Oral presentations in international conferences

  1. Y. Komori and K. Burrage (2023), Efficient numerical methods for high-dimensional Ito stochastic differential equations, 21th IMACS World Congress. Rome (Italy).

  2. Y. Komori, D. Cohen and K. Burrage (2023), Split S-ROCK methods for stiff Ito stochastic differential equations, The 10th International Congress on Industrial and Applied Mathematics Abstracts [02547]. Tokyo (Japan).

  3. Y. Komori, A. Eremin and K. Burrage (2019), Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term, International Conference on Numerical Analysis and Applied Mathematics 2019, AIP Conference Proceedings 2293. Rhodes (Greece).
    SCP

  4. Y. Komori (2019), 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 Abstracts, p. 154. Valencia (Spain).

  5. Y. Komori (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 Abstracts, p. 11. Daejeon (Korea).

  6. Y. Komori, D. Cohen and K. Burrage (2013), Weak order exponential Runge-Kutta methods for stiff stochastic differential equations, International Conference on Scientific Computational and Differential Equations 2013 Conference Abstracts, p. 106. Valladolid (Spain).

  7. Y. Komori and K. Burrage (2013), Stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems, 19th IMACS World Congress, Book of Abstracts, p. 11. El Escorial (Spain).

  8. Y. Komori and K. Burrage (2013), Runge-Kutta Chebyshev methods for stochastic ordinary differential equations, Auckland Numerical Ordinary Differential Equations 2013, Conference Abstracts, p. 22. Auckland (New Zealand).

  9. Y. Komori (2012), Multi-dimensional linear stability analysis of stochastic Runge-Kutta methods with deterministic high order, First Austrian Stochastics Days Abstracts, pp. 5-6. Linz (Austria).

  10. Y. Komori and K. Burrage (2012), Multi-dimensional linear stability analysis of S-ROCK methods for Ito stochastic differential equations, International Conference on Numerical Analysis and Applied Mathematics 2012, AIP Conference Proceedings 1479, pp. 1391-1394. Kos (Greece).
    SCP

  11. Y. Komori and K. Burrage (2011), Explicit Runge-Kutta methods with large stability regions for Ito stochastic differential equations, International Conference on Computational Engineering 2011 Conference Abstracts, pp. 36-37. Darmstadt (Germany).

  12. Y. Komori and E. Buckwar (2011), Stochastic Runge-Kutta Methods with deterministic high order for ordinary differential equations, International Conference on Numerical Analysis and Applied Mathematics 2011, AIP Conference Proceedings 1389, pp. 1590-1593. Halkidiki (Greece).
    SCP
  13. K. Burrage and Y. Komori (2010), Explicit Stochastic Runge-Kutta Methods with Large Stability Regions, International Conference on Numerical Analysis and Applied Mathematics 2010, AIP Conference Proceedings 1281, pp. 2057-2060. Rhodes (Greece).
    SCP

  14. K. Burrage and Y. Komori (2009), Weak order Chebyshev methods for stiff stochastic differential equations, International Conference on Scientific Computational and Differential Equations 2009 Conference Abstracts, p. 166. Beijing (China).

  15. Y. Komori (2008), Weak order drift-implicit Runge-Kutta methods for stochastic differential equations, International Conference on Numerical Analysis and Applied Mathematics 2008, AIP Conference Proceedings 1048, pp. 319-323. Kos (Greece).
    SCP

  16. Y. Komori (2007), Fully implicit stochastic Runge-Kutta methods for stochastic differential equations with a scalar Wiener process, International Conference on Scientific Computational and Differential Equations 2007 Conference Abstracts, pp. 182-183. Saint-Malo (France).

  17. Y. Komori (2007), Weak order implicit stochastic Runge-Kutta methods for commutative stochastic differential equations, International Conference on Computational Methods 2007 Conference Abstracts, p. 171. Hiroshima (Japan).

Author names in bold indicate a presenter.

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Last updated: 2023/09/20