Transactions of the Japan Society for Industrial and Applied Mathematics

Online ISSN : 2424-0982
ISSN-L : 0917-2246

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Volume 11, Issue 4

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[title in Japanese]

Article type: Cover
2001 Volume 11 Issue 4 Pages Cover1-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_Cover1

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[title in Japanese]

Article type: Cover
2001 Volume 11 Issue 4 Pages Cover2-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_Cover2

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[title in Japanese]

Article type: Appendix
2001 Volume 11 Issue 4 Pages App1-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_App1

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[title in Japanese]

[in Japanese]

Article type: Article
2001 Volume 11 Issue 4 Pages i-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_i

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[title in Japanese]

Article type: Appendix
2001 Volume 11 Issue 4 Pages App2-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_App2

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On the Fundamental Solution Method Applied to Oseen's Linearized Equations

Kotoba NISHIDA

Article type: Article
2001 Volume 11 Issue 4 Pages 147-155
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_147

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In this paper, we consider Oseen's linearized equations, which appear in fluid mechanics, in 2-dimensional exterior domains. We propose a new numerical method to this problem, which is based on the fundamental solution method. The new method is superior to the formerly known method in view of accuracy and computational time. We show the superiority by numerical experiments.

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A SOR-base Variable Preconditioned GCR Method

Kuniyoshi Abe, Shao-Liang Zhang, Hidehiko Hasegawa, Ryutaro Himeno

Article type: Article
2001 Volume 11 Issue 4 Pages 157-170
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_157

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We propose a new preconditioning strategy for the Krylov subspace method for solving a large sparse system Ax=b. The basic idea is to use an approximation to A^-1υ for K^-1υ: the benefit is substantial when the preconditioner K sufficiently approximates A. The preconditioning is performed by approximately solving Az=υ by some iterative method. Then different types of preconditioner can be applied at each iterative step. In the present paper, we combine the SOR method as a preconditioner and the GCR(m) method as a solver, and show that our preconditioning has lower iterative counts and shorter computation time than ILU(0).

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Regularity of the Coefficient Matrix Appearing in an Interpolation Based on the Charge Simulation Method

Yasuo Kageyama, Masaaki Sugihara

Article type: Article
2001 Volume 11 Issue 4 Pages 171-177
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_171

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In a former paper, Inoue introduced an interpolation based on a scheme in the charge simulation method, but he did not mention the problem whether the coefficient matrix derived there is regular or not. We will first point out unnaturalness of his scheme and introduce another interpolation based on so-called Murota's invariant scheme, which is a slightly modified version of Inoue's scheme. Then we will guarantee that the coefficient matrix for our scheme is always regular.

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Fractal Analysis for Non-equidistant Time Series

Yoshiaki Kumagai

Article type: Article
2001 Volume 11 Issue 4 Pages 179-186
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_179

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We propose a new method to describe fractal structure of data, which are non-equidistant in physical time, and apply this method to fractional Brownian motions. Using extended extreme values, we define functions independent of time scale. Moreover, a kind of fractal dimension is measured. In high frequency financial data, observations can occur at varying time intervals. Using these functions, we can analyze non-equidistant data without interpolation or evenly resampling. Moreover, the problem of choosing the appropriate time scale is avoided. Lastly, these functions are related to a viewpoint of investor with constant transaction costs.

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[title in Japanese]

Article type: Index
2001 Volume 11 Issue 4 Pages 41-44
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_41

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[title in Japanese]

Article type: Appendix
2001 Volume 11 Issue 4 Pages App3-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_App3

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[title in Japanese]

Article type: Cover
2001 Volume 11 Issue 4 Pages Cover3-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_Cover3

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[title in Japanese]

Article type: Cover
2001 Volume 11 Issue 4 Pages Cover4-
Published: December 15, 2001
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.11.4_Cover4

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