小守良雄

コモリヨシオ | Komori Yoshio

所属機関・部署：
職名：准教授
ホームページURL (1件)： http://galois.ces.kyutech.ac.jp/~komori

研究分野 (2件)：応用数学、統計数学 , 数学基礎

研究キーワード (6件)：数値的安定性 , 数値解法 , 確率微分方程式 , Numerical stability , Numerical method , Stochastic differential equation

競争的資金等の研究課題 (6件)：

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論文 (32件)：

G. Yang, K. Burrage, Y. Komori, X. Ding. A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations. BIT Numerical Mathematics. 2022. in press
Tocino A, Komori Y, Mitsui T. Integration of the stochastic underdamped harmonic oscillator by the theta-method. Mathematics and Computers in Simulation. 2022. 199. 217-230
Yang G, Burrage K, Komori Y, Burrage P, Ding X. A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. Numerical Algorithms. 2021. 88. 4. 1641-1665
Komori Y, Eremin A, Burrage K. Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. AIP Conference Proceedings. 2020. 2293
Y. Komori, A. Eremin, K. Burrage. S-ROCK methods for stochastic delay differential equations with one fixed delay. Journal of Computational and Applied Mathematics. 2019. 353. 345-354

MISC (44件)：

Y. Komori, A. Eremine, K. Burrage. S-ROCK methods for stochastic delay differential equations with one fixed delay. Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology. 2018. CSSE-46. 1-15
Y. Komori, A. Eremine, K. Burrage. S-ROCK methods for stochastic delay differential equations with one fixed delay. Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology. 2018. CSSE-46. 1-15
Y. Komori, K. Burrage. Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations. Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology. 2018. CSSE-45. 1-20
Y. Komori, K. Burrage. Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations. Technical Report in Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology. 2018. CSSE-45. 1-20
小守良雄. Exponential Runge-Kutta methods for stiff stochastic differential equations. RIMS Kokyuroku. 2016. 2005. 128-140

講演・口頭発表等 (71件)：

Explicit numerical methods for weak second order approximations to the solution of stiff Ito stochastic differential equations
(The 9th International Congress on Industrial and Applied Mathematics 2019)
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
(日本応用数理学会 2016 年度年会 2016)
Explicit stabilized Runge-Kutta methods for stiff stochastic differential equations with a semilinear drift term
(The 6th China-Japan-Korea Joint Conference on Numerical Mathematics 2016)
確率微分方程式に対する Exponential Runge-Kutta 法
(常微分方程式の数値解法とその周辺 2016 2016)
Explicit stabilized Runge-Kutta methods for stiff stochastic differential equations with a semilinear drift term
(2016)

学歴 (4件)：

学位 (1件)：

経歴 (6件)：

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所属学会 (6件)：

電気学会 , Society for Industrial and Applied Mathematics , 日本応用数理学会 , 電気学会 , Society for Industrial and Applied Mathematics , 日本応用数理学会

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小守 良雄