{"created":"2023-05-15T12:00:06.436128+00:00","id":6794,"links":{},"metadata":{"_buckets":{"deposit":"8e7a7734-a120-4748-91c1-71c860a3e6da"},"_deposit":{"created_by":3,"id":"6794","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6794"},"status":"published"},"_oai":{"id":"oai:kyutech.repo.nii.ac.jp:00006794","sets":["8:9"]},"author_link":["28788","3142","28790"],"item_21_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-09-26","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"1394","bibliographicPageStart":"1391","bibliographicVolumeNumber":"1479","bibliographic_titles":[{"bibliographic_title":"AIP Conference Proceedings"}]}]},"item_21_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In this paper, stochastic orthogonal Runge-Kutta Chebyshev methods are dealt with for strong approximations to solutions of Itô stochastic differential equations (SDEs). Recently, strong first order methods for non-commutative Itô SDEs have been proposed by the present authors. It is known that when the number of stages is large, the methods have very large stability domains in mean square (MS) for a scalar linear test equation. On the other hand, Buckwar and Sickenberger (2012) have recently proposed MS stability analyses for systems of Itô SDEs. Our aim is to investigate MS stability properties of these methods and other existing numerical schemes by their approach.","subitem_description_type":"Abstract"}]},"item_21_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"International Conference of Numerical Analysis and Applied Mathematics 2012 (ICNAAM-2012), 19–25 September, 2012, Kos, Greece","subitem_description_type":"Other"}]},"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":"28790","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":"AIP Publishing"}]},"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/10.1063/1.4756417","subitem_relation_type_select":"DOI"}}]},"item_21_relation_9":{"attribute_name":"ISBN","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"978-0-7354-1091-6","subitem_relation_type_select":"ISBN"}}]},"item_21_rights_13":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"This article may be downloaded for personal use only. Any other use requires prior permission of the author and AIP Publishing. This article appeared in https://doi.org/10.1063/1.4756417 and may be found at https://aip.scitation.org/doi/abs/10.1063/1.4756417."}]},"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":"0094-243X","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"1551-7616","subitem_source_identifier_type":"ISSN"}]},"item_21_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"417","subitem_subject_scheme":"NDC"}]},"item_21_text_28":{"attribute_name":"論文ID（連携）","attribute_value_mlt":[{"subitem_text_value":"10360356"}]},"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, Fukuoka, Japan"},{"subitem_text_value":"Department of Computer Science, University of Oxford, Wolfson Building, Parks Road, Oxford, UK and Discipline of Mathematics, Queensland University of Technology, Brisbane, Australia"}]},"item_21_text_63":{"attribute_name":"連携ID","attribute_value_mlt":[{"subitem_text_value":"8518"}]},"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":"Burrage,  Kevin"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2021-01-04"}],"displaytype":"detail","filename":"1.4756417.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"1.4756417.pdf","url":"https://kyutech.repo.nii.ac.jp/record/6794/files/1.4756417.pdf"},"version_id":"d8396cd8-be5d-47b3-9240-a2a254d84db5"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"stochastic orthogonal Runge-Kutta Chebyshev method","subitem_subject_scheme":"Other"},{"subitem_subject":"mean square stability","subitem_subject_scheme":"Other"},{"subitem_subject":"strong approximation","subitem_subject_scheme":"Other"},{"subitem_subject":"explicit scheme","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":"Multi-dimensional linear stability analysis of S-ROCK methods for Itô stochastic differential equations","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Multi-dimensional linear stability analysis of S-ROCK methods for Itô stochastic differential equations"}]},"item_type_id":"21","owner":"3","path":["9"],"pubdate":{"attribute_name":"公開日","attribute_value":"2021-01-04"},"publish_date":"2021-01-04","publish_status":"0","recid":"6794","relation_version_is_last":true,"title":["Multi-dimensional linear stability analysis of S-ROCK methods for Itô stochastic differential equations"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2024-04-02T08:32:50.608755+00:00"}