Almost all the following are preprints. Each of them was formally published in a journal after some improvements.

Technical reports (Kyushu Institute of Technology)

1. Y. Komori, A. Eremin and K. Burrage (2018), S-ROCK methods for stochastic delay differential equations with one fixed delay, Technical Report CSSE-46, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

2. Y. Komori and K. Burrage (2018), Modified S-ROCK methods for weak second order approximations to the solution of Ito stochastic differential equations, Technical Report CSSE-45, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

3. Y. Komori, D. Cohen and K. Burrage (2015), Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations, Technical Report CSSE-44, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

4. Y. Komori, D. Cohen and K. Burrage (2014), High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations, Technical Report CSSE-41, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

5. Y. Komori and K. Burrage (2013), Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems, Technical Report CSSE-40, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

6. Y. Komori and K. Burrage (2012), Strong first order S-ROCK methods for stochastic differential equations, Technical Report CSSE-39, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

7. Y. Komori and E. Buckwar (2011), Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations, Technical Report CSSE-38, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

8. Y. Komori (2010), Robust algorithm associated with a parameterization for the three-parameter lognormal distribution, Technical Report CSSE-37, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

9. Y. Komori and K. Burrage (2010), A stochastic method for all seasons, Technical Report CSSE-36, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

10. Y. Komori and K. Burrage (2010), Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations, Technical Report CSSE-35, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

11. Y. Komori (2006), Weak Order Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations with a Scalar Wiener Process, Technical Report CSSE-26, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

12. Y. Komori (2005), Weak Second Order Stochastic Runge-Kutta Methods for Non-commuting Stochastic Differential Equations, Technical Report CSSE-24, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

13. Y. Komori (2005), Statistical Tests and Analysis Related to Disruptive Discharge, Technical Report CSSE-23, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

14. Y. Komori (2004), Multi-Colored Rooted Tree Analysis of the Weak Order Conditions of a Stochastic Runge-Kutta Family under a Commutativity Condition, Technical Report CSSE-22, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

15. 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 Technical Report CSSE-19, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

16. Y. Komori (2003), Statistical properties of the Weibull cumulative exposure model, Technical Report CSSE-18, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

17. H. Hirose and Y. Komori (2002), Maximum likelihood estimation in a mixture regression model using the EM algorithm, Technical Report CSSE-17, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

18. Y. Komori and H. Hirose (2001), Easy estimation by a new parameterization in the three-parameter lognormal distribution, Technical Report CSSE-16, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

19. Y. Komori and H. Hirose (2001), Parameter estimation for grouped and truncated data or truncated data, Technical Report CSSE-12, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

Kokyuroku (Res. Inst. Math. Sci., Kyoto University)

1. Y. Komori (2016), Exponential Runge-Kutta methods for stiff stochastic differential equations, RIMS Kokyuroku 2005, 128-140.

2. Y. Komori (2006), Weak high order stochastic Runge-Kutta methods, RIMS Kokyuroku 1505, 88-100.

3. Y. Komori and T. Mitsui (1995), Stable ROW-type weak scheme for stochastic differential equations, RIMS Kokyuroku 932, 29-45.

4. Y. Komori, Y. Saito and T. Mitsui (1993), Some issues in discrete approximate solution for stochastic differential equations, RIMS Kokyuroku 850, 1-13.

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Last updated: 2018/06/29