Almost all the following are preprints. Each of them was formally published
in a journal after some improvements.
Technical reports (Kyushu Institute of Technology)
-
Y. Komori, A. Eremin and K. Burrage (2018), S-ROCK methods for stochastic delay
differential equations with one fixed delay, Technical Report CSSE-46,
Faculty of Computer Science & Systems Engineering, Kyushu Institute
of Technology.
-
Y. Komori and K. Burrage (2018), Modified S-ROCK methods for weak second order approximations
to the solution of Ito stochastic differential equations, Technical Report
CSSE-45, Faculty of Computer Science & Systems Engineering, Kyushu
Institute of Technology.
- Y. Komori, D. Cohen and K. Burrage (2015), Weak second order explicit exponential
Runge-Kutta methods for stochastic differential equations, Technical Report
CSSE-44, Faculty of Computer Science & Systems Engineering, Kyushu
Institute of Technology.
- Y. Komori, D. Cohen and K. Burrage (2014), High order explicit exponential Runge-Kutta
methods for the weak approximation of solutions of stochastic differential
equations, Technical Report CSSE-41, Faculty of Computer Science &
Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and K. Burrage (2013), Exponential Euler-Maruyama scheme for simulation
of stiff biochemical reaction systems, Technical Report CSSE-40, Faculty
of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and K. Burrage (2012), Strong first order S-ROCK methods for stochastic differential equations, Technical Report CSSE-39, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and E. Buckwar (2011), Stochastic Runge-Kutta methods with deterministic
high order for ordinary differential equations, Technical Report CSSE-38,
Faculty of Computer Science & Systems Engineering, Kyushu Institute
of Technology.
- Y. Komori (2010), Robust algorithm associated with a parameterization for the three-parameter
lognormal distribution, Technical Report CSSE-37, Faculty of Computer Science
& Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and K. Burrage (2010), A stochastic method for all seasons, Technical
Report CSSE-36, Faculty of Computer Science & Systems Engineering,
Kyushu Institute of Technology.
- Y. Komori and K. Burrage (2010), Supplement: efficient weak second-order stochastic
Runge-Kutta methods for non-commutative stochastic differential equations,
Technical Report CSSE-35, Faculty of Computer Science & Systems Engineering,
Kyushu Institute of Technology.
- Y. Komori (2006), Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic
Differential Equations with a Scalar Wiener Process, Technical Report CSSE-26,
Faculty of Computer Science & Systems Engineering, Kyushu Institute
of Technology.
- Y. Komori (2005), Weak Second Order Stochastic Runge-Kutta Methods for Non-commuting
Stochastic Differential Equations, Technical Report CSSE-24, Faculty of
Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori (2005), Statistical Tests and Analysis Related to Disruptive Discharge, Technical Report CSSE-23, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori (2004), Multi-Colored Rooted Tree Analysis of the Weak Order Conditions of a Stochastic Runge-Kutta Family under a Commutativity Condition, Technical Report CSSE-22, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori (2003), Multi-Colored Rooted Tree Analysis of the Order Conditions of Weak Schemes for Stochastic Differential Equations with a Multi-Dimensional Wiener Process Technical Report CSSE-19, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori (2003), Statistical properties of the Weibull cumulative exposure model,
Technical Report CSSE-18, Faculty of Computer Science & Systems Engineering,
Kyushu Institute of Technology.
- H. Hirose and Y. Komori (2002), Maximum likelihood estimation in a mixture
regression model using the EM algorithm, Technical Report CSSE-17, Faculty
of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and H. Hirose (2001), Easy estimation by a new parameterization in the three-parameter lognormal distribution, Technical Report CSSE-16, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
- Y. Komori and H. Hirose (2001), Parameter estimation for grouped and truncated data or truncated data, Technical Report CSSE-12, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.
Kokyuroku (Res. Inst. Math. Sci., Kyoto University)
- Y. Komori (2016), Exponential Runge-Kutta methods for stiff stochastic differential
equations, RIMS Kokyuroku 2005, 128-140.
- Y. Komori (2006), Weak high order stochastic Runge-Kutta methods, RIMS Kokyuroku
1505, 88-100.
- Y. Komori and T. Mitsui (1995), Stable ROW-type weak scheme for stochastic differential
equations, RIMS Kokyuroku 932, 29-45.
- Y. Komori, Y. Saito and T. Mitsui (1993), Some issues in discrete approximate solution
for stochastic differential equations, RIMS Kokyuroku 850, 1-13.
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Last updated: 2018/06/29