2012 Fiscal Year Final Research Report
Research on the application of quasi-Monte Carlo method to high-dimensional system analysis.
| Project/Area Number |
21510141
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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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) |
OYAMA Tatsuo 政策研究大学院大学, 政策研究科, 教授 (30134323)
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| 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)
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| Project Period (FY) |
2009 – 2012
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| Keywords | システム工学 / シミュレーション / 応用数学 |
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| 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.
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