文献一覧: 24321982 (ISSN) - Ceek.jp Altmetrics

4 0 0 0 OA 有限要素法から不連続ガレルキン法へ(3) HDG法の数値計算

著者: 及川一誠菊地文雄
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.27, no.3, pp.28-33, 2017-09-26 (Released:2017-12-26)
参考文献数: 11
被引用文献数: 1

2020-06-25 22:59:28
4 + 2 Twitter

4 0 0 0 OA ロバスト制御を学ぶための本(定評ある教科書・古典的書籍)

著者: 太田快人
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.14, no.3, pp.294-296, 2004-09-28 (Released:2017-04-08)

2017-12-13 04:02:23
4 + 8 Twitter

3 0 0 0 OA 近接分離最適化アルゴリズムと深層学習の融合について

著者: 矢田部浩平
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.33, no.1, pp.14-25, 2023-03-24 (Released:2023-06-30)
参考文献数: 30

Optimization tools have been extensively employed in signal processing. Recent advances in optimization algorithms based on proximity operators have broadened the application range of optimization-based signal processing. Moreover, deep learning has rapidly developed a new signal processing scheme that can perform notably better than conventional ones. Consequently, they have been combined in some studies. In this paper, we briefly review studies combining proximal splitting algorithms and deep learning.

2023-12-13 12:22:34
3 + 10 Twitter

3 0 0 0 OA 過学習と正則化

著者: 鈴木大慈
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.28, no.2, pp.28-33, 2018-06-26 (Released:2018-09-30)
参考文献数: 16
被引用文献数: 5

2023-10-09 22:04:40
3 + 5 Twitter

3 0 0 0 OA 確率制御と数理ファイナンス

著者: 長井英生
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.13, no.4, pp.318-333, 2003-12-25 (Released:2017-04-08)
参考文献数: 42
被引用文献数: 2

We give an overview of the studies of stochastic control and filtering theory, tracing the historical situation from Kalman-Bucy filtering, LQG stochastic control theory and their mathematical generalization to nonlinear systems and nonlinear filtering to H^∞ control and risk-sensitive stochastic control. Then we explain how we could formulate portfolio optimization problems for Merton's ICAPM, which are typical ones on mathematical finance, as risk-sensitive stochastic control problems based on understanding the situation, and analyze them by employing the methods established through such studies. Dynamic programming approach to stochastic control and the methods of measure change in nonlinear filtering apply to obtain explicit representation of optimal strategies for the portfolio optimization problems. More other aspects could be seen.

2023-08-27 16:50:33
3 + 21 Twitter

3 0 0 0 OA 力学系の埋め込み定理と時系列データからのアトラクタ再構成(<特集>力学系理論-応用数理における新しい展開)

著者: 池口徹合原一幸
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.7, no.4, pp.260-270, 1997-12-15 (Released:2017-04-08)
参考文献数: 25
被引用文献数: 1

This paper reviews such embedding theorems of dynamical systems as Takens' embedding theory and the extended theory by Sauer et al. and practical methods to reconstruct possible attractors only from observed time series data. These are bases for time series analysis from the view point of nonlinear dynamical systems theory. The reconstruction method by filtered delay coordinates is also discussed.

2023-07-12 22:42:24
3 + 1 Twitter

3 0 0 0 OA 位相的データ解析と機械学習への応用

著者: 池祐一
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.32, no.3, pp.139-148, 2022-09-22 (Released:2022-12-26)
参考文献数: 14

The recent applications of topological data analysis in machine learning are reviewed in this paper. Simplicial and persistent homology were briefly explained and then two such applications were described. The first application is a topological study of the activation of neural networks, and the second application is a convergence result for the stochastic subgradient method for topological loss functions.

2023-01-24 10:02:07
3 + 5 Twitter

3 0 0 0 OA 物理モデルと数学モデル

著者: 今井功
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.3, no.4, pp.259, 1993-12-15 (Released:2017-04-08)

2022-11-08 17:59:56
3 + 2 Twitter

3 0 0 0 OA 可解カオスの数理と応用(1)―可解カオス写像―

著者: 梅野健
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.32, no.1, pp.37-45, 2022-03-25 (Released:2022-06-30)
参考文献数: 20

2022-07-07 02:06:51
3 + 1 Twitter

3 0 0 0 OA 連続群とその表現論を学ぶための本

著者: 関口英子
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.17, no.3, pp.256-258, 2007-09-26 (Released:2017-04-08)

2021-08-10 20:28:38
3 + 4 Twitter

3 0 0 0 OA 拘束条件付き問題向け反復法の数理(1)

著者: 鷲尾巧
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.20, no.1, pp.41-48, 2010-03-25 (Released:2017-04-08)
参考文献数: 7

2021-07-24 18:13:03
3 + 0 Twitter

3 0 0 0 OA スーパーコンピュータ:今後の速度向上の課題と利用者側で考えるべきこと

著者: 姫野龍太郎
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.26, no.4, pp.38-42, 2017 (Released:2017-03-25)
参考文献数: 8

2020-06-30 18:06:06
3 + 0 Twitter

3 0 0 0 OA 特異性をもつ線形方程式に対する反復法とその前処理

著者: 保國惠一
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.28, no.2, pp.11-18, 2018 (Released:2018-09-30)
参考文献数: 31

Linear systems involving singularity arise in a wide range of applications throughout computational science and engineering. This article aims at presenting and discussing iterative methods for solving linear systems with singularity, with an emphasis on stationary (matrix splitting) and Krylov subspace iterative methods and preconditioning techniques. For singular matrices, conventional preconditioners based on incomplete matrix factorizations may break down, whereas particular stationary iterative methods combined with Krylov subspace methods may avoid breakdown. Although classical stationary iterative methods have been regarded as slow to converge, recent stationary iterative methods have convergence speed competitive with Krylov subspace methods, and may dramatically improve the convergence of Krylov subspace methods when applied as preconditioners. We present recent results on their convergence theories in general and for particular problems such as saddle point systems and least squares problems.

2019-07-23 03:37:40
3 + 0 Twitter

3 0 0 0 OA パラメトリック単体法による非凸型関数の大域的最小化

著者: 今野浩
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:24321982)
巻号頁・発行日: vol.1, no.1, pp.36-50, 1991-03-15 (Released:2017-04-08)

Recently, a remarkable progress has been made in the field of the global minimization of nonconvex functions over a polytope. The purpose of this article is to survey one of the most successful approaches in this field, namely parametric programming approaches to quasilinear nonconvex minimization problems. The problems to be discussed are: linear multiplicative programming problems, i. e., the minimization of the product of two affine functions; minimization of the sum of two linear fractional functions; minimization of concave quadratic functions and bilinear programming problems. It will be shown that a global minimum of a fairly large scale problems can be obtained efficiently by applying parametric simplex algorithms. Further, it will be shown that a convex multiplicative programming problems, i. e., the minimization of the product of two convex functions, can be solved by parametrizatioh and branch and bound techniques.