著者

佐古 和恵

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.16, no.1, pp.74-77, 2006-03-28 (Released:2017-04-08)

著者

久保 司郎

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.16, no.1, pp.45-52, 2006-03-28 (Released:2017-04-08)

参考文献数

23

著者

安藤 英俊 藤木 史朗 鳥山 孝司

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.2, pp.107-116, 2010-06-25 (Released:2017-04-08)

参考文献数

4

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Many Preconditioning algorithms for Krylov subspace methods are developed and well tested on parallel computing environment like PC clusters, but performance of those methods on GPU differs from those on clusters. Although incomplete LU decomposition is the most popular preconditioner for Krylov subspace methods on CPU, its implementation on GPU was never successful because of the sequential nature of the algorithm. By using C for CUDA environment, we have efficiently implemented ILU(0) on GPU. We have also implemented and evaluated various kinds of preconditioning methods for Krylov subspace solvers on GPU, including Jacobi, Red-Black Gauss-Seidel, Line-by-Line and ILU(0). ILU(0) preconditioner turned out to be most efficient and fastest among these preconditioners when solving Poisson equation.

著者

佐藤 大輔 内田 真人

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.20, no.3, pp.236-241, 2010-09-24 (Released:2017-04-08)

参考文献数

13

著者

村上 澄男

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.5, no.4, pp.329-345, 1995-12-15 (Released:2017-04-08)

参考文献数

42

被引用文献数

2

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A review of Continuum Damage Mechanics (or simply, damage mechanics) with special emphasis on its applicability to the damage and fracture analysis of stuctural elements is presented. Notion of damage mechanics, mathematical description of material damage, fundamental theories of the constitutive and evolution equations of damaging materials are discussed first. Irreversible themodynamical theory to formulate the constitutive and evolution equations is presested as a systematic framework to establish rational models. Finally, applicability and the related numerical problems of the local approach to fracture based on the damage mechanics and the finite element method are discussed, especially in relation to the problems of creep crack growth analysis. The convergence of the solutions and the procedures to suppress the mesh-dependence of the results are also discussed.

著者

山本 昌宏

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.10, no.2, pp.85-95, 2000-06-15 (Released:2017-04-08)

参考文献数

26

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We discuss the mathematical analysis in non-destructive techniques and stress the role. For the account, we take one problem of determining subboundaries by means of a stationary heat conduction process. A part of boundary is unknown to be determined from measurements of temperature and heat flux on the rest subboundary. In this problem, we distinguish two schemes: (A) Original continuous forward problem=Discretized forward problem=Inverse problem to the discretized forward problem. (B) Original continuous forward problem=Inverse problem to the continuous forward problem=Discretized inverse problem. As for the second step in the scheme (B), we show the uniqueness and stability for our inverse problem and point usefulness of such results for numerical computations. We assert that the mathematical analysis should eventually synthesize these two schemes.

著者

田中 冬彦 山形 浩一

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.2-10, 2018 (Released:2018-09-30)

参考文献数

38

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In modern statistics, various problems in statistical inference are formulated in statistical decision theory. Quantum analogue of the theory was first established by Holevo in 1973. After the emergence of quantum information science in 1990s, many theoretical analyses have been developed in his framework. We introduce quantum minimax theorem and quantum local asymptotic normality as recent fundamental results. We also present an attempt to modify Holevoʼs naive framework for practical application. As shown in an illustrative example, such a modification would allow us to design better experiments in quantum physics.

著者

岩見 真吾

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.22, no.2, pp.82-84, 2012-06-26 (Released:2017-04-08)

著者

Peter Deuflhard Emi Norris 加古 孝

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.4, no.4, pp.377-383, 1994-12-15 (Released:2017-04-08)

著者

石黒 真木夫

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.4, no.2, pp.125-138, 1994-06-15 (Released:2017-04-08)

参考文献数

15

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It is established through a simulation study that if Kepler would have known AIC he could have used it to "prove" his theory. The reasons why the AIC works were sought and it was found that: 1. The AIC could be an un-biased estimate of the "mean expected log likelihood" of models, under mild conditions. 2. The "Mean expected log likelihood" is a reasonable criterion to compare statistical models. 3. The variance of the AIC is in effect small enough to allow the practical comparison of models. 4. If the bootstrap method is applicable, the variance can be estimated.

著者

大石 進一 岡本 久 三井 斌友 柳澤 優香

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.4, pp.1, 2018 (Released:2018-03-31)

著者

石渡 哲哉 岡本 久 緒方 秀教 松尾 宇泰

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.4, pp.352-355, 2007-12-26 (Released:2017-04-08)

著者

小林 健太 卓 建宏

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.18, no.2, pp.158-159, 2008-06-25 (Released:2017-04-08)

著者

緒方 秀教

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.4, pp.8-15, 2018 (Released:2018-03-31)

参考文献数

9

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In this paper, we show an application of hyperfunction theory to numerical integration. It is based on the remark that, in hyperfunction theory, functions with singularities such as poles, discontinuities and delta impulses are expressed in terms of complex holomorphic functions. In our method, we approximate a desired integral by approximating the complex integral which defines the desired integral as an hyperfunction integral by the trapezoidal rule. Theoretical error analysis shows that the approximation by our method converges geometrically, which is due to the fact that the approximation by the trapezoidal rule of the integral of a periodic analytic function over one period interval or the integral of an analytic function over the whole infinite interval converges geometrically. Numerical examples show that our method is efficient especially for integrals with strong end-point singularities.

著者

國廣 昇 太田 和夫

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.18, no.3, pp.218-225, 2008-09-25 (Released:2017-04-08)

参考文献数

21

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2008年3月号に引き続いて,RSA暗号の格子理論に基づくいくつかの攻撃を紹介する.前回は,暗号の解読を1変数の法付きの方程式に帰着させ,この方程式を解くことによる攻撃のみを紹介した.本稿では,2変数以上の方程式に帰着される場合について紹介する.

著者

中村 和幸

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.24, no.1, pp.23-28, 2014-03-25 (Released:2017-04-08)

著者

伊理 正夫

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.25, no.4, pp.183-184, 2015-12-25 (Released:2017-04-08)

著者

山中 卓 中川 秀敏 杉原 正顯

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.1, pp.5-12, 2017 (Released:2017-06-30)

参考文献数

18

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This article comprehensively reviews some applications of Hawkes process to credit risk modeling with “contagion effect”. Credit risk is the risk associated with financial losses caused by credit events such as debtorsʼ defaults or credit rating transitions. Financial institutions are required to assess more accurately total credit risk of their large credit portfolios for better risk managements. As such, credit risk quantification models are desired to capture the effect of credit risk contagions, which may cause extreme financial losses. Hawkes process is a nonnegative integer-valued stochastic process which has been often used as a basic model for counting contagious events such as infectious diseases in epidemiology and earthquake in seismology. Similarly, modeling with Hawkes process enables us to easily capture some features of contagious credit events and thus to improve the performance of assessing total credit risks. In addition, a multivariate Hawkes process has capability of estimating mutual contagion effects among different industrial sectors. In this article, as for credit risk modeling and analyses with Hawkes processes, not only an introductory theoretical review but some illustrative results from some recent works of the present authors of empirical analyses are presented.

著者

曽 道智 茨木 俊秀

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.9, no.1, pp.12-27, 1999-03-15 (Released:2017-04-08)

参考文献数

31

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We survey the recent research in the field of cake divisions and their procedures. The question is how to divide a cake among n players, so that a certain fairness is achieved, where players have individual measures on the cake, and each player only knows his own measure. The model has very wide applications, such as dividing up the property in an estate, and even in determining the border in an international dispute. We first review mathematical definitions of various concepts of fairness. Although the existence of fair divisions is proved under some mathematical conditions, their dividing procedures are not known for all cases. We summarize several existing division procedures and classify them according to their methods and purposes. Finally, we mention some related topics and describe possible future research directions.

著者

萩原 茂樹 米崎 直樹

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.4, pp.291-301, 2007-12-26 (Released:2017-04-08)

参考文献数

10

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暗号プロトコルの解析は,確率的多項式時間チューリング機械を用いる計算論的手法と,Dolev-Yaoモデルに基づく記号論的手法がそれぞれ独立に研究されてきた.記号論による解析は,抽象レベルの解析とみなせ簡潔で分かりやすい一方,記号論による解析結果と計算論による解析結果の対応が明らかでなかった.この問題に対してAbadiとRogawayは,完全な対称鍵暗号方式を前提としてメッセージの見た目の等価性を記号論的に定義し,メッセージが等価ならばそれらは計算論的に識別不可能であること,すなわち記号論によるメッセージの識別不可能性の計算論的意味づけに対する健全性を示した.さらに,MicciancioとWarinschiはその完全性を示している.本稿では,これら内容を中心に関連する研究を含め紹介を行う.