)
  Yang Guoguo、Burrage Kevin、Komori Yoshio、Burrage Pamela、Ding Xiaohua
- Journal Title
  
  Numerical Algorithms
  
  Volume: - Issue: 4 Pages: 1641-1665
- DOI
  10.1007/s11075-021-01089-7
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term2020
- Author(s)
  Komori Yoshio、Eremin Alexey、Burrage Kevin
- Journal Title
  
  AIP Conference Proceedings
  
  Volume: 2293 Pages: 100005-100005
- DOI
  10.1063/5.0026922
- NAID
  120006950599
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] S-ROCK methods for stochastic delay differential equations with one fixed delay2019
- Author(s)
  Y. Komori, A. Eremin and K. Burrage
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 353 Pages: 345-354
- DOI
  10.1016/j.cam.2018.12.042
- NAID
  120006951783
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations2018
- Author(s)
  Komori Yoshio、Burrage Kevin
- Journal Title
  
  Kyushu Institute of Technology Technical Report
  
  Volume: CSSE-45 Pages: 1-19
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations2017
- Author(s)
  Komori Yoshio、Cohen David、Burrage Kevin
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 39 Issue: 6 Pages: A2857-A2878
- DOI
  10.1137/15m1041341
- NAID
  120006469723
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Journal Article] A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems2014
- Author(s)
  Y. Komori and K. Burrage
- Journal Title
  
  BIT Numerical Mathematics
  
  Volume: 54 Issue: 4 Pages: 1067-1085
- DOI
  10.1007/s10543-014-0485-1
- NAID
  120005856410
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations2014
- Author(s)
  Y. Komori, D. Cohen and K. Burrage
- Journal Title
  
  Kyushu Institute of Technology Technical Report
  
  Volume: CSSE-41 Pages: 0-24
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations2013
- Author(s)
  Y. Komori
- Journal Title
  
  BIT Numerical Mathematics
  
  Volume: in press Issue: 3 Pages: 617-639
- DOI
  10.1007/s10543-013-0419-3
- NAID
  120006950604
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Strong first order S-ROCK methods for stochastic differential equations2013
- Author(s)
  Y. Komori
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 242 Pages: 261-274
- DOI
  10.1016/j.cam.2012.10.026
- NAID
  120005860330
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Strong first order S-ROCK methods for stochastic differential equations2012
- Author(s)
  Y. Komori and K. Burrage
- Journal Title
  
  Kyushu Institute of Technology Technical Report
  
  Volume: CSSE-39
- NAID
  120005860330
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Multi-dimensional linear stability analysis of S-ROCK methods for Ito stochastic differential equations2012
- Author(s)
  Y. Komori
- Journal Title
  
  AIP Conference Proceedings
  
  Volume: 1479 Pages: 1391-1394
- DOI
  10.1063/1.4756417
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Weak second order S-ROCK methods for Stratonovich stochastic differential equations2012
- Author(s)
  Y. Komori and K. Burrage
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 236 Issue: 11 Pages: 2895-2908
- DOI
  10.1016/j.cam.2012.01.033
- NAID
  120006950605
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Supplement : efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations2011
- Author(s)
  Yoshio Komori, Kevin Burrage
- Journal Title
  
  in Journal of Computational and Applied Mathematics in press
- NAID
  120005622199
- URL
  http://dx.doi.org/10.1016/j.cam.2011.04.021
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Stochastic Runge-Kutta Methods with deterministic high order for ordinary eifferential equations2011
- Author(s)
  Y. Komori and E. Buckwar
- Journal Title
  
  AIP Conference Proceedings
  
  Volume: 1378 Pages: 1590-1593
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23540143
[Journal Article] Supplement : efficient weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations2010
- Author(s)
  Y.Komori, K.Burrage
- Journal Title
  
  Kyushu Institute of Technology Technical Report (Preprint of a letter for publication)
  
  Volume: CSSE-35 Pages: 1-7
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Explicit Stochastic Runge-Kutta Methods with Large Stability Regions2010
- Author(s)
  K.Burrage, Y.Komori
- Journal Title
  
  AIP Conference Proceedings
  
  Volume: 1281 Pages: 2057-2060
- NAID
  120006950602
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] A stochastic method for all seasons2010
- Author(s)
  Y.Komori, K.Burrage
- Journal Title
  
  Kyushu Institute of Technology Technical Report (Preprint of a paper for publication)
  
  Volume: CSSE-36 Pages: 1-26
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Explicit Stochastic Runge-Kutta Methods with Large Stability Region2010
- Author(s)
  Kevin Burrage, Yoshio Komori
- Journal Title
  
  AIP Conference Proceedings Vol.1281
  
  Pages: 2057-2060
- NAID
  120006950602
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] A stochastic method for all seasons, Technical Report CSSE-36, Faculty of Computer Science & Systems Engineering2010
- Author(s)
  Yoshio Komori, Kevin Burrage
- Journal Title
  
  Kyushu Institute of Technology
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Weak order drift-implicit Runge-Kutta methods for stochastic differential equations2008
- Author(s)
  Yoshio Komori
- Journal Title
  
  AIP Conference Proceedings Vol.1048
  
  Pages: 319-323
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Weak first-or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process2008
- Author(s)
  Yoshio Komori
- Journal Title
  
  Journal of Computational and Applied Mathematics Vol.217
  
  Pages: 166-179
- NAID
  120002440636
- URL
  http://ds.lib.kyutech.ac.jp/dspace/handle/10228/446
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process2008
- Author(s)
  Yoshio Komori
- Journal Title
  
  Journal of Computational and Applied Mathematics Vol.217
  
  Pages: 166-179
- NAID
  120002440636
- URL
  http://dx.doi.org/10.1016/j.cam.2007.06.024
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Weak first- or second-order implicit Runge-Kutta methods forstochastic differential equations with a scalar Wiener process2008
- Author(s)
  Yoshio Komori
- Journal Title
  
  Journal of Computational and AppliedMathematics 217
  
  Pages: 166-179
- NAID
  120002440636
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Journal Article] Weak first-or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
- Author(s)
  Yoshio Komori
- Journal Title
  
  Journal of Computational and Applied Mathematics (印刷待ち)
- NAID
  120002440636
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Split S-ROCK methods for stiff Ito stochastic differential equations2023
- Author(s)
  Komori Yoshio、David Cohen、Burrage Kevin
- Organizer
  The 10th International Congress on Industrial and Applied Mathematics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K03416
[Presentation] Efficient numerical methods for high-dimensional Ito stochastic differential equations2023
- Author(s)
  Komori Yoshio、Burrage Kevin
- Organizer
  21th IMACS World Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K03416
[Presentation] Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term2019
- Author(s)
  Y. Komori, A. Eremin and K. Burrage
- Organizer
  International Conference on Numerical Analysis and Applied Mathematics 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Presentation] Explicit numerical methods for weak second order approximations to the solution of stiff Ito stochastic differential equations2019
- Author(s)
  Y. Komori
- Organizer
  The 9th International Congress on Industrial and Applied Mathematics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05369
[Presentation] High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations2015
- Author(s)
  Y. Komori
- Organizer
  The 5th workshop on Computer-Assisted Science
- Place of Presentation
  大阪大学 (大阪府)
- Year and Date
  2015-01-31
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Exponential Runge-Kutta methods for stiff stochastic differential equations2013
- Author(s)
  小守良雄
- Organizer
  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」
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Weak order exponential Runge-Kutta methods for stiff stochastic differential equations2013
- Author(s)
  Y. Komori, D. Cohen and K. Burrage
- Organizer
  International Conference on Scientific Computational and Differential Equations 2013
- Place of Presentation
  Universidad de Valladolid
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Runge-Kutta methods with deterministic high order for ordinary differential equations2013
- Author(s)
  小守良雄
- Organizer
  国立情報学研究所研究ミーティング
- Place of Presentation
  国立情報学研究所
- Invited
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems2013
- Author(s)
  Y. Komori and K. Burrage
- Organizer
  19th IMACS World Congress
- Place of Presentation
  El Escorial
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Runge-Kutta Chebyshev methods for stochastic ordinary differential equations2013
- Author(s)
  Y. Komori
- Organizer
  Auckland Numerical Ordinary Differential Equations 2013
- Place of Presentation
  University of Auckland, New Zealand
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Strong first order S-ROCK methods for stochastic differential equations2012
- Author(s)
  小守良雄, K. Burrage
- Organizer
  国立情報学研究所研究ミーティング(招待講演)
- Place of Presentation
  国立情報学研究所 (東京都)
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Multi-dimensional linear stability analysis of stochastic Runge-Kutta methods with deterministic high order2012
- Author(s)
  Y. Komori
- Organizer
  First Austrian Stochastics Days
- Place of Presentation
  Johannes Kepler University Linz, Austria
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Weak second order S-ROCK methods for Stratonovich stochastic differential equations2012
- Author(s)
  Y. Komori and K. Burrage
- Organizer
  2012 Tokyo Workshop on Structure-Preserving Methods(招待講演)
- Place of Presentation
  東京大学 (東京都)
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] 強い意味で 1 次の確率ルンゲ・クッタ・チェビシェフ法2012
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会 2012 年度年会
- Place of Presentation
  稚内全日空ホテル
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] Explicit Runge-Kutta methods with large stability regions for Ito stochastic differential equations2011
- Author(s)
  Y. Komori and K. Burrage
- Organizer
  International Conference on Computational Engineering 2011
- Place of Presentation
  Darmstadtium 会議センター (ドイツ)
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] 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2011
- Author(s)
  小守良雄, K. Burrage
- Organizer
  日本応用数理学会 2011 年度年会
- Place of Presentation
  同志社大学 (京都府)
- Data Source
  KAKENHI-PROJECT-23540143
[Presentation] 大きな安定領域をもつ陽的確率ルンゲ・クッタ法2010
- Author(s)
  小守良雄, Kevin Burrage
- Organizer
  日本応用数理学会2010年度年会
- Place of Presentation
  明治大学駿河台キャンパス
- Year and Date
  2010-09-06
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Explicit stochastic Runge-Kutta methods with large stability regions2010
- Author(s)
  Kevin Burrage, Yoshio Komori
- Organizer
  International Conference of Numerical Analysis and Applied Mathematics 2010
- Place of Presentation
  Hotel Rodos Palace, Rhodes, Greece.
- Year and Date
  2010-09-23
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] 大きな安定領域をもつ陽的確率ルンゲ・クッタ法2010
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会2010年度年会
- Place of Presentation
  明治大学駿河台キャンパス
- Year and Date
  2010-09-06
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] 硬い確率微分方程式に対するチェビシェフ法2009
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会2009年度年会
- Place of Presentation
  大阪大学豊中キャンパス
- Year and Date
  2009-09-30
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order Chebyshev methods for stiff stochastic differential equations2009
- Author(s)
  Kevin Burrage, Yoshio Komori(発表者)
- Organizer
  International Conference on Scientific Computational and Differential Equations 2009
- Place of Presentation
  Beijing Friendship Hotel, Beijing, China
- Year and Date
  2009-05-29
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order Chebyshev methods for stiff stochastic differential equations2009
- Author(s)
  Yoshio Komori
- Organizer
  International conference on scientific computational and differential equations 2009
- Place of Presentation
  Beijing Friendship Hotel, Beijing, China
- Year and Date
  2009-05-29
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order Chebyshev methods for stiff stochastic differential equations2009
- Author(s)
  Kevin Burrage, Yoshio Komori
- Organizer
  International Conference on Scientific Computational and Differential Equations 2009
- Place of Presentation
  Beijing Friendship Hotel, Beijing, China.
- Year and Date
  2009-05-29
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] 硬い確率微分方程式に対するチェビシェフ法2009
- Author(s)
  Kevin Burrage, Yoshio Komori
- Organizer
  日本応用数理学会2009年度年会
- Place of Presentation
  大阪大学豊中キャンパス
- Year and Date
  2009-09-30
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order drift-implicit Runge-Kutta methods for stochastic differential equations2008
- Author(s)
  小守良雄
- Organizer
  International Conference of Numerical Analysis and Applied Mathematics 2008
- Place of Presentation
  Kypriotis International Conference Center, Kos, Greece.
- Year and Date
  2008-09-17
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order drift-implicit Runge-Kutta methods for stochastic differential equations2008
- Author(s)
  Yoshio Komori
- Organizer
  International Conference of Numerical Analysis and Applied Mathematics 2008
- Place of Presentation
  Kypriotis International Conference Center, Kos, Greece
- Year and Date
  2008-09-17
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Weak order drift-implicit Runge-Kutta methods forStochastic differential equations2008
- Author(s)
  Yoshio Komori
- Organizer
  International conference of numericalanalys is and applied mathematics 2008
- Place of Presentation
  Kypriotis Int. Conf. Center, Kos, Greece
- Year and Date
  2008-09-17
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Fully implicit stochastic Runge-Kutta methods for stochastic differential equations with a scalar Wiener process2007
- Author(s)
  Yoshio Komori
- Organizer
  International Conference on Scientific Computational and Differential Equations 2007
- Place of Presentation
  Le Palais du Grand Large, Saint-Malo, France
- Year and Date
  2007-07-12
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Drift-implicit 確率 Runge-Kutta 法について2007
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会2007年度年会
- Place of Presentation
  北海道大学工学部
- Year and Date
  2007-09-17
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Fully implicit stochastic Runge-Kutta methods for stochastic differential equations with a scalar Wiener process2007
- Author(s)
  小守良雄
- Organizer
  International Conference on Scientific Computational and Differential Equations 2007
- Place of Presentation
  Le Palais du Grand Large
- Year and Date
  2007-07-12
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Drift-implicit 確率 Runge-Kutta 法について2007
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会2007年度年会
- Place of Presentation
  北海道大学, 工学部
- Year and Date
  2007-09-17
- Data Source
  KAKENHI-PROJECT-19540139
[Presentation] Drift-implicit確率Runge-Kutta法について2007
- Author(s)
  小守良雄
- Organizer
  日本応用数理学会2007年度年会
- Place of Presentation
  北海道大学工学部
- Year and Date
  2007-09-17
- Data Source
  KAKENHI-PROJECT-19540139

1. KEVIN Burrage

# of Collaborated Projects: 1 results

# of Collaborated Products: 8 results
2. BURRAGE Kevin

# of Collaborated Projects: 1 results

# of Collaborated Products: 10 results
3. BUCKWAR Evelyn

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
4. TOCINO Angel

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. COHEN David

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results

Komori Yoshio 小守 良雄

KOMORI Yoshio 小守 良雄

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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Principal Investigator

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Research on explicit numerical methods for high-dimensional stochastic differential equationsPrincipal Investigator

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Advanced research on stochastic Runge-Kutta methodsPrincipal Investigator

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Runge-Kutta methods for stochastic differential equationsPrincipal Investigator

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[Journal Article] Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral2023

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[Journal Article] Formulae for mixed moments of Wiener processes and a stochastic area integral2023

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[Journal Article] Split S-ROCK Methods for High-Dimensional Stochastic Differential Equations2023

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[Journal Article] A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations2022

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[Journal Article] Integration of the stochastic underdamped harmonic oscillator by the theta-method2022

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[Journal Article] A new class of structure-preserving stochastic exponential Runge--Kutta integrators for stochastic differential equations2022

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[Journal Article] A class of new Magnus-type methods for semi-linear non-commutative It? stochastic differential equations2021

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[Journal Article] Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term2020

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[Journal Article] S-ROCK methods for stochastic delay differential equations with one fixed delay2019

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[Journal Article] Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations2018

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[Journal Article] Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations2017

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Komori Yoshio 小守良雄

KOMORI Yoshio 小守良雄