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Research on the application of quasi-Monte Carlo method to high-dimensional system analysis.

Research Project

Project/Area Number 21510141
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionNational Graduate Institute for Policy Studies

Principal Investigator

MOROHOSI Hozumi  政策研究大学院大学, 政策研究科, 教授 (10272387)

Co-Investigator(Kenkyū-buntansha) OYAMA Tatsuo  政策研究大学院大学, 政策研究科, 教授 (30134323)
Co-Investigator(Renkei-kenkyūsha) FUSHIMI Asanori  南山大学, 数理情報学研究科, 教授 (70008639)
KOMAKI Umiyasu  東京大学, 情報理工学系研究科, 教授 (70242039)
Project Period (FY) 2009 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2012: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywordsシステム工学 / シミュレーション / 応用数学 / 応用科学
Research Abstract

Research on the application of quasi-Monte Carlo methods to high-dimensional dynamical systems is made with focusing on implementing practical algorithms for several high-dimensional problems occurring in state-space modeling and other complex systems. Some algorithms using quasi-Monte Carlo methods are proposed and have been proved to achieve extensive improvement in computational speed by several numerical experiments.

Report

(5 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (17 results)

All 2013 2012 2011 2010 2009

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Presentation (14 results)

  • [Journal Article] Hybrid Quasi-Monte Carlo Method for tne Simulation of State Space Models2011

    • Author(s)
      H.Morohosi
    • Journal Title

      Operations Research and Its Application

      Volume: 14 Pages: 83-88

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Measuring the network robustness by Monte Carlo estimation of shortest path length distribution2010

    • Author(s)
      H. Morohosi
    • Journal Title

      Mathematics and Computers in Simulation

      Volume: Vol. 81 Issue: 3 Pages: 551-559

    • DOI

      10.1016/j.matcom.2010.07.022

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Applying path-counting methods for measuring the robustness of the network-structured system2009

    • Author(s)
      K. Kobayashi, H. Morohosi, and T. Oyama
    • Journal Title

      International Transactions in Operational Research

      Volume: Vol. 16 Issue: 3 Pages: 371-389

    • DOI

      10.1111/j.1475-3995.2008.00688.x

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Presentation] A computational study of likelihood estimation by randomized quasi-Monte Carlo method for filtering problems2013

    • Author(s)
      H. Morohosi
    • Organizer
      Ninth IMACS Seminar on Monte Carlo Methods
    • Place of Presentation
      Annecy, France
    • Related Report
      2012 Annual Research Report
  • [Presentation] Minimizing the Spatial Mismatch of Ambulance Services in Tokyo2013

    • Author(s)
      T. Furta and H. Morohosi
    • Organizer
      INFORMS Healthcare 2013
    • Place of Presentation
      Chicago, USA
    • Related Report
      2012 Annual Research Report
  • [Presentation] Hypercube simulation analysis for a large-scale ambulance service system, Proc2012

    • Author(s)
      H. Morohosi and T. Furuta
    • Organizer
      2012 Winter Simulation Conference
    • Place of Presentation
      Berlin
    • Year and Date
      2012-12-12
    • Related Report
      2012 Final Research Report
  • [Presentation] Hypercube simulation analysis for a large-scale ambulance service system2012

    • Author(s)
      H. Morohosi and T. Furuta
    • Organizer
      2012 Winter Simulation Conference
    • Place of Presentation
      Berlin, Germany
    • Related Report
      2012 Annual Research Report
  • [Presentation] Hybrid quasi-Monte Carlo method for the simulation of state space models, Operations Research and its Applications2011

    • Author(s)
      H. Morohosi
    • Organizer
      The Sixth International Symposium, ISORA'08 Proceedings
    • Place of Presentation
      Dunhuang,china
    • Year and Date
      2011-08-28
    • Related Report
      2012 Final Research Report
  • [Presentation] pplying covering models to ambulance system of megalopolitan area in Japa2011

    • Author(s)
      T.Furuta, H.Morohosi
    • Organizer
      INFORMS Healthcare 20011
    • Place of Presentation
      Montreal, Canada
    • Year and Date
      2011-06-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] 動的確率システムの準乱数シミュレーション(アブストラクトのみ)2011

    • Author(s)
      諸星穂積
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Place of Presentation
      電気通信学会(中止)
    • Year and Date
      2011-03-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] Applying covering models to ambulance system of megalopolitan area in Japan2011

    • Author(s)
      T. Furuta and H. Morohosi
    • Organizer
      INFORMS HealthCare 2011
    • Place of Presentation
      Montreal
    • Related Report
      2012 Final Research Report
  • [Presentation] 準乱数による確率分布シミュレーション2011

    • Author(s)
      諸星穂積
    • Organizer
      ペレーションズ・リサーチ学会2011年春季研究発表会
    • Place of Presentation
      電気通信大学(震災のため予稿集のみ発行)
    • Related Report
      2012 Final Research Report
  • [Presentation] 準乱数による確率分布シミュレーション2010

    • Author(s)
      諸星穂積
    • Organizer
      日本応用数理学会
    • Place of Presentation
      明治大学
    • Year and Date
      2010-09-09
    • Related Report
      2010 Annual Research Report
  • [Presentation] 準乱数によるマルコフ連鎖計算の試み2010

    • Author(s)
      諸星穂積
    • Organizer
      日本オペレーションズ・リサーチ学会春季研究発表会
    • Place of Presentation
      首都大学東京
    • Year and Date
      2010-03-04
    • Related Report
      2009 Annual Research Report
  • [Presentation] 動的確率システムの準乱数シミュレーション2010

    • Author(s)
      諸星穂積
    • Organizer
      日本応用数理学会2010年度年会
    • Place of Presentation
      明治大学
    • Related Report
      2012 Final Research Report
  • [Presentation] 準乱数によるマルコフ連鎖計算の試み2010

    • Author(s)
      諸星穂積
    • Organizer
      日本オペレーションズ・リサーチ学会2010年春季研究発表会
    • Place of Presentation
      首都大学東京
    • Related Report
      2012 Final Research Report
  • [Presentation] シミュレーションを用いた救急車配置の効率性分析の試み2009

    • Author(s)
      田中雪江,諸星穂積
    • Organizer
      日本オペレーションズ・リサーチ学会2009年秋季研究発表会
    • Place of Presentation
      長崎大学
    • Related Report
      2012 Final Research Report

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Published: 2009-04-01   Modified: 2019-07-29  

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