Komori, Yoshio; Burrage, Kevin Split S-ROCK methods for high-dimensional stochastic differential equations. (English) Zbl 07766132 J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023). MSC: 60H10 65L05 65L06 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023; Zbl 07766132) Full Text: DOI
Komori, Yoshio; Yang, Guoguo; Burrage, Kevin Formulae for mixed moments of Wiener processes and a stochastic area integral. (English) Zbl 1515.60199 SIAM J. Numer. Anal. 61, No. 4, 1716-1736 (2023). MSC: 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Numer. Anal. 61, No. 4, 1716--1736 (2023; Zbl 1515.60199) Full Text: DOI arXiv
Tocino, A.; Komori, Y.; Mitsui, T. Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method. (English) Zbl 07538457 Math. Comput. Simul. 199, 217-230 (2022). MSC: 81-XX 82-XX PDFBibTeX XMLCite \textit{A. Tocino} et al., Math. Comput. Simul. 199, 217--230 (2022; Zbl 07538457) Full Text: DOI
Komori, Yoshio; Eremin, Alexey; Burrage, Kevin S-ROCK methods for stochastic delay differential equations with one fixed delay. (English) Zbl 1417.65023 J. Comput. Appl. Math. 353, 345-354 (2019). MSC: 65C30 60H10 60H35 65L05 65L06 65L20 PDFBibTeX XMLCite \textit{Y. Komori} et al., J. Comput. Appl. Math. 353, 345--354 (2019; Zbl 1417.65023) Full Text: DOI Link
Komori, Yoshio; Cohen, David; Burrage, Kevin Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations. (English) Zbl 1387.65064 SIAM J. Sci. Comput. 39, No. 6, A2857-A2878 (2017). MSC: 65L05 65L06 60H10 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Sci. Comput. 39, No. 6, A2857--A2878 (2017; Zbl 1387.65064) Full Text: DOI
Komori, Yoshio; Burrage, Kevin A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems. (English) Zbl 1307.65011 BIT 54, No. 4, 1067-1085 (2014). MSC: 65C30 60H10 60H35 34F05 92E20 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, BIT 54, No. 4, 1067--1085 (2014; Zbl 1307.65011) Full Text: DOI
Komori, Yoshio Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations. (English) Zbl 1112.65005 J. Comput. Appl. Math. 203, No. 1, 57-79 (2007). MSC: 65C30 60H10 60H35 34F05 65L06 PDFBibTeX XMLCite \textit{Y. Komori}, J. Comput. Appl. Math. 203, No. 1, 57--79 (2007; Zbl 1112.65005) Full Text: DOI
Komori, Yoshio Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family. (English) Zbl 1135.65003 Appl. Numer. Math. 57, No. 2, 147-165 (2007). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H30 34F05 65L06 60H35 PDFBibTeX XMLCite \textit{Y. Komori}, Appl. Numer. Math. 57, No. 2, 147--165 (2007; Zbl 1135.65003) Full Text: DOI
Komori, Yoshio; Mitsui, Taketomo; Sugiura, Hiroshi Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations. (English) Zbl 0876.65098 BIT 37, No. 1, 43-66 (1997). Reviewer: E.Platen (Canberra) MSC: 65C99 60H10 PDFBibTeX XMLCite \textit{Y. Komori} et al., BIT 37, No. 1, 43--66 (1997; Zbl 0876.65098) Full Text: DOI
Komori, Y.; Saito, Y.; Mitsui, T. Some issues in discrete approximate solution for stochastic differential equations. (English) Zbl 0810.65145 Comput. Math. Appl. 28, No. 10-12, 269-278 (1994). Reviewer: E.Platen (Canberra) MSC: 65C99 60H10 PDFBibTeX XMLCite \textit{Y. Komori} et al., Comput. Math. Appl. 28, No. 10--12, 269--278 (1994; Zbl 0810.65145) Full Text: DOI