| Project/Area Number |
25350439
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | National Graduate Institute for Policy Studies |
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Principal Investigator |
Morohosi Hozumi 政策研究大学院大学, 政策研究科, 教授 (10272387)
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| Co-Investigator(Kenkyū-buntansha) |
大山 達雄 政策研究大学院大学, 政策研究科, 名誉教授 (30134323)
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| Co-Investigator(Renkei-kenkyūsha) |
KOMAKI Fumiyasu 東京大学, 情報理工学系研究科, 教授 (70242039)
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| Research Collaborator |
FURUTA Takehiro
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| Project Period (FY) |
2013-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | シミュレーション / OR / システム分析 / ＯＲ |
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| Outline of Final Research Achievements |
This research aims at advancing the use of quasi-random numbers for systems analysis and design, providing new algorithms and testing them by several numerical experiments. Problems studied in the research are, a particle filter using quasi-random numbers, an optimization algorithm for parameter identification, and random sample generation which follows very complicated high-dimensional probability distribution. In all the cases, we design algorithms using quasi-random numbers carefully so as to keep the good property of them, i.e. very precise uniformity in the region. We check the availability and superiority of quasi-random numbers for several numerical experiments, and find replacing random numbers by quasi-random ones often improves the computational performance of algorithms.
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