All papers
- Y. Komori and K. Burrage (2023), Split S-ROCK methods for high-dimensional stochastic
differential equations, Journal of Scientific Computing, 97 (3), 62.
- Y. Komori, G. Yang and K. Burrage (2023), Formulae for mixed moments of Wiener processes
and a stochastic area integral, SIAM Journal on Numerical Analysis, 61
(4), 1716-1736.
- G. Yang, K. Burrage, Y. Komori and X. Ding (2022), A new class of structure-preserving
stochastic exponential Runge-Kutta integrators for stochastic differential
equations, BIT Numerical Mathematics, 62 (4), 1591-1623.
- A. Tocino, Y. Komori and T. Mitsui (2022), Integration of the stochastic
underdamped harmonic oscillator by the theta-method, Mathematics and Computers
in Simulation, 199, 217-230.
- G. Yang, K. Burrage, Y. Komori, P. Burrage and X. Ding (2021), A class
of new Magnus-type methods for semi-linear non-commutative Ito stochastic
differential equations, Numerical Algorithms, 88, 1641-1665.
- Y. Komori, A. Eremin and K. Burrage (2019), S-ROCK methods for stochastic delay
differential equations with one fixed delay, Journal of Computational and
Applied Mathematics, 353, 345-354.
- Y. Komori, D. Cohen and K. Burrage (2017), Weak second order explicit exponential
Runge-Kutta methods for stochastic differential equations, SIAM Journal
on Scientific Computing, 39 (6), A2857-A2878.
- Y. Komori (2015), Suitable algorithm associated with a parameterization for the
three-parameter lognormal distribution, Communications in Statistics -
Simulation and Computation, 44 (1), 239-246 (letter).
- Y. Komori and K. Burrage (2014), A stochastic exponential Euler scheme for simulation
of stiff biochemical reaction systems, BIT Numerical Mathematics, 54 (4),
1067-1085.
- Y. Komori and E. Buckwar (2013), Stochastic Runge-Kutta methods with deterministic
high order for ordinary differential equations, BIT Numerical Mathematics,
53 (3), 617-639.
- Y. Komori and K. Burrage (2013), Strong first order S-ROCK methods for stochastic
differential equations, Journal of Computational and Applied Mathematics,
242, 261-274.
- Y. Komori and K. Burrage (2012), Weak second order S-ROCK methods for Stratonovich
stochastic differential equations, Journal of Computational and Applied
Mathematics, 236 (11), 2895-2908.
- Y. Komori and K. Burrage (2011), Supplement: efficient weak second order stochastic
Runge-Kutta methods for non-commutative Stratonovich stochastic differential
equations, Journal of Computational and Applied Mathematics, 235 (17),
5326-5329 (letter).
- Y. Komori (2008), Statistical analysis related to impulse tests for self-restoring
insulation, IEEJ Transactions on Electrical and Electronic Engineering,
3 (6), 680-687.
- Y. Komori (2008), Weak first- or second-order implicit Runge-Kutta methods for stochastic
differential equations with a scalar Wiener process, Journal of Computational
and Applied Mathematics, 217 (1), 166-179.
- Y. Komori (2007), Weak second-order stochastic Runge-Kutta methods for non-commutative
stochastic differential equations, Journal of Computational and Applied
Mathematics, 206 (1), 158-173.
- Y. Komori (2007), Weak order stochastic Runge-Kutta methods for commutative stochastic
differential equations, Journal of Computational and Applied Mathematics,
203 (1), 57-79.
- Y. Komori (2007), Multi-colored rooted tree analysis of the weak order conditions
of a stochastic Runge-Kutta family, Applied Numerical Mathematics, 57 (2),
147-165.
- Y. Komori (2006), Properties of the Weibull cumulative exposure model, Journal of
Applied Statistics, 33 (1), 17-34.
- Y. Komori and H. Hirose (2004), Easy estimation by a new parameterization for the
three-parameter lognormal distribution, Journal of Statistical Computation
and Simulation, 74 (1), 63-74.
- H. Hirose and Y. Komori (2003), Maximum likelihood estimation in a mixture
regression model using the continuation method, IEICE Transactions on Fundamentals
of Electronics, Communications and Computer Sciences, E86-A (5), 1256-1265.
- H. Hirose and Y. Komori (2002), A consideration on the maximum likelihood
estimation in a mixture regression model using the EM algorithm, Far East
Journal of Theoretical Statistics, 7 (2), 111-127.
- Y. Komori and H. Hirose (2002), Parameter estimation based on grouped or continuous
data for truncated exponential distributions, Communications in Statistics:
Theory and Methods, 31 (6), 889-900.
- Y. Komori and H. Hirose (2000), An easy parameter estimation by the EM algorithm
in the new up-and-down method, IEEE Transactions on Dielectrics and Electrical
Insulation, 7 (6), 838-842.
- Y. Komori and H. Hirose (2000), Bias in the estimator of the new up-and-down method,
INFORMATION, 3 (2), 183-192 (in Japanese).
- H. Hirose and Y. Komori (1999), A remark on the new up-and-down method
analysis, IEEJ Transactions on Fundamentals and Materials, 119 (4), 527-528
(letter in Japanese).
- Y. Komori, T. Mitsui, and H. Sugiura (1997), Rooted tree analysis of the order conditions
of ROW-type scheme for stochastic differential equations, BIT, 37 (1),
43-66.
- Y. Komori and T. Mitsui (1995), Stable ROW-type weak scheme for stochastic differential
equations, Monte Carlo Methods and Applications, 1 (4), 279-300.
- Y. Komori, Y. Saito and T. Mitsui (1994), Some issues in discrete approximate solution
for stochastic differential equations, Computers & Mathematics with
Applications, 28 (10-12), 269-278.
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Last updated: 2023/10/31