Yoshio Komori is an associate professor at Kyushu Institute of Technology.

After he graduated from Nagoya Institute of Technology, he enrolled in graduate school at Nagoya University. When he was a master's student, he started his research on numerical analysis. When he was a doctoral student in a three-year course from 1993, he wrote three papers, each of which was submitted in 1993, 1994 and 1995 and was published in 1994, 1997 and 1995, respectively [list1]. Due to the accomplishment, he was allowed to write a doctoral thesis and finally in 1998 he obtained a doctor’s degree in Information Engineering (numerical analysis) from the university. For five years after that, he had worked on research concerning computational statistics [list2].

In 2003 he resumed his research on numerical analysis, and he wrote a sequence of three papers concerning numerical methods for stochastic differential equations (SDEs), each of which was submitted in 2003, 2004 and 2005 and all of which were published in 2007 [list1]. They are three of his selected papers. From 2008 to the beginning of 2009, he developed his research on numerical methods for SDEs as a visiting scholar at University of Queensland or an academic visitor at University of Oxford. The visits have led to his resent research on stabilized explicit numerical methods for SDEs. During the visits, he realized that studying abroad could give him a good chance to develop his research. Since then, he aims to have joint work with colleagues abroad [list3]. His present main topics are stochastic numerics and applications of SDEs.

He is a member of the Japan Society for Industrial and Applied Mathematics and Society for Industrial and Applied Mathematics.