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J-GLOBAL ID：200901052938923149   Update date: Sep. 19, 2024

Komori Yoshio

コモリ ヨシオ | Komori Yoshio
Affiliation and department：
Kyushu Institute of Technology Faculty of Computer Science and Systems Engineering Department of Physics and Information Technology

About Kyushu Institute of Technology Faculty of Computer Science and Systems Engineering Department of Physics and Information Technology


Job title： Associate Professor
Homepage URL  (1)： http://galois.ces.kyutech.ac.jp/~komori
Research field  (2)： Applied mathematics and statistics ,  Basic mathematics
Research keywords  (6)： Numerical stability ,  Numerical method ,  Stochastic differential equation ,  Numerical stability ,  Numerical method ,  Stochastic differential equation
Research theme for competitive and other funds  (6)：
  • 2022 - 2026 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
  • 2017 - 2021 大規模の確率微分方程式に対する陽的数値解法の研究
  • 2011 - 2015 Advanced research on stochastic Runge-Kutta methods
  • 2007 - 2011 Runge-Kutta methods for stochastic differential equations
  • 2008 - 2009 Applications of stochastic Runge-Kutta methods
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Papers (34)：
  • Komori Y., Burrage K. Split S-ROCK methods for high-dimensional stochastic differential equations. Journal of Scientific Computing. 2023. 97. 3
  • Komori Y., Yang G., Burrage K. Formulae for mixed moments of Wiener processes and a stochastic area integral. SIAM Journal on Numerical Analysis. 2023. 61. 4. 1716-1736
  • 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. 62. 4. 1591-1623
  • 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
ｍore...
MISC (44)：
  • 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
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Lectures and oral presentations  (70)：
  • 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)
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Education (4)：
  • - 1996 Nagoya University Graduate School, Division of Information Engineering
  • - 1996 Nagoya University Graduate School, Division of Information Engineering
  • - 1990 Nagoya Institute of Technology Faculty of Engineering
  • - 1990 Nagoya Institute of Technology Faculty of Engineering
Professional career (1)：
  • Doctor of Engineering (Nagoya University)
Work history (6)：
  • 2019/04/01 - 現在 Kyushu Institute of Technology Faculty of Computer Science and Systems Engineering Department of Physics and Information Technology Associate Professor
  • 2014/04/01 - 2019/03/31 Kyushu Institute of Technology Faculty of Computer Science and Systems Engineering Department of Systems Design and Informatics Associate Professor
  • 2008/04/01 - 2014/03/31 Kyushu Institute of Technology Faculty of Computer Science and Systems Engineering Department of Systems Design and Informatics Assistant Professor
  • 2007/04/01 - 2008/03/31 Kyushu Institute of Technology School of Computer Science and Systems Engineering Assistant Professor
  • 1998/04/01 - 2007/03/31 Kyushu Institute of Technology School of Computer Science and Systems Engineering Research Assistant
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Association Membership(s) (6)：
電気学会 ,  Society for Industrial and Applied Mathematics ,  日本応用数理学会 ,  The Institute of Electrical and Engineers of Japan ,  Society for Industrial and Applied Mathematics ,  The Japan Society for Industrial and Applied Mathematics
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