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Article type: Cover
1998 Volume 8 Issue 1 Pages
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Article type: Cover
1998 Volume 8 Issue 1 Pages
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Article type: Appendix
1998 Volume 8 Issue 1 Pages
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[in Japanese]
Article type: Article
1998 Volume 8 Issue 1 Pages
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Published: March 15, 1998
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Article type: Appendix
1998 Volume 8 Issue 1 Pages
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Kaname Amano, Tetsuo Inoue
Article type: Article
1998 Volume 8 Issue 1 Pages
1-17
Published: March 15, 1998
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We are concerned here with the numerical conformal mapping of bounded simply connected Jordan domains onto the unit disk by the charge simulation method, where a pair of conjugate harmonic functions are approximated by a linear combination of complex logarithmic potentials. We propose a new scheme which employs Murota's invariant scheme. With an according modification, the new scheme becomes invariant with respect to affine transformations and a similarity to Symm's integral equation method will be clarified.
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Kousuke Haruki, Yuusuke Iso
Article type: Article
1998 Volume 8 Issue 1 Pages
19-23
Published: March 15, 1998
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We deal with an inverse problem for the heat equation on a one-dimensional half space;we restrict ourselves to determination of the initial function from boundary observation. We give an estimate for the support of the initial function in the present research.
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Hozumi Morohosi, Masanori Fushimi
Article type: Article
1998 Volume 8 Issue 1 Pages
25-33
Published: March 15, 1998
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A method for designing a uniform random number generator based on M-sequence is presented. The sequence generated by the method {x_t;t=0, 1, 2…} as well as its properly decimated sequence {x_nt;t=0, 1, 2…} for several values of n have the property of approximate asymptotic randomness. A key idea of the method is to iterate a permutation of the bits in M-sequence random numbers so that leading bits may become linearly independent. Since there are computational difficulties in finding the condition for the linear independence of bits and in solving the optimization problem of bit permutation, we adopt some heuristic methods for finding approximate solutions.
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Ikuo Matsuba
Article type: Article
1998 Volume 8 Issue 1 Pages
35-43
Published: March 15, 1998
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A previously proposed generalized information criterion is applied to the temperature time series recorded at Tokyo. The maximum Lyapunov exponents estimated from the behavior of the prediction error agrees with that obtained directly from the time series data based on the reconstructed dynamics whose dimension is determined by use of the generalized information criterion. This result indicates that the recorded temperature sequence in Tokyo may be in the chaotic state.
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Kimiaki Aonuma, Masaaki Kijima
Article type: Article
1998 Volume 8 Issue 1 Pages
45-66
Published: March 15, 1998
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This paper constructs a valuation model of prepayment risk in time deposits from a viewpoint of financial institutions. There are two tasks to evaluate such risk; the first is how to estimate the subjective prepayment probability, and the second to calculate the option premium involved in it based on the estimated prepayment probability. For the first task, we apply the Cox proportional hazard model to estimate the prepayment probability. The aim of this model is to obtain the term structure which occurs by own characteristics of the financial product and to take it in the base line hazard function. For the second task, we use the Kijima-Nagayama lattice (1994) in order to calculate the prepayment risk premium by the extened Vasicek model.
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Takashi Manabe, Nobuyoshi Tosaka, Toshio Honma
Article type: Article
1998 Volume 8 Issue 1 Pages
67-79
Published: March 15, 1998
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The problem of determining possible equilibrium states of buckled elastic rings subjected to a uniform pressure is discussed in this paper. This problem is known as the nonlinear bifurcation problem in which there exist many bifurcation solutions and limit points. The nonlinear governing equations based on the Bernoulli-Euler theory of elastica are transformed into the nonlinear integral equations. The integral equations are discretized by means of the numerical integral procedure. In order to find the bifurcation solution at a bifurcation point, the bifurcation technique in conjunction with the arc-length method is applied effectively. In numerical results for the pressure P (0≥P≥100) it is shown that there exist nine bifurcation solutions.
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Hiroshi AKIBA, Shinobu YOSHIMURA, Genki YAGAWA
Article type: Article
1998 Volume 8 Issue 1 Pages
81-106
Published: March 15, 1998
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This paper describes a new method for Probabilistic Fracture Mechanics (PFM). The present authors have previously developed a new method for PFM, named Recursive Distribution (RD) method. The method depends on the construction of the Lebesgue-Stieltjes measure through a deterministic mapping defining a crack growth process. Here the mapping is extended from C^1 isomorphism to C^1 mapping which allows a weak discontinuity. The critical points of the mapping are classified, and the Lebesgue decomposition is given to the distribution of crack geometry using the classification. The present method is applied to an analysis of LWR's piping integrity problem, and almost the same results as those obtained by the Monte Carlo (MC) method are obtained. CPU time of the RD method is less than 1/10 of the MC method.
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Akiyoshi Yoshimura, Masako Kamiyama, Tetsuhiro Anami, Tadao Mori
Article type: Article
1998 Volume 8 Issue 1 Pages
107-133
Published: March 15, 1998
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A new method of repairing railway track irregularities is described. A waveform of track irregularity restored partially at the specified region of wavelength from the socalled 3-point chord measurement data is used in the repair work. A new method is successfully applied to the repair work of a track irregularity in longitudinal level in which only a lifting operation can be allowed.Then by introducing a criterion of evaluating a smoothness of track geometry the repairing problem is formulated to the well-known quadratic programming problem in optimization theory.
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Hajime Takashima, Kunihiro Kitamura, Kazutoshi Tanabe, Umpei Nagashima
Article type: Article
1998 Volume 8 Issue 1 Pages
135-151
Published: March 15, 1998
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In a large molecule like a protein, a numerical error of a total energy value in the Hartree-Fock calculation may exceed the required absolute chemical accuracy, 0.01kcal/mol. We estimated numerical errors in a Fock matrix generation and diagonalization. In the present Fock matrix construction algorithm, an estimated numerical error of a total energy value is larger than the required chemical accuracy when a basis set size is more than several thousands. The numerical error can be decrease to less than the required chemical accuracy by the contrived algorithm that Fock matrix elements are generated by a partial summation technique.
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Seiji Kimura
Article type: Article
1998 Volume 8 Issue 1 Pages
153-156
Published: March 15, 1998
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The purpose of this note is to introduce a new method of exclusion of noise in greyscale pictures which contain continuous surfaces, lines, and edges. A filter is constructed, and that is more effective than many of other methods in use.
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Article type: Appendix
1998 Volume 8 Issue 1 Pages
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Published: March 15, 1998
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Article type: Cover
1998 Volume 8 Issue 1 Pages
Cover3-
Published: March 15, 1998
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Article type: Cover
1998 Volume 8 Issue 1 Pages
Cover4-
Published: March 15, 1998
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