日本応用数理学会論文誌

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原稿種別: 表紙
2002 年 12 巻 2 号 p. Cover1-
発行日: 2002/06/15
公開日: 2017/04/08

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

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2002 年 12 巻 2 号 p. Cover2-
発行日: 2002/06/15
公開日: 2017/04/08

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

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原稿種別: 付録等
2002 年 12 巻 2 号 p. App1-
発行日: 2002/06/15
公開日: 2017/04/08

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

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応用数理とデジタルメディア

北川高嗣

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2002 年 12 巻 2 号 p. i-
発行日: 2002/06/15
公開日: 2017/04/08

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

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ローラン係数を介した2次元ポアソン方程式ソース項同定逆問題の解法

奈良高明, 安藤繁

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2002 年 12 巻 2 号 p. 79-101
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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定期預金担保型・生涯融資保証商品の評価モデル

青沼君明, 中山季之, 村内佳子

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2002 年 12 巻 2 号 p. 103-120
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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半正定値計画法を用いた倒産確率推計

今野浩, 武黛

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2002 年 12 巻 2 号 p. 121-134
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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小売業における特別展示商品に対する最適発注量 : 鏡及び上げ底の効果

川勝英史, 三道弘明, 濱田年男

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2002 年 12 巻 2 号 p. 135-153
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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ソフトウェア信頼性評価のための差分方程式に基づく統計的データ解析モデルに関する考察

山田茂, 井上真二, 佐藤大輔

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2002 年 12 巻 2 号 p. 155-168
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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実対称H行列を係数行列とする連立一次方程式に対するAMG高速解法

美舩健, 岩下武史, 島崎眞昭

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2002 年 12 巻 2 号 p. 169-188
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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ベッセル関数に関連する有限級数についての恒等式

吉田年雄, 吹田篤治

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2002 年 12 巻 2 号 p. 189-195
発行日: 2002/06/15
公開日: 2017/04/08

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

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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.

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原稿種別: 付録等
2002 年 12 巻 2 号 p. App2-
発行日: 2002/06/15
公開日: 2017/04/08

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

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裏表紙

原稿種別: 表紙
2002 年 12 巻 2 号 p. Cover3-
発行日: 2002/06/15
公開日: 2017/04/08

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

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CONTENTS

原稿種別: 表紙
2002 年 12 巻 2 号 p. Cover4-
発行日: 2002/06/15
公開日: 2017/04/08

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

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