文献一覧: 一般社団法人日本応用数理学会 (出版者)

1 0 0 0 巨大地震に伴う長周期地震動の特性と超高層ビルに及ぼす影響(インダストリアルマテリアルズ)

著者: 赤木久眞中野時衛土肥博吉田献一
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:09172270)
巻号頁・発行日: vol.22, no.4, pp.254-259, 2012
参考文献数: 8

2013-11-12 23:11:02
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1 0 0 0 OA An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model

著者: Takashi Kato Akihiko Takahashi Toshihiro Yamada
出版者: 一般社団法人日本応用数理学会
雑誌: JSIAM Letters (ISSN:18830609)
巻号頁・発行日: vol.5, pp.17-20, 2013 (Released:2013-03-06)
参考文献数: 3
被引用文献数: 2 7

This paper derives a new semi closed-form approximation formula for pricing an up-and-out barrier option under a certain type of stochastic volatility model including SABR model by applying a rigorous asymptotic expansion method developed by Kato, Takahashi and Yamada (2012). We also demonstrate the validity of our approximation method through numerical examples.

2013-06-24 17:12:06
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1 0 0 0 OA Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes

著者: Hiroya Hashimoto Takahiro Tsuchiya
出版者: 一般社団法人日本応用数理学会
雑誌: JSIAM Letters (ISSN:18830609)
巻号頁・発行日: vol.5, pp.13-16, 2013 (Released:2013-03-06)
参考文献数: 6
被引用文献数: 1

In this paper, we consider Euler-Maruyama approximations for 1-dimensional stochastic differential equations (SDEs) driven by rotation invariant (i.e. symmetric) $\alpha$ stable processes and discuss their rate of strong convergence by numerical simulations. We also study the relationship between the convergence rate and the index $\alpha$ of rotation invariant stable process and/or the exponent $\gamma$ of the Hölder continuity of the diffusion coefficient.

2013-06-24 17:12:06
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1 0 0 0 折紙の数理化とその学術的応用 : 主に折紙の工学化について

著者: 野島武敏
出版者: 一般社団法人日本応用数理学会
雑誌: 応用数理 (ISSN:09172270)
巻号頁・発行日: vol.18, no.4, pp.271-284, 2008
参考文献数: 35

The present author proposed 'Origami Technology', and envisages the formation of a new discipline; mathematical analysis of Origami and its development in academic applications especially in engineering use. Origami structures consisting of zigzagged faces have foldable/deployable functions as well as solidification characters. Models presented in this paper include typical foldable/deployable thin cylinders, conical-shaped membranes, circular sheets which may be folded or wrapped. These shape-changeable origami models are analytically designed by folding or creasing a flat sheet or a thin plate into a 3-dimentional shape. New types of ultra-light 3-D honeycomb core models and a newly developed core panel named "dia-core" (consisting of 2 periodically dimpled panel pieces) are also presented for use in building such as aerospace structures. The former models are designed by analyzing the helical patterns or structures often found in living organisms, because such helical structures are easily deployed due to the presence of fewer dynamic restraints. The latter are developed on purely geometrical basis. As for academic applications of Origami modeling, two examples are shown; the phyllotaxis of leaves or flowers showing helical patterns, and axial buckling and torsional buckling of cylindrical tubes and conical shells are explained by using origami modeling.

2013-04-06 20:03:50
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1 0 0 0 折り紙による3次方程式の解法について

著者: 森継修一
出版者: 一般社団法人日本応用数理学会
雑誌: 日本応用数理学会論文誌 (ISSN:09172246)
巻号頁・発行日: vol.16, no.1, pp.79-92, 2006
参考文献数: 16

We show an algebraic proof of the method for solving cubic equations by ORIGAMI (paper folding). Using ORIGAMI, we can solve the construction problems that are unsolvable in Euclidean geometry, such as angle trisection and doubling cubes. In our formulation, we solve the radical membership problem in polynomial ideals computing a Grobner basis together with constraints of parameters, which correspond to geometrically degenerate cases. Consequently, cubic equations are clearly solved as construction problems. We also show the construction of another solution by trigonometric functions, that is an application of angle trisection by ORIGAMI.

2013-04-06 20:03:00
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1 0 0 0 OA Development and acceleration of multiple precision arithmetic toolbox MuPAT for Scilab

著者: Satoko Kikkawa Tsubasa Saito Emiko Ishiwata Hidehiko Hasegawa
出版者: 一般社団法人日本応用数理学会
雑誌: JSIAM Letters (ISSN:18830609)
巻号頁・発行日: vol.5, pp.9-12, 2013 (Released:2013-02-24)
参考文献数: 6
被引用文献数: 2

MuPAT enables the users to easily treat quadruple and octuple precision arithmetics as well as double precision arithmetic on Scilab. Using external C routines, we have also developed a high speed implementation MuPAT_c for Windows, Mac OS, and Linux. MuPAT_c reduced the computation time especially for all octuple precision arithmetic and inner product of quadruple precision arithmetic. MuPAT_c can run 90-1200 times faster than MuPAT. We applied three different precisions to tridiagonalization by the Lanczos method and confirmed that a high precision arithmetic was essential for the Lanczos method to get accurate eigenvalues of real symmetric matrices.

2013-02-28 23:29:28
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1 0 0 0 OA Remarks on numerical integration of $L^1$ norm

著者: Takahito Kashiwabara Issei Oikawa
出版者: 一般社団法人日本応用数理学会
雑誌: JSIAM Letters (ISSN:18830609)
巻号頁・発行日: vol.5, pp.5-8, 2013 (Released:2013-02-24)
参考文献数: 5
被引用文献数: 1

Non-differentiability of the absolute value function at the origin can affect the accuracy of numerical computations for the $L^1$ norm. We present an example in which the accuracy does deteriorate, and we provide a convergence order for such situations. We propose a simple algorithm to improve the convergence order, confirming its effectiveness as in the example described above. Mesh-dependent integrands and applications to finite element method are also considered.

2013-02-28 23:28:45
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1 0 0 0 OA A note on the Sinc approximationwith boundary treatment

著者: Tomoaki Okayama
出版者: 一般社団法人日本応用数理学会
雑誌: JSIAM Letters (ISSN:18830609)
巻号頁・発行日: vol.5, pp.1-4, 2013 (Released:2013-02-07)
参考文献数: 6
被引用文献数: 2

The original form of the Sinc approximation is efficient for functions whose boundary values are zero, but not for other functions. The typical way to treat general boundary values is to introduce auxiliary basis functions, and in fact such an approach has been taken commonly in the literature. However, the approximation formula in each research is not exactly the same, and still other formulas can be derived as variants of existing formulas. The purpose of this paper is to sum up those existing formulas and new ones, and to give explicit proofs of those convergence theorems.