Transactions of the Japan Society for Industrial and Applied Mathematics

[title in Japanese]

Article type: Cover
2002 Volume 12 Issue 2 Pages Cover1-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_Cover1

JOURNAL FREE ACCESS

Download PDF (33K)
[title in Japanese]

Article type: Cover
2002 Volume 12 Issue 2 Pages Cover2-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_Cover2

JOURNAL FREE ACCESS

Download PDF (33K)
[title in Japanese]

Article type: Appendix
2002 Volume 12 Issue 2 Pages App1-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_App1

JOURNAL FREE ACCESS

Download PDF (37K)
[title in Japanese]

[in Japanese]

Article type: Article
2002 Volume 12 Issue 2 Pages i-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_i

JOURNAL FREE ACCESS

Download PDF (152K)
Solution for an Inverse Source Problem of the Two-Dimensional Poisson Equation via Laurent Coefficients

Takaaki Nara, Shigeru Ando

Article type: Article
2002 Volume 12 Issue 2 Pages 79-101
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_79

JOURNAL FREE ACCESS

Show abstractHide abstract

Solution for an inverse source problem of the two-dimensional Poisson equation via Laurent coefficients is proposed. Positions of N dipoles on the complex plane are represented as the N solutions of the equation of N-th degree whose coefficients are expressed by the Laurent coefficients. The dipole moments are also obtained by the positions and the Laurent coefficients. The algorithm is robust against noise because the Laurent coefficients are obtained by phase-sensitive detection. Our analysis shows that measuring the Laurent coefficients of the potential on the boundary is important for the inverse source problem.

View full abstract

Download PDF (1582K)
An Evaluation Model of Individual Annuity in Life on the Cover of the Fixed Deposit

Kimiaki Aonuma, Toshiyuki Nakayama, Yoshiko Murauchi

Article type: Article
2002 Volume 12 Issue 2 Pages 103-120
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_103

JOURNAL FREE ACCESS

Show abstractHide abstract

Many financier has offered various products for making good a deficiency of public annuity. But present products have some restrictions against entrance ages, a reserve term, and cancel of insurance. More and more customer has a risk not to paid up insurance, if the insurance company go into default before starting receipt annuity. Reverse mortgage for receipt annuity on the cover of customer's immovable property is one of products solving their problems. But Reverse mortgage is not for customers that don't have immovable property. In this thesis, we propose a new product, which provides customer with annuity in life on the cover of his fixed deposit which arise from.

View full abstract

Download PDF (1399K)
Estimation of Failure Probability using Semi-Definite Programming

Hiroshi Konno, Dai Wu

Article type: Article
2002 Volume 12 Issue 2 Pages 121-134
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_121

JOURNAL FREE ACCESS

Show abstractHide abstract

Linear logit model is often used to predict the probability of bankruptcy. However, the failure probability need not depend on financial factors in a monotonic way. Also, we sometimes observe significant correlation among factors. In this paper, we propose three nonlinear logit models to remove drawbacks of the linear model mentioned above. First is the quadratic logit model which formulates the tendency of bankruptcy by a quadratic function. Second is the SDP logit model which is constructed by limiting the quadratic function to a convex function, and the third is the NSDP logit model constructed by limiting the quadratic function to a concave function. The resulting semi-definite programming(SDP) problems can be solved by using an efficient cutting plane algorithm. We show through simulations using real data that the SDP logit model perferms better than linear and general quadratic logit model.

View full abstract

Download PDF (978K)
An Optimal Order Quantity for Special Display Goods in Retailing : The effect of a mirror and false bottom

Hidefumi KAWAKATSU, Hiroaki SANDOH, Toshio HAMADA

Article type: Article
2002 Volume 12 Issue 2 Pages 135-153
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_135

JOURNAL FREE ACCESS

Show abstractHide abstract

This paper proposes an optimal order quantity model for special display goods at a retail store, where special display goods refer to merchandise which are heaped up in end displays or in special areas at a retail store. It is empirically known that the special display goods tend to sell well if their quantity displayed is large, but do not when it becomes small. In this study, we develop a model which take account of the effect of a mirror and false bottom, and discuss an optimal inventory level to order, along with order quantity and an optimal size of the false bottom. Numerical examples are also presented to illustrate the proposed model.

View full abstract

Download PDF (1244K)
Statistical Data Analysis Modeling Based on Difference Equations for Software Reliability Assessment

Shigeru YAMADA, Shinji INOUE, Daisuke SATOH

Article type: Article
2002 Volume 12 Issue 2 Pages 155-168
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_155

JOURNAL FREE ACCESS

Show abstractHide abstract

In this paper, we propose statistical data analysis models that enable us to assess software reliability more accurately than conventional models. These models are based on discrete analogs of NHPP (nonhomogeneous Poisson process) software reliability models which have exact solutions in terms of solving the hypothesized differential equations. The difference equations derived by transforming the continuous testing time into the discrete one, and their exact solutions are reduced to the differential equations on which the NHPP models are defined and the solutions, respectively, when the discrete time-interval tends to zero. The proposed discrete models conserve the characteristics of these NHPP models because the difference equations have exact solutions. Finally, we show numerical examples of software reliability analysis by using actual data.

View full abstract

Download PDF (994K)
A Fast AMG Solver for Linear Systems with A Real Symmetric H- Coefficient Matrix

Takeshi Mifune, Takeshi Iwashita, Masaaki Shimasaki

Article type: Article
2002 Volume 12 Issue 2 Pages 169-188
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_169

JOURNAL FREE ACCESS

Show abstractHide abstract

The algebraic multigrid (AMG) method is known as a robust solver for the linear system of equations with positive definite symmetric M-matrix. In this paper, it is proved that we can transfer the given H-matrix problem to a M-matrix problem and that all results as to the convergence of the AMG method for M-matrices also hold for H-matrices. We construct a new interpolation operator, which works well for positive definite symmetric H-matrix equations. Numerical experiments are also performed, and the results show that the proposed AMG algorithm is an efficient solver for systems with matrices, which include positive off-diagonal entries.

View full abstract

Download PDF (1277K)
Identities on Finite Series Related to the Bessel Function

Toshio Yoshida, Tokuji Suita

Article type: Article
2002 Volume 12 Issue 2 Pages 189-195
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_189

JOURNAL FREE ACCESS

Show abstractHide abstract

This paper presents the proof of identities on finite series related to Bessel function. By the different modification of the product of J_-v-k(x) and a series Σ^∞_i=0 J_v+2i(x), we derive two finite series that look different but have the same summation value. The following is an outline of derivation. One finite series is derived by multiplying the power expansion of J_-v-k(x) and that of Σ^∞_i=0 J_v+2i(x), rearranging with the same power, rewriting with Pochhammer's symbol and applying the summation theorem for generalized hypergeometric series. The other finite series is derived by using the power expansion of the product of two Bessel functions in Σ^∞_j=0 J_-v-k(x) J_v+2j(x), rearranging with the same power, rewriting with Pochhammer's symbol and applying the summation theorem. Also for J_-v-k(x) Σ^∞_i=0 (v+2i) J_v+2i(x), we can derive another pair of two finite series that look different but have the same summation value in a similar way.

View full abstract

Download PDF (435K)
[title in Japanese]

Article type: Appendix
2002 Volume 12 Issue 2 Pages App2-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_App2

JOURNAL FREE ACCESS

Download PDF (43K)
[title in Japanese]

Article type: Cover
2002 Volume 12 Issue 2 Pages Cover3-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_Cover3

JOURNAL FREE ACCESS

Download PDF (34K)
[title in Japanese]

Article type: Cover
2002 Volume 12 Issue 2 Pages Cover4-
Published: June 15, 2002
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.12.2_Cover4

JOURNAL FREE ACCESS

Download PDF (34K)

Register with J-STAGE for free!