{"created":"2023-05-15T11:55:43.460142+00:00","id":758,"links":{},"metadata":{"_buckets":{"deposit":"963a0db6-760a-4650-a2eb-2a6863b34139"},"_deposit":{"created_by":14,"id":"758","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"758"},"status":"published"},"_oai":{"id":"oai:kyutech.repo.nii.ac.jp:00000758","sets":["12:19"]},"author_link":["3142"],"item_24_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-08-29","bibliographicIssueDateType":"Issued"},"bibliographic_titles":[{"bibliographic_title":"Technical Report in Computer Science and Systems Engineering","bibliographic_titleLang":"en"}]}]},"item_24_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"New implicit stochastic Runge-Kutta schemes of weak order 1 or 2 are proposed for stochastic differential equations with a scalar Wiener process, which are derivativefree, which attain order 2 or 4 for ordinary differential equations, and which are A-stable in mean square for a linear test equation in some general settings. They are sought in a transparent way and their convergence order and stability properties are confirmed in numerical experiments.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_24_description_5":{"attribute_name":"備考","attribute_value_mlt":[{"subitem_description":"[Remark] The material in this report has been superseded by the following paper: Y. Komori (2008), Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process, Journal of Computational and Applied Mathematics, 217 (1), 166-179.","subitem_description_language":"en","subitem_description_type":"Other"}]},"item_24_link_61":{"attribute_name":"研究者情報","attribute_value_mlt":[{"subitem_link_url":"https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html"}]},"item_24_publisher_7":{"attribute_name":"出版社","attribute_value_mlt":[{"subitem_publisher":"九州工業大学","subitem_publisher_language":"ja"}]},"item_24_relation_39":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"http://hdl.handle.net/10228/446"}]}]},"item_24_relation_41":{"attribute_name":"異版である","attribute_value_mlt":[{"subitem_relation_type":"isVersionOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doi.org/10.1016/j.cam.2007.06.024","subitem_relation_type_select":"DOI"}}]},"item_24_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1344-8803","subitem_source_identifier_type":"PISSN"}]},"item_24_text_58":{"attribute_name":"テクニカルレポートNo.","attribute_value_mlt":[{"subitem_text_value":"CSSE-26"}]},"item_24_version_type_59":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"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":[{},{},{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2008-06-05"}],"displaytype":"detail","filename":"csse-26.pdf","filesize":[{"value":"181.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"csse-26.pdf","url":"https://kyutech.repo.nii.ac.jp/record/758/files/csse-26.pdf"},"version_id":"3476148a-183c-49b9-bff3-e5b3c8e591d5"}]},"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":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process","subitem_title_language":"en"}]},"item_type_id":"24","owner":"14","path":["19"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2008-06-05"},"publish_date":"2008-06-05","publish_status":"0","recid":"758","relation_version_is_last":true,"title":["Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-11-20T01:34:52.195354+00:00"}