Y. Komori

发表

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

K. Burrage, Y. Komori, 2014, BIT Numerical Mathematics.

Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems

K. Burrage, Y. Komori, 著者 Komori, 2013 .

Statistical Properties of the Weibull Cumulative Exposure Model

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

Y. Komori, 2003 .

A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations

K. Burrage, Xiaohua Ding, Y. Komori, 2022, BIT Numerical Mathematics.

Rooted Tree Analysis of the Weak Order Conditions of a Stochastic Runge(cid:0)Kutta Family under a Commutativity Condition

Y. Komori, 2007 .

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

K. Burrage, Y. Komori, 2014, BIT Numerical Mathematics.

Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

E. Buckwar, Y. Komori, 2013, BIT Numerical Mathematics.

Easy estimation by a new parameterization for the three-parameter lognormal distribution

Y. Komori, H. Hirose, 2004, 1311.3753.

Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution

Yoshio Komori, Y. Komori, 2015, Commun. Stat. Simul. Comput..

Robust algorithm associated with a parameterization for the three-parameter lognormal distribution

Y. Komori, 2010 .

Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations

Yoshio Komori, Taketomo Mitsui, Hiroshi Sugiura, 1997 .

Properties of the Weibull cumulative exposure model

Yoshio Komori, Y. Komori, 2006, 1210.5918.

Weak Second Order Explicit Exponential Runge-Kutta Methods for Stochastic Differential Equations

Kevin Burrage, David Cohen, Yoshio Komori, 2017, SIAM J. Sci. Comput..

S-ROCK methods for stochastic delay differential equations with one fixed delay

Kevin Burrage, Alexey S. Eremin, Yoshio Komori, 2019, J. Comput. Appl. Math..

Multi-dimensional linear stability analysis of S-ROCK methods for Itô stochastic differential equations

K. Burrage, Y. Komori, 2012 .

Weak second order S-ROCK methods for Stratonovich stochastic differential equations

Kevin Burrage, Yoshio Komori, K. Burrage, 2012, J. Comput. Appl. Math..

Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations

Evelyn Buckwar, Yoshio Komori, E. Buckwar, 2011, BIT Numerical Mathematics.

Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations

Yoshio Komori, Y. Komori, 2007 .

Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge--Kutta family

Yoshio Komori, Y. Komori, 2007 .

Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process

Yoshio Komori, Y. Komori, 2008 .

Strong first order S-ROCK methods for stochastic differential equations

Kevin Burrage, Yoshio Komori, K. Burrage, 2013, J. Comput. Appl. Math..

Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process

Y. Komori, 2006 .