Papers on Numerical Analysis
Y. Komori and K. Burrage (2026), Efficient numerical computations for solving high-dimensional stochastic differential equations, Journal of Computational and Applied Mathematics, 475, 117043. (letter).
C.E. Bréhier, D. Cohen and Y. Komori (2026), Stochastic conformal integrators for linearly damped stochastic Poisson systems, Journal of Scientific Computing, 106 (1), 17.
Y. Komori and K. Burrage (2023), Split S-ROCK methods for high-dimensional stochastic differential equations, Journal of Scientific Computing, 97 (3), 62.
Y. Komori, G. Yang and K. Burrage (2023), Formulae for mixed moments of Wiener processes and a stochastic area integral, SIAM Journal on Numerical Analysis, 61 (4), 1716-1736.
G. Yang, K. Burrage, Y. Komori and X. Ding (2022), A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations, BIT Numerical Mathematics, 62 (4), 1591-1623.
A. Tocino, Y. Komori and T. Mitsui (2022), Integration of the stochastic underdamped harmonic oscillator by the theta-method, Mathematics and Computers in Simulation, 199, 217-230.
G. Yang, K. Burrage, Y. Komori, P. Burrage and X. Ding (2021), A class of new Magnus-type methods for semi-linear non-commutative Ito stochastic differential equations, Numerical Algorithms, 88, 1641-1665.
Y. Komori, A. Eremin and K. Burrage (2019), S-ROCK methods for stochastic delay differential equations with one fixed delay, Journal of Computational and Applied Mathematics, 353, 345-354.
Y. Komori, D. Cohen and K. Burrage (2017), Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations, SIAM Journal on Scientific Computing, 39 (6), A2857-A2878.
Y. Komori and K. Burrage (2014), A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems, BIT Numerical Mathematics, 54 (4), 1067-1085.
Y. Komori and E. Buckwar (2013), Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations, BIT Numerical Mathematics, 53 (3), 617-639.
Y. Komori and K. Burrage (2013), Strong first order S-ROCK methods for stochastic differential equations, Journal of Computational and Applied Mathematics, 242, 261-274.
Y. Komori and K. Burrage (2012), Weak second order S-ROCK methods for Stratonovich stochastic differential equations, Journal of Computational and Applied Mathematics, 236 (11), 2895-2908.
Y. Komori and K. Burrage (2011), Supplement: efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations, Journal of Computational and Applied Mathematics, 235 (17), 5326-5329 (letter).
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.
Y. Komori (2007), Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations, Journal of Computational and Applied Mathematics, 206 (1), 158-173.
Y. Komori (2007), Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations, Journal of Computational and Applied Mathematics, 203 (1), 57-79.
Y. Komori (2007), Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family, Applied Numerical Mathematics, 57 (2), 147-165.
Y. Komori, T. Mitsui, and H. Sugiura (1997), Rooted tree analysis of the order conditions of ROW-type scheme for stochastic differential equations, BIT, 37 (1), 43-66.
Y. Komori and T. Mitsui (1995), Stable ROW-type weak scheme for stochastic differential equations, Monte Carlo Methods and Applications, 1 (4), 279-300.
Y. Komori, Y. Saito and T. Mitsui (1994), Some issues in discrete approximate solution for stochastic differential equations, Computers & Mathematics with Applications, 28 (10-12), 269-278.
Last updated: 2025/12/14