Transactions of the Japan Society for Industrial and Applied Mathematics

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

Search
Browse

All issues

Volume 14, Issue 1

Displaying 1-19 of 19 articles from this issue

Download citation

Show all abstracts

[title in Japanese]

Article type: Cover
2004 Volume 14 Issue 1 Pages Cover1-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_Cover1

JOURNAL FREE ACCESS

Download PDF (28K)
[title in Japanese]

Article type: Cover
2004 Volume 14 Issue 1 Pages Cover2-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_Cover2

JOURNAL FREE ACCESS

Download PDF (28K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App1-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App1

JOURNAL FREE ACCESS

Download PDF (39K)
[title in Japanese]

[in Japanese]

Article type: Article
2004 Volume 14 Issue 1 Pages i-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_i

JOURNAL FREE ACCESS

Download PDF (131K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App2-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App2

JOURNAL FREE ACCESS

Download PDF (216K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App3-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App3

JOURNAL FREE ACCESS

Download PDF (22K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App4-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App4

JOURNAL FREE ACCESS

Download PDF (65K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App5-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App5

JOURNAL FREE ACCESS

Download PDF (85K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App6-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App6

JOURNAL FREE ACCESS

Download PDF (32K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App7-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App7

JOURNAL FREE ACCESS

Download PDF (76K)
On an Improvement of the CGS Method

Tomohiro SOGABE, Cheng-Hai JIN, Kuniyoshi ABE, Shao-Liang ZHANG

Article type: Article
2004 Volume 14 Issue 1 Pages 1-12
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_1

JOURNAL FREE ACCESS

Show abstractHide abstract

The Conjugate Gradient Squared method (CGS) has been proposed for solving large and sparse non-Hermitian linear systems, and it is well known that the CGS method may lead to a rather irregular convergence behaviour. In this paper, a Stabilized Conjugate Gradient Squared method (SCGS) is proposed as a variant of the CGS method. Numerical experiments indicate that the SCGS method is often more efficient than the CGS method.

View full abstract

Download PDF (824K)
A Method of Estimating the Blow-up Time and Blow-up Rate of the Solution of the System of Ordinary Differential Equations : An Application to the Blow-up Problems of Partial Differential Equations

Chiaki HIROTA, Kazufumi OZAWA

Article type: Article
2004 Volume 14 Issue 1 Pages 13-38
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_13

JOURNAL FREE ACCESS

Show abstractHide abstract

A numerical method is proposed for estimating the blow-up time and blow-up rate of the solution of the system of ordinary differential equations (ODEs), whose solution has a pole at a finite time, that is, the blow-up time. The main idea is to transform the ODE system into a tractable form by Moriguti's technique, and to generate a linearly convergent sequence to the blow-up time. The sequence is accelerated by the Aitken Δ^2 method. The present method is applied to the problem of finding the blow-up time of the solution of partial differential equations (PDEs), by discretizing the PDEs in space. Numerical experiments on the two PDEs, the semilinear reaction-diffusion equation and the heat equation with a nonlinear boundary condition, show the validity of the present method.

View full abstract

Download PDF (1426K)
Semantic Interpretation of SVM Nonlinear Discriminators

Yasutoshi Yajima, Tetsuo Abe

Article type: Article
2004 Volume 14 Issue 1 Pages 39-57
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_39

JOURNAL FREE ACCESS

Show abstractHide abstract

We are going to propose a framework for extracting informative or redundant features associated with the nonlinear discriminators generated by support vector machine. We use the idea of decision boundary analysis introduced by Lee and Landgrebe. The quality of this analysis depends on the calculations of the points, or the associated gradient vectors, which are lying on the decision boundary. Exploiting the special structure of the kernel induced feature space, we show that the gradients on the boundary are easily obtained. Numerical experiments for some artificial datasets demonstrate that both informative and redundant features can be identified clearly. Also, we show that the performance of the discriminator can be improved by discarding the redundant features of a real world dataset.

View full abstract

Download PDF (1303K)
A Verified Method for Finding Polynomial Factors of Analytic Functions

Xiao-Ming NIU, Tetsuya SAKURAI, Hiroshi SUGIURA

Article type: Article
2004 Volume 14 Issue 1 Pages 59-73
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_59

JOURNAL FREE ACCESS

Show abstractHide abstract

A problem of finding a validated polynomial factor of an analytic function is considered. A validated factorization method was presented by Sakurai and Sugiura in which the bounds of Taylor coefficients of the function was assumed to be available. In this paper, we use complex circular arithmetic to perform the calculation of validated bounds for the Taylor coefficients of a function. Numerical examples show the efficiency of the presented method.

View full abstract

Download PDF (919K)
A study on some stock options with a strike price indexed to a benchmark

Masahiro Ishii, May Arima

Article type: Article
2004 Volume 14 Issue 1 Pages 75-89
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_75

JOURNAL FREE ACCESS

Show abstractHide abstract

Executive stock options are used widely in compasation plans. A typical stock option has a fixed strike price. But it has attracted heavy criticism that it unfairly rewards executives for the market's success instead of their own efforts. Therefore, in this paper, we propose two geometric averaged stock options, which have a strike price moving with a benchmark to filter out marketwide factors beyond the executive's control, and evaluate his managerial ability in both up and down markets. We processe as follows: First, we derive a pricing model for the stock options. Then we investigate the values compared to taditional and another indexed stock options. Last, we consider the incentive effect peculiar to the geometric averaged stock options.

View full abstract

Download PDF (1342K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App8-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App8

JOURNAL FREE ACCESS

Download PDF (46K)
[title in Japanese]

Article type: Appendix
2004 Volume 14 Issue 1 Pages App9-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_App9

JOURNAL FREE ACCESS

Download PDF (46K)
[title in Japanese]

Article type: Cover
2004 Volume 14 Issue 1 Pages Cover3-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_Cover3

JOURNAL FREE ACCESS

Download PDF (29K)
[title in Japanese]

Article type: Cover
2004 Volume 14 Issue 1 Pages Cover4-
Published: March 25, 2004
Released on J-STAGE: April 08, 2017

DOIhttps://doi.org/10.11540/jsiamt.14.1_Cover4

JOURNAL FREE ACCESS

Download PDF (29K)

feedback

Top

Register with J-STAGE for free!