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Implementation and extension of ``look-ahead'' linear multistep methods for ODEs

Research Project

Project/Area Number 24540150
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionDoshisha University

Principal Investigator

Mitsui Taketomo  同志社大学, 研究開発推進機構, 嘱託研究員 (50027380)

Co-Investigator(Renkei-kenkyūsha) ESAKI Nobuyuki  豊田工業高等専門学校, 准教授 (80311033)
Project Period (FY) 2012-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2012: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords数値解析 / 微分方程式 / 離散変数法 / 収束性 / 安定性 / 性能評価 / プログラム実装 / 常微分方程式 / 次数 / 計算効率
Outline of Final Research Achievements

We proposed the ``look-ahead'' linear multistep methods (LALMM), a new class of discrete variable methods solving initial-value problems of ordinary differential equations, gave analysis of their order of convergence as well as of stability and derived several LALMM of two steps, whose implementation and performance evaluation were carried out. Our results showed that the new schemes of LALMM are competitive with the conventional methods like as the classical Runge-Kutta method. Our study suggested more well-performing LALMM can be derived by increasing its number of steps can be introduced and extended to apply to other functional equations closely related to ordinary differential equations.

Report

(5 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Research-status Report
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (14 results)

All 2016 2015 2014 2013 2012

All Journal Article (4 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 4 results,  Acknowledgement Compliant: 1 results) Presentation (10 results) (of which Int'l Joint Research: 2 results)

  • [Journal Article] Convergence and stability of the split-step-Milstein method for stochastic delay Hopfield neural networks2016

    • Author(s)
      Qian Guo, Mingming Qiu、 Taketomo Mitsui
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 296 Pages: 427-442

    • DOI

      10.1016/j.cam.2015.10.014

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Convergence and stability of the split-step-Milstein method for stochastic delay Hopfield neural networks2013

    • Author(s)
      Qian Guo, Wenwen Xie, Taketomo Mitsui
    • Journal Title

      Abstract and Applied Analysis

      Volume: 2013 Pages: 1-12

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Convergence and stability of the split-step-Milstein method for stochastic delay Hopfield neural networks2013

    • Author(s)
      Qian Guo, Wenwen Xie and Taketomo Mitsui
    • Journal Title

      Abstract and Applied Analysis

      Volume: 2013 Pages: 1-12

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Journal Article] Bounds of the matrix eigenvalues and its exponential by Lyapunov equation2012

    • Author(s)
      Guang.-Da Hu and T. Mitsui
    • Journal Title

      Kybernetika

      Volume: 48 Pages: 865-878

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] Performance of ``look-ahead'' linear multistep methods2015

    • Author(s)
      Taketomo Mitsui
    • Organizer
      13th International Conference of Numerical Analysis and Applied Mathematics
    • Place of Presentation
      Rodos Palace Hotel, Rhodes, Greece
    • Year and Date
      2015-09-24
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Stability analysis of explicit Runge-Kutta Maruyama methods for Ito SDDEs2015

    • Author(s)
      Taketomo Mitsui
    • Organizer
      2015 Inernational Conference on Scientific Computation and Differential Equations
    • Place of Presentation
      Potsdam, Germany
    • Year and Date
      2015-09-17
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] ``先読み''線型多段階法の性能(続)2015

    • Author(s)
      三井 斌友
    • Organizer
      第44回数値解析シンポジウム
    • Place of Presentation
      山梨県甲州市・ぶどうの丘
    • Year and Date
      2015-06-10
    • Related Report
      2015 Annual Research Report
  • [Presentation] Study of numerical analysis in Japan -- A private view --2014

    • Author(s)
      三井 斌友
    • Organizer
      Kyoto Conference on Numerical Analysis and Differential Equations 2014
    • Place of Presentation
      京都大学楽友会館
    • Year and Date
      2014-09-16 – 2014-09-19
    • Related Report
      2014 Research-status Report
  • [Presentation] ``先読み''線型多段階法の性能2014

    • Author(s)
      三井 斌友
    • Organizer
      第43回数値解析シンポジウム
    • Place of Presentation
      ホテル日航八重山
    • Year and Date
      2014-06-11 – 2014-06-13
    • Related Report
      2014 Research-status Report
  • [Presentation] Sormer-Cowell 法導出に関する一注意2014

    • Author(s)
      三井 斌友
    • Organizer
      研究集会「常微分方程式の数値解法とその周辺 2014」
    • Place of Presentation
      静岡理工科大学袋井キャンパス
    • Related Report
      2013 Research-status Report
  • [Presentation] Convergence and stability analysis of stochastic delay differential equations,2013

    • Author(s)
      Qian Guo, Wenwen Xie, Taketomo Mitsui
    • Organizer
      2013 International Conference on Scientific Computation and Differential equations
    • Place of Presentation
      University of Valladolid, Spain
    • Related Report
      2013 Research-status Report
  • [Presentation] Performance of ``look-ahead'' linear multistep methods2012

    • Author(s)
      T. Mitsui and D.G. Yakubu
    • Organizer
      13th Seminar ``NUMDIFF'' on Numerical Solution of Differential and Differential-Algebraic Equations
    • Place of Presentation
      Martin-Luther-University Halle-Wittenberg (Germany)
    • Related Report
      2012 Research-status Report
  • [Presentation] ``Look-ahead'' linear multistep method and its two-step family2012

    • Author(s)
      T. Mitsui and D.G. Yakubu
    • Organizer
      第37回応用数学研究集会
    • Place of Presentation
      福岡教育大学
    • Related Report
      2012 Research-status Report
  • [Presentation] Van der Pol方程式による睡眠覚醒モデルの 数値解析2012

    • Author(s)
      江崎信行・近江佑梨・三井斌友
    • Organizer
      日本応用数理学会 2012年度年会
    • Place of Presentation
      稚内全日空ホテル
    • Related Report
      2012 Research-status Report

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Published: 2013-05-31   Modified: 2019-07-29  

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