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Pseudo-random number generation and stability in numerical solution of stochastic differential equations

Research Project

Project/Area Number 19540124
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionDoshisha University (2008)
Kyoto University (2007)

Principal Investigator

三井 斌友  Doshisha University, 理工学部, 教授 (50027380)

Co-Investigator(Kenkyū-buntansha) 齊藤 善弘  岐阜聖徳学園大学, 経済情報学部, 准教授 (30249213)
Project Period (FY) 2007 – 2008
Project Status Completed (Fiscal Year 2008)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2008: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2007: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Keywords数値解析 / 確率微分方程式 / 擬似乱数生成 / 円周率 / 統計的検定 / 一様乱数 / 数値的安定性 / 安定性 / 擬似乱数 / 並列計算 / 計算数学
Research Abstract

本研究では, 数学定数であり超越数でもある円周率πの数値表現を, 擬似乱数生成に用いる提起を行い, その実現のため数値的な検証を行った. πの超多数桁10進表現を適宜な桁数ごと区切ったのち規格化し, [0,1]区間に分布する一様乱数とみなしたとき, 他の生成法と比較して統計的優劣があるかどうかを検定した. この結果, πを用いる方法は他の方法と比較して決して劣ることはなく, むしろいくつかの優位さが見られることを示した.

Report

(3 results)
  • 2008 Annual Research Report   Final Research Report ( PDF )
  • 2007 Annual Research Report
  • Research Products

    (23 results)

All 2009 2008 2007 Other

All Journal Article (9 results) (of which Peer Reviewed: 6 results) Presentation (9 results) Remarks (5 results)

  • [Journal Article] Asymptotic and numerical stability of systems of neutral differential equations with many delays2009

    • Author(s)
      Jiaoxun Kuang, Hongjiong Tian and T. Mitsui
    • Journal Title

      J. Comput. Appl. Math 223

      Pages: 614-625

    • Related Report
      2008 Final Research Report
  • [Journal Article] Asymptotic and numerical stability of systems of neutral differential equations with many delays2009

    • Author(s)
      Jiaoxun Kuang, Hongjiong Tian, T. Mitsui
    • Journal Title

      J. Comput. Appl. Math. 223

      Pages: 614-625

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The number π as a pseudo-random number generator2008

    • Author(s)
      T. Mitsui
    • Journal Title

      同志社大学理工学研究報告 49

      Pages: 160-168

    • NAID

      110006981233

    • Related Report
      2008 Annual Research Report 2008 Final Research Report
  • [Journal Article] 遅延積分微分方程式に対する一般化線形多段階法の安定性について2008

    • Author(s)
      満田賢一郎, 三井斌友, 鈴木千里, 小藤俊幸
    • Journal Title

      日本応用数理学会論文誌 18

      Pages: 199-216

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Asymptotic and numerical stability of systems of neutral differential equations with many delays2008

    • Author(s)
      Jiaoxun Kuang, Hongjiong Tian, T. Mitsui
    • Journal Title

      Journal of Computational and Applied Mathematics (to appear)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 大規模常微分方程式系の台形則に対するBiCGSTAB法-Krylov部分空間の再利用による高速化の試み-2007

    • Author(s)
      中村真輔, 三井斌友
    • Journal Title

      日本応用数理学会論文誌 17

      Pages: 219-238

    • NAID

      110006405048

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] MS-stability analysis for numerical solutions of stochastic differential equations-Beyond single-step single dim-2007

    • Author(s)
      T. Mitsui and Y. Saito
    • Journal Title

      in"Some Topics in Industrial and Applied Mathematics"(ed. by R. Jeltsch, T.-T. Li and I. Sloan), World Scientific Publishing, Singapore (ISBN 978-7-04-021903)

      Pages: 181-194

    • Related Report
      2008 Final Research Report
  • [Journal Article] MS-stability analysis for numerical solutions of stochastic differential equations-Beyond single-step2007

    • Author(s)
      T. Mitsui, Y. Saito
    • Journal Title

      Some Topics in Industrial and Applied Mathematics

      Pages: 181-194

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 大規模常微分方程式系の台形則に対するBiCGSTAB法-Krylov部分空間の再利用による高速化の試み-2007

    • Author(s)
      中村 真輔, 三井 斌友
    • Journal Title

      日本応用数理学会論文誌 17

      Pages: 219-238

    • NAID

      110006405048

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Presentation] Schwarz法の収束に対する内部ソルバーの影響2008

    • Author(s)
      堀之内成明・三井斌友
    • Organizer
      日本応用数理学会2008年度年会
    • Place of Presentation
      東京大学柏キャンパス
    • Related Report
      2008 Final Research Report
  • [Presentation] 芝草の成長過程の数理モデル化2008

    • Author(s)
      江崎信行・三井斌友・小藤俊幸
    • Organizer
      日本応用数理学会2008年度年会
    • Place of Presentation
      東京大学柏キャンパス
    • Related Report
      2008 Annual Research Report 2008 Final Research Report
  • [Presentation] 芝草の生育に対する数値計算モデルの適用2008

    • Author(s)
      江崎信行・三井斌友・小藤俊幸
    • Organizer
      日本数理生物学会大会
    • Place of Presentation
      同志社大学今出川校地
    • Related Report
      2008 Final Research Report
  • [Presentation] Convergence and stability of LALMM2008

    • Author(s)
      三井斌友
    • Organizer
      「常微分方程式の数値解法とその周辺」研究集会
    • Place of Presentation
      秋田県立大学本荘キャンパス
    • Related Report
      2008 Final Research Report
  • [Presentation] "先読み"線型多段階法2007

    • Author(s)
      三井斌友
    • Organizer
      第36回数値解析シンポジウム
    • Place of Presentation
      ウェルシティ湯河原
    • Year and Date
      2007-06-19
    • Related Report
      2007 Annual Research Report
  • [Presentation] "Look-ahead" linear multistep methods2007

    • Author(s)
      T. Mitsui
    • Organizer
      Third EASIAM Conference
    • Place of Presentation
      Xiamen University, China
    • Related Report
      2008 Final Research Report
  • [Presentation] 共有メモリ型並列計算機向けの微分方程式の数値解法とデュアルコアPCでの性能評価2007

    • Author(s)
      江崎信行・三井斌友
    • Organizer
      日本応用数理学会2007年度年会
    • Place of Presentation
      北海道大学工学部
    • Related Report
      2008 Final Research Report
  • [Presentation] Generalized linear multistep methods for delay integro-differential equations2007

    • Author(s)
      T. Mitsui, K. Mitsuda, T. Koto and C. Suzuki
    • Organizer
      2007 International Conference on Scientific Computation and Differential Equations (SciCADE07)
    • Place of Presentation
      Saint-Malo, France
    • Related Report
      2008 Final Research Report
  • [Presentation] "先読み" 線型多段階法2007

    • Author(s)
      三井斌友
    • Organizer
      第36回数値解析シンポジウム
    • Place of Presentation
      神奈川県湯河原町
    • Related Report
      2008 Final Research Report
  • [Remarks] 三井斌友, 数値解析の散歩道 : これからを見通す, 応用数理, 第18巻第4号, 74-76, 2008.12

    • Related Report
      2008 Final Research Report
  • [Remarks] 三井斌友, 数値解析の散歩道 : わが国の数値解析の歩み, 応用数理, 第18巻第3号, 52-54, 2008.9

    • Related Report
      2008 Final Research Report
  • [Remarks] 三井斌友, 数値解析の散歩道 : 60年を経た「来し方」, 応用数理, 第18巻第2号,79-81, 2008.6

    • Related Report
      2008 Final Research Report
  • [Remarks] 三井斌友, 数値解析の散歩道 : 数値解析は死んだか?, 応用数理, 第18巻第1号, 56-59, 2008.3

    • Related Report
      2008 Final Research Report
  • [Remarks] M. Embree and T. Mitsui, "The golden age of numerical analysis has not yet started!" - Report of the Round Table Discussion in ICIAM07, SIAM News, 40-8 (Oct 2007), p.8-9

    • Related Report
      2008 Final Research Report

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Published: 2007-04-01   Modified: 2016-04-21  

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