{"created":"2023-05-15T11:59:13.716304+00:00","id":5557,"links":{},"metadata":{"_buckets":{"deposit":"056c3166-3438-4085-ad12-2d1bc2d64162"},"_deposit":{"created_by":3,"id":"5557","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"5557"},"status":"published"},"_oai":{"id":"oai:kyutech.repo.nii.ac.jp:00005557","sets":["8:9"]},"author_link":["27615","22520","3142","27616","22519"],"item_21_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2017-12-12","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"6","bibliographicPageEnd":"A2878","bibliographicPageStart":"A2857","bibliographicVolumeNumber":"39","bibliographic_titles":[{"bibliographic_title":"SIAM Journal on Scientific Computing"}]}]},"item_21_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We propose new explicit exponential Runge-Kutta methods for the weak approximation of solutions of stiff Itô stochastic differential equations (SDEs). We also consider the use of exponential Runge-Kutta methods in combination with splitting methods. These methods have weak order 2 for multidimensional, noncommutative SDEs with a semilinear drift term, whereas they are of order 2 or 3 for semilinear ordinary differential equations. These methods are A-stable in the mean square sense for a scalar linear test equation whose drift and diffusion terms have complex coefficients. We carry out numerical experiments to compare the performance of these methods with an existing explicit stabilized method of weak order 2.","subitem_description_type":"Abstract"}]},"item_21_description_60":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Journal Article","subitem_description_type":"Other"}]},"item_21_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"affiliations":[{"affiliationNames":[{"affiliationName":"","lang":"ja"}],"nameIdentifiers":[]}],"familyNames":[{"familyName":"Komori","familyNameLang":"en"},{"familyName":"小守","familyNameLang":"ja"},{"familyName":"コモリ","familyNameLang":"ja-Kana"}],"givenNames":[{"givenName":"Yoshio","givenNameLang":"en"},{"givenName":"良雄","givenNameLang":"ja"},{"givenName":"ヨシオ","givenNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"3142","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"20285430","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://nrid.nii.ac.jp/ja/nrid/1000020285430"},{"nameIdentifier":"7101844227","nameIdentifierScheme":"Scopus著者ID","nameIdentifierURI":"https://www.scopus.com/authid/detail.uri?authorId=7101844227"},{"nameIdentifier":"241","nameIdentifierScheme":"九工大研究者情報","nameIdentifierURI":"https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html"}],"names":[{"name":"Komori, Yoshio","nameLang":"en"},{"name":"小守, 良雄","nameLang":"ja"},{"name":"コモリ, ヨシオ","nameLang":"ja-Kana"}]},{"nameIdentifiers":[{"nameIdentifier":"27615","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Cohen,  D."}]},{"nameIdentifiers":[{"nameIdentifier":"27616","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Burrage,  K."}]}]},"item_21_link_62":{"attribute_name":"研究者情報","attribute_value_mlt":[{"subitem_link_url":"https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html"}]},"item_21_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Society for Industrial and Applied Mathematics"}]},"item_21_relation_12":{"attribute_name":"DOI","attribute_value_mlt":[{"subitem_relation_type":"isVersionOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doi.org/10.1137/15M1041341","subitem_relation_type_select":"DOI"}}]},"item_21_rights_13":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyright (c) 2017, Society for Industrial and Applied Mathematics"}]},"item_21_select_59":{"attribute_name":"査読の有無","attribute_value_mlt":[{"subitem_select_item":"yes"}]},"item_21_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1064-8275","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"1095-7197","subitem_source_identifier_type":"ISSN"}]},"item_21_text_28":{"attribute_name":"論文ID（連携）","attribute_value_mlt":[{"subitem_text_value":"10310306"}]},"item_21_text_36":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Department of Systems Design and Informatics, Kyushu Institute of Technology, 680-4 Kawazu, Iizuka 820-8502, Japan"},{"subitem_text_value":"Department of Mathematics and Mathematical Statistics, Umeå University, SE-901 87 Umeå, Sweden, and Department of Mathematics, University of Innsbruck, A-6020 Innsbruck, Austria"},{"subitem_text_value":"ARC Centre of Excellence for Mathematical and Statistical Frontiers, School of Mathematics, Queensland University of Technology (QUT), Australia"}]},"item_21_text_63":{"attribute_name":"連携ID","attribute_value_mlt":[{"subitem_text_value":"7028"}]},"item_21_version_type_58":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_ab4af688f83e57aa","subitem_version_type":"AM"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorAffiliations":[{"affiliationNameIdentifiers":[],"affiliationNames":[{"affiliationName":""}]}],"creatorNames":[{"creatorName":"Komori, Yoshio","creatorNameLang":"en"},{"creatorName":"小守, 良雄","creatorNameLang":"ja"},{"creatorName":"コモリ, ヨシオ","creatorNameLang":"ja-Kana"}],"familyNames":[{},{},{}],"givenNames":[{},{},{}],"nameIdentifiers":[{},{},{},{}]},{"creatorNames":[{"creatorName":"Cohen,  David"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Burrage,  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differential equation","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations"}]},"item_type_id":"21","owner":"3","path":["9"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-05-25"},"publish_date":"2018-05-25","publish_status":"0","recid":"5557","relation_version_is_last":true,"title":["Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2024-04-02T08:33:45.871953+00:00"}