Takayasu Matsuo

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 16

Top Topics

Singular Values

Differential Equations

Convergence Rate

Mathematical Analysis

Top Venues

J. Comput. Appl. Math.

Publications

Ryota Nozawa, Shun Sato, Takayasu Matsuo
A novel interpretation of Nesterov's acceleration via variable step-size linear multistep methods. CoRR (2024)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
Properties and practicability of convergence-guaranteed optimization methods derived from weak discrete gradients. Numer. Algorithms 96 (3) (2024)
Shuto Kawai, Shun Sato, Takayasu Matsuo
Mathematical analysis and numerical comparison of energy-conservative schemes for the Zakharov equations. CoRR (2024)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
A Unified Discretization Framework for Differential Equation Approach with Lyapunov Arguments for Convex Optimization. NeurIPS (2023)
Kazuo Murota, Takayasu Matsuo
Double-Exponential transformation: A quick review of a Japanese tradition. CoRR (2023)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
A new unified framework for designing convex optimization methods with prescribed theoretical convergence estimates: A numerical analysis approach. CoRR (2023)
Shuto Kawai, Shun Sato, Takayasu Matsuo
Mathematical analysis of a conservative numerical scheme for the Ostrovsky equation. JSIAM Lett. 14 (2022)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
Deriving efficient optimization methods based on stable explicit numerical methods. JSIAM Lett. 14 (2022)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
Essential convergence rate of ordinary differential equations appearing in optimization. CoRR (2022)
Kansei Ushiyama, Shun Sato, Takayasu Matsuo
Essential convergence rate of ordinary differential equations appearing in optimization. JSIAM Lett. 14 (2022)
Shun Sato, K. Oguma, Takayasu Matsuo, Bao-Feng Feng
A robust numerical integrator for the short pulse equation near criticality. J. Comput. Appl. Math. 361 (2019)
Shun Sato, Takayasu Matsuo
On spatial discretization of evolutionary differential equations on the periodic domain with a mixed derivative. J. Comput. Appl. Math. 358 (2019)
Yushi Morijiri, Kensuke Aishima, Takayasu Matsuo
Extension of an error analysis of the randomized Kaczmarz method for inconsistent linear systems. JSIAM Lett. 10 (2018)
Yuya Sugibuchi, Takayasu Matsuo, Shun Sato
Constructing invariant-preserving numerical schemes based on Poisson and Nambu brackets. JSIAM Lett. 10 (2018)
Hiroki Kojima, Takayasu Matsuo, Daisuke Furihata
Some discrete inequalities for central-difference type operators. Math. Comput. 86 (306) (2017)
Daisuke Furihata, Shun Sato, Takayasu Matsuo
A novel discrete variational derivative method using "average-difference methods". JSIAM Lett. 8 (2016)
Tomonori Murakoshi, Takayasu Matsuo
A fast alternating least squares method for third-order tensors based on a compression procedure. JSIAM Lett. 7 (2015)
Yuto Miyatake, Takayasu Matsuo
A note on the adaptive conservative/dissipative discretization for evolutionary partial differential equations. J. Comput. Appl. Math. 274 (2015)
Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
Theoretical analysis of Sinc-Nyström methods for Volterra integral equations. Math. Comput. 84 (293) (2015)
Shun Sato, Takayasu Matsuo, Daisuke Furihata
An analysis on the asymptotic behavior of multistep linearly implicit schemes for the Duffing equation. JSIAM Lett. 7 (2015)
Shun Sato, Takayasu Matsuo, Hideyuki Suzuki, Daisuke Furihata
A Lyapunov-Type Theorem for Dissipative Numerical Integrators with Adaptive Time-Stepping. SIAM J. Numer. Anal. 53 (6) (2015)
Kensuke Aishima, Takayasu Matsuo, Kazuo Murota, Masaaki Sugihara
A shift strategy for superquadratic convergence in the dqds algorithm for singular values. J. Comput. Appl. Math. 257 (2014)
Takayasu Matsuo, Daisuke Furihata
A stabilization of multistep linearly implicit schemes for dissipative systems. J. Comput. Appl. Math. 264 (2014)
Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
Error estimates with explicit constants for Sinc approximation, Sinc quadrature and Sinc indefinite integration. Numerische Mathematik 124 (2) (2013)
Ken'ichiro Tanaka, Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
DE-Sinc methods have almost the same convergence property as SE-Sinc methods even for a family of functions fitting the SE-Sinc methods. Numerische Mathematik 125 (3) (2013)
Takeru Matsuda, Takayasu Matsuo
A new geometric integration approach based on local invariants. JSIAM Lett. 5 (2013)
Tomoaki Okayama, Ken'ichiro Tanaka, Takayasu Matsuo, Masaaki Sugihara
DE-Sinc methods have almost the same convergence property as SE-Sinc methods even for a family of functions fitting the SE-Sinc methods. Numerische Mathematik 125 (3) (2013)
Takaharu Yaguchi, Takayasu Matsuo, Masaaki Sugihara
The discrete variational derivative method based on discrete differential forms. J. Comput. Phys. 231 (10) (2012)
Hiroki Kanazawa, Takayasu Matsuo, Takaharu Yaguchi
A conservative compact finite difference scheme for the KdV equation. JSIAM Lett. 4 (2012)
Hiroaki Kuramae, Takayasu Matsuo
An alternating discrete variational derivative method for coupled partial differential equations. JSIAM Lett. 4 (2012)
Kensuke Aishima, Takayasu Matsuo, Kazuo Murota, Masaaki Sugihara
A Wilkinson-like multishift QR algorithm for symmetric eigenvalue problems and its global convergence. J. Comput. Appl. Math. 236 (15) (2012)
Yuto Miyatake, Takaharu Yaguchi, Takayasu Matsuo
Numerical integration of the Ostrovsky equation based on its geometric structures. J. Comput. Phys. 231 (14) (2012)
Yuto Miyatake, Takayasu Matsuo
Conservative finite difference schemes for the Degasperis-Procesi equation. J. Comput. Appl. Math. 236 (15) (2012)
Yuto Miyatake, Takayasu Matsuo, Daisuke Furihata
Conservative finite difference schemes for the modified Camassa-Holm equation. JSIAM Lett. 3 (2011)
Yuto Miyatake, Takaharu Yaguchi, Takayasu Matsuo
A multi-symplectic integration of the Ostrovsky equation. JSIAM Lett. 3 (2011)
Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
On boundedness of the condition number of the coefficient matrices appearing in Sinc-Nyström methods for Fredholm integral equations of the second kind. JSIAM Lett. 3 (2011)
Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
Error estimates with explicit constants for the tanh rule and the DE formula for indefinite integrals. JSIAM Lett. 2 (2010)
Kensuke Aishima, Takayasu Matsuo, Kazuo Murota, Masaaki Sugihara
Superquadratic convergence of DLASQ for computing matrix singular values. J. Comput. Appl. Math. 234 (4) (2010)
Takayasu Matsuo
A Hamiltonian-conserving Galerkin scheme for the Camassa-Holm equation. J. Comput. Appl. Math. 234 (4) (2010)
Takaharu Yaguchi, Takayasu Matsuo, Masaaki Sugihara
An extension of the discrete variational method to nonuniform grids. J. Comput. Phys. 229 (11) (2010)
Takaharu Yaguchi, Takayasu Matsuo, Masaaki Sugihara
Conservative numerical schemes for the Ostrovsky equation. J. Comput. Appl. Math. 234 (4) (2010)
Tomoaki Okayama, Takayasu Matsuo, Masaaki Sugihara
Sinc-collocation methods for weakly singular Fredholm integral equations of the second kind. J. Comput. Appl. Math. 234 (4) (2010)
Takayasu Matsuo, Hisashi Yamaguchi
An energy-conserving Galerkin scheme for a class of nonlinear dispersive equations. J. Comput. Phys. 228 (12) (2009)
Kensuke Aishima, Takayasu Matsuo, Kazuo Murota, Masaaki Sugihara
On Convergence of the DQDS Algorithm for Singular Value Computation. SIAM J. Matrix Anal. Appl. 30 (2) (2008)