News 2010-2014
[Dec. 23, 2014] The day before yesterday, a paper "A new method of convergence acceleration of series expansion for analytic functions in the complex domain" was accepted for publication in Japan Journal of Industrial and Applied Mathematics. This is a joint work with Prof. Sunao Murashige (see List of Coauthors).
[Dec. 23, 2014] On Dec. 18, 2014, I read my paper "A fast and accurate numerical method for symmetric Levy processes" (対称Levy過程に対する高速高精度数値計算法) at "Joint conference of applied mathematics 2014" (2014年度 応用数学合同研究集会). This paper is a condensed written summary of the preprint arXiv:1408.0157 released on Aug. 01, 2014 as written below.
[Dec. 12, 2014] A few days ago, an article "Error estimate and convergence analysis of moment-preserving discrete approximations of continuous distributions" was published in AIP conference proceedings. This article is available on this site.
[Aug. 25, 2014] This page is renewed.
[Aug. 01, 2014] A new preprint "A fast and accurate numerical method for the symmetric Levy processes based on the Fourier transform and sinc-Gauss sampling formula" is released in arXiv:1408.0157. In this preprint, I have proposed a numerical method for the Kolmogorov forward equations of Levy processes.