Updated on 2025/09/30

写真a

 
KANEKIYO,Hiroaki
 
Organization
Faculty of Environmental and Urban Engineering Professor
Title
Professor
Contact information
メールアドレス
External link

Degree

  • 京都大学工学博士 ( 1989.3 )

Research Interests

  • Efficient Computer Simulation Technique

  • reliability engineering

  • Theoretical Reliability Analysis

  • Risk Analysis

  • simulation

  • Monte Carlo method

  • Efficient Simulation Methods

  • Applied Probability Theory

  • Reliability Theory

  • Applied Probability

Research Areas

  • Natural Science / Basic mathematics  / Applied Probability Theory

  • Natural Science / Applied mathematics and statistics  / Applied Probability Theory

  • Manufacturing Technology (Mechanical Engineering, Electrical and Electronic Engineering, Chemical Engineering) / Mechanics of materials and materials

  • Social Infrastructure (Civil Engineering, Architecture, Disaster Prevention) / Structure engineering and earthquake engineering

  • Social Infrastructure (Civil Engineering, Architecture, Disaster Prevention) / Social systems engineering

  • Social Infrastructure (Civil Engineering, Architecture, Disaster Prevention) / Safety engineering

  • Informatics / Theory of informatics

  • Informatics / Computational science

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Education

  • Kyoto University   Graduate School, Division of Engineering

    1989

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  • Kyoto University   Graduate School, Division of Engineering   Department of Applied Mathematics and Physics

    - 1989

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  • Kyoto University

    - 1989

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    Country: Japan

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  • Kyoto University   Graduate School, Division of Engineering

    1986

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  • Kyoto University   Faculty of Engineering

    - 1984

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    Country: Japan

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  • Kyoto University   Faculty of Engineering   Department of Applied Mathematics and Physics

    - 1984

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Research History

  • Kansai University   Dept. of Civil, Environment and Applied Systems Engineering   Professor

    2013.4

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  • 京都大学情報学研究科 准教授

    2008 - 2013

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  • 京都大学情報学研究科 助教授

    1999 - 2007

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  • - Associate Professor, Graduate School of Informatics,

    1999

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  • 京都大学工学研究科 助教授

    1998 - 1999

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  • Associate Professor, Graduate School of Engineering,

    1998 - 1999

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  • 京都大学工学研究科 助手

    1997 - 1998

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  • Research Assistant, Graduate School of Engineering,

    1997 - 1998

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  • Kyoto University   Faculty of Engineering

    1992 - 1997

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  • Research Assistant, Faculty of Engineering,

    1992 - 1997

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  • Hiroshima University   Faculty of Engineering

    1989 - 1992

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  • Research Assistant, Faculty of Engineering,

    1989 - 1992

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  • Kyoto University

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  • Hiroshima University

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Professional Memberships

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Committee Memberships

  • ICOSSAR 2009 International Scientific Committee   Member  

    2009   

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    Committee type:Academic society

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  • 日本材料学会   編集委員  

    2003 - 2007   

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    Committee type:Academic society

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  • 日本材料学会   編集委員  

    1997 - 2002   

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  • 日本材料学会   信頼性工学部門委員会 常任幹事  

    1996 - Present   

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  • ICOSSAR 97 Conference Organizing Committee   Member  

    1996 - 1997   

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    Committee type:Academic society

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Papers

  • CFRP 板接着補修における曲げ荷重下でのはく離発生確率の推定とその統計実験による検証 Reviewed

    中村和之, 笠行健介, 河原宏紀, 兼清泰明, 石川敏之

    材料   Vol.71, No.3, pp.273-280   2022.3

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  • Construction of a Probabilistic Model for Short-Term Heavy Rain and Its Application to Risk Assessment on Underground Inundation Reviewed

    KANEKIYO,Hiroaki, ISHIGAKI, Taisuke, KUSANO, Kaito, KITANO, Kohei

    Vol.77, No.2, pp. I_517-I_522   2021

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  • 接着剤の弾性特性の空間的ばらつきを考慮したCFRP板接着鋼板の確率論的解析 Reviewed

    兼清 泰明, , 笠行健介, 石川敏之

    土木学会論文集, A2(応用力学   75 ( 2 )   I_31 - I_40   2019

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  • 都市機能健全度に基づく災害復興モデルの構築とその防災復興計画への応用 Reviewed

    兼清泰明, 斎藤慎一

    構造物の安全性と信頼性 Vol.9 (Proc. of JCOSSAR 2019)   103 - 110   2019

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  • Kernel Regression Estimator for Damage States of Tunnel Lining Concrete Reviewed

    O. Maruyama, A. Sutoh, H. T.-Kanekiyo, T. Satoh, H. Dan

    13th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP13)   https://doi.org/10.22725/ICASP   2019

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  • 北海道のコンクリート橋梁における判定区分を用いた劣化予測モデルについて Reviewed

    須藤敦史, 佐藤 京, 兼清泰明, 丸山 收

    コンクリート工学年次論文集   41 ( 2 )   1387 - 1392   2019

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  • リスク最適制御の数値解法に対する重点サンプリング法の適用 Reviewed

    兼清泰明, 東 平蔵, 檀 寛成, 須藤敦史, 丸山 收, 佐藤 京

    構造物の安全性と信頼性 Vol.9 (Proc. of JCOSSAR 2019)   15 - 22   2019

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  • Optimal control in an inventory management problem considering replenishment lead time based upon a non-diffusive stochastic differential equation Reviewed

    Hiroaki T.-Knaekiyo, Shinjiro Agata

    J. of Advanced Mechanical Design, Systems, and Manufacturing (JAMDSM)   13 ( 1 )   JAMDSM0008   2019

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  • 寒冷地のコンクリート構造物(ボックスカルバート)における不規則な劣化現象に対する確率モデルの提案 Reviewed

    須藤敦史, 佐藤 京, 兼清泰明, 丸山 收

    コンクリート工学年次論文集   40 ( 2 )   1375 - 1380   2018

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  • Optimal Scheduling of Tunnel Inspection and Monitoring for Leveling Yearly Budget Reviewed

    H. Dan, A. Yamamoto, H. T.- Kanekiyo, A. Sutoh, O. Maruyama, T. Satoh

    EngOpt 2018 Proc. of the 6th Int. Conf. on Engineering Optimization   1458 - 1469   2018

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    Language:English   Publishing type:Research paper (international conference proceedings)   Publisher:Springer International Publishing  

    DOI: 10.1007/978-3-319-97773-7_125

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  • 多倍長精度計算を用いたCFRP接着鋼部材の数値解析 Reviewed

    笠行健介, 兼清泰明, 石川敏之, 檀 寛成

    土木学会論文集 A2(応用力学   74 ( 2 )   I_23 - I_31   2018

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  • 空間変動型確率微分方程式を用いた CFRP板接着補修における不規則性解析 Reviewed

    兼清泰明, 笠行健介, 石川敏之

    土木学会論文集 A2(応用力学)   73 ( 2 )   I_11 - I_22   2017

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  • Estimation of Road Infrastructure (Bridge and Tunnel) Deterioration Model in Cold Region Reviewed

    A. Sutoh, H. T.-Kanekiyo, O. Maruyama, T. Sato, H. Dan

    Safety, Reliability, Risk, Resilience and Sustainability of Structures and Infrastructure (Proc. of ICOSSAR 2017), TU-Verlag   3364 - 3373   2017

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  • Pricing of a Weather Derivative for a Temperature Index Using Heating Degree Days Reviewed

    Shin-ichi Saitoh, Hiroaki T.- Kanekiyo

    Science and Technology Reports of Kansai University   No. 59, pp.101-110   2017

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  • Random Deterioration Model for Bridge Integrity and Its Application to Optimal Maintenance Scheduling Reviewed

    H. T.-Kanekiyo, O. Maruyama, A. Sutoh, T. Satoh, H. Dan

    Safety, Reliability, Risk, Resilience and Sustainability of Structures and Infrastructure (Proc. of ICOSSAR 2017), TU-Verlag   1019 - 1028   2017

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  • Stochastic Interpolation of Damage States in Tunnel Lining Concrete Reviewed

    O. Maruyama, A. Sutoh, H. T. Kanekiyo, T. Satoh, H. Dan

    Safety, Reliability, Risk, Resilience and Sustainability of Structures and Infrastructure (Proc. of ICOSSAR 2017), TU-Verlag   2366 - 2369   2017

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  • 寒冷地の道路構造物(橋梁・山岳トンネル)における劣化特性とその分布について Reviewed

    須藤敦史, 佐藤京, 兼清泰明, 丸山収, 西弘明

    土木学会 構造工学論文集   62A   156 - 165   2016

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  • Tail Properties of Probability Distribution of Damage Degree for Tunnel Concrete Liners in Cold Region Reviewed

    KANEKIYO Hiroaki, MARUYAMA Osamu, SUTOH Atsushi, SATOH Takashi

    Journal of the Society of Materials Science, Japan   65 ( 4 )   275 - 281   2016

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    Language:Japanese   Publishing type:Research paper (scientific journal)   Publisher:The Society of Materials Science, Japan  

    A theoretical approach for estimating a probability distribution of damage degree of tunnel concrete liners in Hokkaido area is developed. First, a probability density function theoretically derived from a Poisson model describing random deterioration processes of tunnel concrete liners is compared with a frequency distribution of actual damage degree data. Next, in order to improve the approximation in the range of large damage degree, a concept of double-mode model is newly introduced into the Poisson model based upon a result of analysis on physical structure of temporal growth of damage degree. Finally, it is clari.ed that the double-mode Poisson model can give quite accurate estimation for tail properties associated with the probability distribution of damage degree. Further, it is shown that the proposed double-mode model can well reproduce temporal variation of the damage degree distribution.

    DOI: 10.2472/jsms.65.275

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    Other Link: https://jlc.jst.go.jp/DN/JLC/20022439787?from=CiNii

  • Deterioration Situation of Road Infrastructure (Bridge and Tunnel) in Cold Region Reviewed

    T. Satoh, A. Sutoh, O. Maruyama, H. Kanekiyo

    Proc. of IALCCE 2016 (Fifth International Symposium on Life-Cycle Civil Engineering)   2247 - 2251   2016

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  • Deterioration Distributions of Tunnel Lining in Cold Region Reviewed

    A. Sutoh, O. Maruyama, T. Sato, H. Kanekiyo

    Proc. of IALCCE 2016 (Fifth International Symposium on Life-Cycle Civil Engineering)   2125 - 2129   2016

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  • A Fast Simulation Scheme for a Probabilistic Model of Poisson Type Describing Random Fatigue Crack Growth Reviewed

    TANAKA-KANEKIYO Hiroaki

    journal of the Japan Society for Testing Materials   64 ( 3 )   184 - 189   2015

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    A fast Monte Carlo simulation scheme is newly developed for reliability analyses based upon a probabilistic model describing random fatigue crack growth driven by a noise of Poisson type. The proposed simulation scheme is based upon a probability measure transformation available for Lévy processes, which realizes an importance sampling principle so that very small probability of failure can be accurately estimated with small size of generated samples. First, a random differential equation is formulated for describing random fatigue crack growth by introducing a temporally inhomogeneous compound Poisson process as a driving noise. Next, a probability measure transformation for temporally homogeneous compound Poisson processes is applied to the random fatigue crack growth model by the use of a transformation technique of a time variable, which leads to a Monte Carlo simulation scheme realizing the importance sampling principle. Finally, through some numerical examples, it is clarified that the proposed simulation scheme can give accurate estimations for probability of fatigue failure with quite small sample size.

    DOI: 10.2472/jsms.64.184

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    Other Link: https://jlc.jst.go.jp/DN/JLC/20007672802?from=CiNii

  • Estimation of damage accumulation process in concrete tunnel lining Reviewed

    O. Maruyama, A. Sutoh, H. Kanekiyo, T. Satoh, H. Nishi

    LIFE-CYCLE OF STRUCTURAL SYSTEMS: DESIGN, ASSESSMENT, MAINTENANCE AND MANAGEMENT   2012 - 2017   2015

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  • A Consideration on Deterioration Model for Cold Region Tunnel Lining Based on Life-cycle Concept Reviewed

    A. Sutoh, O. Maruyama, H. T.-Kanekiyo, T. Sato

    Proc. of Fifth International Conference on Geotechnical Safety and Risk (ISGSR-V)   409 - 414   2015

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  • 地震デリバティブを援用したリスク移転方策の最適化に関する考察 Reviewed

    兼清 泰明, 斎藤慎一, 丸山 収, 須藤 敦, 佐藤 京

    構造物の安全性と信頼性 Vol.8 (Proc. of JCOSSAR 2015)   53 - 60   2015

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  • A Consideration on The Deterioration of Tunnel Lining Based on Actual Inspection Data Reviewed

    A. Sutoh, O. Maruyama, Hiroaki Kanekiyo

    International Symposium on Reliability Engineering and Risk Management (ISRERM’2014)   paper No. WA2-5   2014

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  • Proposal of a New Probabilistic Model for Random Fatigue Crack Growth Using a Noise of Poisson Type Reviewed

    63 ( 2 )   92 - 97   2014

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  • A mixed poisson model for random damage accumulation of tunnel concrete linings Reviewed

    Hiroaki Tanaka-Kanekiyo, Osamu Maruyama, Atsushi Sutoh, Takashi Satoh

    Theoretical and Applied Mechanics Japan   62   149 - 157   2014

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:Science Council of Japan  

    DOI: 10.11345/nctam.62.149

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  • A Stochastic Model for Describing Temporal Variation of Damage Accumulation in Tunnel Lining Concrete Reviewed

    O. Maruyama, A. Sutoh, Hiroaki Tanaka, Hiroaki T.-Kanekiyo, T. Satoh, H. Nishi

    Safety, Reliability and Risk of Structures, Infrastructures and Engineering Systems (Proc. of ICOSSAR 2013), Taylor & Francis Group   5115 - 5120   2013

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  • Optimal Control of Maintenance Strategies Including Repairs and Reinforcements for Concrete Tunnel Lining Reviewed

    Hiroaki Tanaka, Hiroaki T.-Kanekiyo, O. Maruyama, A. Sutoh, T. Satoh, H. Nishi

    Safety, Reliability and Risk of Structures, Infrastructures and Engineering Systems (Proc. of ICOSSAR 2013), Taylor & Francis Group   5179 - 5186   2013

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  • Probabilistic Model for Damage Accumulation in Concrete Lining Using Inspection Data Reviewed

    A. Sutoh, O. Maruyama, Hiroaki Tanaka, Hiroaki T.-Kanekiyo, T. Satoh, H. Nishi

    Safety, Reliability and Risk of Structures, Infrastructures and Engineering Systems (Proc. of ICOSSAR 2013), Taylor & Francis Group   5173 - 5178   2013

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  • A Stochastic Prediction Model of Degrading Process for Tunnel Management Systems Reviewed

    O. Maruyama, A. Sutoh, Hiroaki Tanaka, Hiroaki T.-Kanekiyo, T. Satoh

    Proc. of IALCCE 2012   491 - 496   2012

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  • 確率制御によるコンクリート覆工の最適補修方策の理論的考察 Reviewed

    田中(兼清)泰明, 丸山 収, 須藤敦史, 佐藤 京, 西 弘明

    構造物の安全性および信頼性(第7回構造物の安全性および信頼性に関する国内シンポジウム(JCOSSAR 2011)CD-ROM論文集   210 - 217   2011

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  • Probabilistic model for damage accumulation in concrete tunnel lining and its application to optimal repair strategy Reviewed

    Hiroaki Tanaka, Osamu Maruyama, Atsushi Sutoh

    APPLICATIONS OF STATISTICS AND PROBABILITY IN CIVIL ENGINEERING   2368 - 2375   2011

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  • Levy過程に対する確率測度変換とその高速モンテカルロスキームへの応用 Reviewed

    田中(兼清)泰明

    構造物の安全性および信頼性(第7回構造物の安全性および信頼性に関する国内シンポジウム(JCOSSAR 2011)CD-ROM論文集)   677 - 683   2011

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  • 点検データを用いたトンネル覆工における劣化過程の把握と予測 Reviewed

    須藤敦史, 丸山 収, 田中(兼清)泰明, 佐藤 京, 西 弘明

    構造物の安全性および信頼性(第7回構造物の安全性および信頼性に関する国内シンポジウム(JCOSSAR 2011)CD-ROM論文集)   783 - 788   2011

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  • トンネル覆工コンクリートの確率的予測モデルの構築 Reviewed

    丸山 収, 須藤敦史, 田中(兼清)泰明, 佐藤 京, 西 弘明

    構造物の安全性および信頼性(第7回構造物の安全性および信頼性に関する国内シンポジウム(JCOSSAR 2011)CD-ROM論文集)   204 - 209   2011

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  • Importance Sampling for Nonlinear Oscillating Systems driven by Stationary Noise Using a Probability Measure Transformatio Reviewed

    Hiroaki Tanaka, Hiroaki T.-Kanekiyo, Jun Ogawa

    Journal of System Design and Dynamics (JSME)   4 ( 3 )   524 - 537   2010

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    Language:English   Publishing type:Research paper (scientific journal)   Publisher:The Japan Society of Mechanical Engineers  

    We develop an importance sampling simulation scheme for estimating extremely small probability of level exceedance with respect to a nonlinear oscillating systems driven by a stationary random noise, where we use a probability measure transformation technique for constructing a simulation scheme based upon the Maruyama-Girsanov theorem. First, a system of Itô random differential equations and the related level exceedance are formulated, where the system nonlinearity is incorporated in terms of a nonlinear restoring force based upon the Masing rule. Next, an importance sampling simulation scheme is constructed, in which the optimal selection of the importance sampling measure is newly proposed. Finally, we give some numerical examples to demonstrate the efficiency of the proposed scheme and quantitatively examine effects of model parameters as well as the nonlinearity.

    DOI: 10.1299/jsdd.4.524

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  • Importance sampling for stochastic systems under stationary noise having a specified power spectrum Reviewed

    Jun Ogawa, Hiroaki Tanaka

    PROBABILISTIC ENGINEERING MECHANICS   24 ( 4 )   537 - 544   2009.10

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    DOI: 10.1016/j.probengmech.2009.03.004

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  • Efficient Monte Carlo Approach for Levy Processes and Its Application to Risk Analyses Reviewed

    Safety, Reliability and Risk of Structures, Infrastructures and Engineering Systems (Proc. of ICOSSAR'09)   掲載予定   2009

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  • 入力雑音のパワースペクトル特性に着目した重点サンプリング法の考察 Reviewed

    構造物の安全性および信頼性(Proc. of JCOSSAR 2007)   Vol.6, pp. 105-110   2007

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  • 定常的挙動を示すシステムの破壊確率評価のための高速モンテカルロ法 Reviewed

    構造物の安全性および信頼性(Proc. of JCOSSAR 2007)   Vol.6, pp. 111-116   2007

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  • Importance sampling method based upon the Meyer theorem for stochastic systems driven by a generalized noise Reviewed

    Hiroaki Tanaka, Noriatsu Tanji

    APPLICATIONS OF STATISICS AND PROBABILITY IN CIVIL ENGINEERING   CD-ROM paper No.030   265 - 266   2007

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  • Fast Monte Carlo simulation for stochastic response analysis under stationary noise having a specified power spectrum Reviewed

    Jun Gawa, Hiroaki Tanaka

    APPLICATIONS OF STATISICS AND PROBABILITY IN CIVIL ENGINEERING   CD-ROM paper No.029   263 - 264   2007

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  • Sensitivity Analysis on Probabilistic Response of High-rise Buildings Reviewed

    Safety, Reliability and Risk of Structures, Infrastructures and Engineering Systems (Proc. of ICOSSAR'05), Millpress   pp.789-796 (CD-ROM Paper)   2005

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  • A new probabilistic approach for describing fatigue crack growth under random overloads Reviewed

    Hiroaki Tanaka

    Zairyo/Journal of the Society of Materials Science, Japan   53 ( 1 )   57 - 63   2004

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    Language:Japanese   Publishing type:Research paper (scientific journal)   Publisher:Society of Materials Science Japan  

    DOI: 10.2472/jsms.53.57

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  • Extrinsic Values of Power Units in Deregulated Power Market Reviewed

    Yoshio Ichida, Kunio Matsumoto, Michiko Makino, Hiroaki Tanaka

    IEEJ Transactions on Electronics, Information and Systems   124 ( 2 )   542 - 549   2004

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1541/ieejeiss.124.542

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  • Distributions of Nodal Prices in PJM Market Reviewed

    Matsumoto Kunio, Ichida Yoshio, Makino Michiko, Tanaka Hiroaki

    IEEJ Transactions on Electronics, Information and Systems   124 ( 2 )   570 - 575   2004

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1541/ieejeiss.124.570

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  • Application of an Extended Cramer-Lundberg Model to a Maintenance Scheduling Problem Reviewed

    Bridge Maintenance, Safety, Management and Cost (Proc. of IABMAS'04)   CD-ROM Paper No. S05-06   2004

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  • Application of an importance sampling method to risk models in insurance theory Reviewed

    H Tanaka, Y Ichida, M Toyoda-Makino

    APPLICATIONS OF STATISTICS AND PROBABILITY IN CIVIL ENGINEERING, VOLS 1 AND 2   Vol.1, pp.749-756   749 - 756   2003

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  • Cramer-Lundberg型リスクモデルに対する高速モンテカルロ法の適用 Reviewed

    構造物の安全性および信頼性(Proc. of JCOSSAR2003), 日本材料学会   Vol.5, pp. 243-248   2003

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  • 高層建築物の振動解析におけるモデル選定の影響度に関する確率論的考察 Reviewed

    構造物の安全性および信頼性(Proc. of JCOSSAR2003), 日本材料学会   Vol.5, pp. 803-808   2003

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  • Optimal Hedge for Nodal Price Risk using FTR Reviewed

    Tanaka Hiroaki, Makino Michiko, Ichida Yoshis, Akiyoshi Masanori

    IEEJ Transactions on Electronics, Information and Systems   123 ( 1 )   11 - 18   2003

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1541/ieejeiss.123.11

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  • Importance Sampling Method for Time-Dependent Reliability Analyses with Poisson White Noises Reviewed

    Hiroaki Tanaka, Hiroaki T.-Kanekiyo

    Structural Safety and Reliability (Proc. of ICOSSAR'01), CD-ROM, Balkema   CD-ROM Paper No.131   2002

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  • 発電事業におけるシステムリスクヘッジのための定式化 Reviewed

    電気学会論文誌C編   Vol.122-C, No.4, pp.684-690   2002

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  • Importance Sampling Smulation for Compound Poisson Processes Reviewed

    Hiroaki Tanaka, Hiroaki T.-Kanekiyo

    Monte Carlo Simulation (Proc. of MCS2000), Balkema   55 - 62   2001

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  • A new probabilistic model for random fatigue crack growth based upon a random field Reviewed

    H. Tanaka

    Zairyo/Journal of the Society of Materials Science, Japan   50 ( 1 )   26 - 31   2001

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    DOI: 10.2472/jsms.50.26

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  • システム信頼性解析における効率的シミュレーション解法 Reviewed

    田中(兼清)泰明

    日本応用数理学会誌   10 ( 3 )   229 - 239   2000

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  • Poisson型白色雑音を伴う動的システムに対する効率化シミュレーション Reviewed

    田中(兼清)泰明

    構造物の安全性および信頼性(Proc. of JCOSSAR 2000)   383 - 390   2000

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  • Soft decision decoding using the hierarchy of linear block codes Reviewed

    T Sato, H Tanaka

    ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE   83 ( 3 )   108 - 114   2000

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  • Stochastic Response of a Shear Beam under Spatially Random Variation of Shear Modulus Reviewed

    Hiroaki Tanaka

    Nihon Kikai Gakkai Ronbunshu, C Hen/Transactions of the Japan Society of Mechanical Engineers, Part C   66 ( 647 )   2158 - 2163   2000

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    DOI: 10.1299/kikaic.66.2158

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  • Software reliability assessment modeling based on nonlinear stochastic differential equations of Ito type Reviewed

    M Kimura, S Yamada, H Tanaka

    6TH ISSAT INTERNATIONAL CONFERENCE ON RELIABILITY AND QUALITY IN DESIGN, PROCEEDINGS   160 - 164   2000

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  • Importance Sampling Simulation for a Stochastic Fatigue Crack Growth Model Reviewed

    Applications of Statistics and Probability (Proc. of ICASP8*1999), Balkema   Vol.2, pp.907-914   1999

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  • Pricing of Stock Index Options and Their Correlation Analysis (in Japanese) Reviewed

    TANAKA Hiroaki, KADONO Yasuomi, DOHI Tadashi, OSAKI Shunji

    ISCIE Journal 'Systems, Control and Information'   Vol.12, No. 7, pp. 379-389 ( 7 )   379 - 389   1999

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    Language:Japanese   Publisher:THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)  

    In this paper, we discuss the pricing of stock index options. Under a generalized assumption that the underlying individual stock price which is an element of the stock index follows a semi-martingale process with correrlation, we derive the partial differential equation which the corresponding European stock index option prices satisfy. More precisely, we calculate the respective equilibrium prices for the value line index (VLI) option and the average stock index (ASI) option analytically and numerically. Finally, we perform the sensitivity analysis of model parameters in the option prices and the position analysis. Throughout numerical examples, it is shown quantitatively that the correlation for underlying assets is one of the most important factors to price stock index options.

    DOI: 10.5687/iscie.12.379

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    Other Link: https://jlc.jst.go.jp/DN/JALC/00384758979?from=CiNii

  • Cost-based optimal relation between inspection time and assessment time for random fatigue crack growth Reviewed

    H Tanaka, M Toyoda-Makino

    PROBABILISTIC ENGINEERING MECHANICS   13 ( 2 )   69 - 76   1998.4

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  • Application of an Importance Sampling Method to Time-dependent System Reliability Analyses Using the Girsanov Transformation Reviewed

    Structural Safety and Reliability (Proc. of ICOSSAR'97), Balkema   Vol.1, pp. 411-418   1998

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  • Optimal Inspection Strategy Based on Cost-Minimization Using a Diffusive Crack Growth Model Reviewed

    Structural Safety and Reliability (Proc. of ICOSSAR'97), Balkema   Vol.2, pp. 1203-1210   1998

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  • 疲労損傷に対するコスト基準での最適点検方策 Reviewed

    日本応用数理学会論文誌   Vol.8, No. 4, pp. 63-74   1998

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  • Random thermal fatigue in fast breeder reactor: A narrow-band spectrum Reviewed

    H Tanaka, M Toyoda

    NUCLEAR ENGINEERING AND DESIGN   160 ( 3 )   333 - 345   1996.2

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    DOI: 10.1016/0029-5493(95)01112-9

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  • 極値統計学(連載講座「材料強度の確率モデル」第1章(1)その2) Reviewed

    機械の研究   Vol.48, No. 9, pp. 989-994   1996

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  • ALTERNATIVE GROWTH VERSUS SECURITY IN CONTINUOUS DYNAMIC TRADING Reviewed

    T DOHI, H TANAKA, N KAIO, S OSAKI

    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH   84 ( 2 )   265 - 278   1995.7

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    DOI: 10.1016/0377-2217(93)E0320-W

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  • QUALITY ASSESSMENT MODELS FOR INITIAL PRODUCTION PROCESS-CONTROL BASED ON STOCHASTIC DIFFERENTIAL-EQUATIONS Reviewed

    M KIMURA, S YAMADA, H TANAKA, T NAGAIKE, S OSAKI

    MICROELECTRONICS AND RELIABILITY   35 ( 4 )   657 - 668   1995.4

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0026-2714(95)93177-C

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  • 2次元確率場モデルを用いた地震波最大基盤加速度の理論的推定 Reviewed

    構造物の安全性および信頼性   Vol.3, pp. 519-526   1995

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  • 不規則き裂進展に対するコスト基準での最適点検時刻 Reviewed

    構造物の安全性および信頼性   Vol.3, pp. 43-50   1995

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  • Life Distribution of Thermal Fatigue Crack Propagation under Random Temperature Fluctuation with Wide-Band Spectrum Reviewed

    Michiko Toyoda

    Journal of the Society of Materials Science, Japan   44 ( 500 )   534 - 539   1995

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    DOI: 10.2472/jsms.44.534

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  • AN ANALYTICAL METHOD FOR LEAK BEFORE BREAK ASSESSMENT BASED UPON STOCHASTIC FRACTURE-MECHANICS Reviewed

    A TSURUI, H TANAKA, T TANAKA

    NUCLEAR ENGINEERING AND DESIGN   147 ( 2 )   171 - 181   1994.3

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    DOI: 10.1016/0029-5493(94)90204-6

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  • Some Remarks on MTBF's for Non-homogeneous Poisson Process Reviewed

    IEICE Trans. Fundamentals   Vol.E77-A, No.1, pp. 144-149   1994

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  • Life Distribution of Semi-Elliptical Surface Crack Propagation in Finite Plates Reviewed

    Structural Safety and Reliability (Proc. of ICOSSAR'93), Balkema   Vol.2, pp. 1133-1139   1994

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  • Distribution of the Fatigue Crack Propagation Life Under Peak Stresses due to Random Temperature Fluctuation Reviewed

    Hiroaki Tanaka, Akira Tsurui, Michiko Toyoda

    Journal of the Society of Materials Science, Japan   43 ( 484 )   68 - 74   1994

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    DOI: 10.2472/jsms.43.68

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  • Software Reliability Measurement and Assessment with Stochastic Differential Equations Reviewed

    IEICE Trans. Fundamentals   Vol.E77-A, No.1, pp. 109-116   1994

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  • A Probabilistic Approach to the Random Propagation of Collinear Two Cracks Reviewed

    Takeyuki Tanaka, Akihito Yamane, Akira Tsurui, Hiroaki Tanaka

    Journal of the Society of Materials Science, Japan   42 ( 483 )   1400 - 1405   1993

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    DOI: 10.2472/jsms.42.1400

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  • Probabilistic Analysis of Thermal Fatigue Phenomenon in FBR Based upon Probabilistic Fracture Mechanics Reviewed

    Trans. of the 12th SMiRT, North-Holland   Vol.M, pp. 123-134   1993

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  • Effect of stress ratio on crack propagation life distribution under random loading Reviewed

    Hiroshi Ishikawa, Akira Tsurui, Akihiko Utsumi, Hiroaki Tanaka, Hidetoshi Ishikawa

    Probabilistic Engineering Mechanics   8 ( 1 )   35 - 41   1993

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0266-8920(93)90028-T

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  • Software Reliability Measurement with Prior-Information on Initial Fault Content Reviewed

    Trans. of Information Processing Society of Japan   Vol.34, No. 7, pp. 1601-1609   1993

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  • Reliability Assessment of Structures Based Upon Probabilistic Fracture Mechanics Reviewed

    Probabilistic Engineering Mechanics   Vol.8, pp. 43-56   1993

  • CONSTRUCTION OF A DECISION-SUPPORT SYSTEM FOR A COMBINATION OF OPTIONS Reviewed

    H TANAKA, T DOHI, H FUJIWARA, S OSAKI, N KAIO

    COMPUTERS & MATHEMATICS WITH APPLICATIONS   24 ( 1-2 )   135 - 140   1992.7

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0898-1221(92)90238-D

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  • Software Reliability Measurement with Prior-Information on Initial Fault Content: A Binomial Model and Its Estimation Reviewed

    Proceedings of JCSE (Joint Conference on Software Engineering) '92   pp. 209-215   1992

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  • A SIMPLE PORTFOLIO OPTIMIZATION UNDER THRESHOLD STOPPING RULE Reviewed

    T DOHI, H TANAKA, N KAIO, S OSAKI

    OPTIMIZATION : TECHNIQUES AND APPLICATIONS, VOLS 1 AND 2   Vol.2, pp. 1090-1099   1090 - 1099   1992

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  • Software Reliability Growth Modeling with Stochastic Differential Equations Reviewed

    Proc. of IASTED International Conference on Reliability, Quality Control, and Risk Assessment, IASTED-ACTA PRESS   pp. 24-27   1992

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  • Hazard Rate of Structural Components under Fatigue Environment Including Random Overloads Reviewed

    Mechanical Behaviour of Materials - VI (Proc. of 6th ICM), Pergamon Press   Vol.1, pp.639-644   1991

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  • ソフトウェア信頼度成長モデルにおけるエラー数の状態空間の連続化に関する考察 Reviewed

    電子情報通信学会論文誌   Vol. J74-A, No. 7, pp. 1059-1066   1991

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  • A Stochastic Fracture Mechanical Approach to LBB Assessment for Pipings Reviewed

    Transactions of 11th SMiRT   Vol.M, pp.259-264   1991

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  • Estimation of Statistical Parameters from Non-Statistical Experiment on Random Fatigue Crack Propagation Reviewed

    Proceedings of 1st International Conference on Computational Stochastic Mechanics   pp. A1-A11   1991

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  • オプション売買高の時間推移に関する考察 Reviewed

    オペレーションズ・リサーチ学会誌   Vol.36, No.2, pp.90-95   1991

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  • TIME-VARIANT STRUCTURAL RELIABILITY-ANALYSIS USING BIVARIATE DIFFUSIVE CRACK-GROWTH MODELS Reviewed

    J NIENSTEDT, A TSURUI, H TANAKA, GI SCHUELLER

    INTERNATIONAL JOURNAL OF FATIGUE   12 ( 2 )   83 - 89   1990.3

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    DOI: 10.1016/0142-1123(90)90677-7

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  • An Investment Strategy of European Stock Option Trading Reviewed

    DGOR Operations Research Proceedings 1990, Springer-Verlag   pp. 555-562   1990

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  • Distribution of Fatigue Crack Propagation Life with Retardation due to Superimposed Overloads Reviewed

    Akira Tsurui, Hiroaki Tanaka, Taisei Isobe

    Journal of the Society of Materials Science, Japan   39 ( 446 )   1539 - 1544   1990

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    DOI: 10.2472/jsms.39.1539

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  • RANDOM PROPAGATION OF A SEMI-ELLIPTICAL SURFACE CRACK AS A BIVARIATE STOCHASTIC-PROCESS Reviewed

    H TANAKA, A TSURUI

    ENGINEERING FRACTURE MECHANICS   33 ( 5 )   787 - 800   1989

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0013-7944(89)90076-3

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  • Stochastic Propagation of Semi-Elliptical Surface Cracks Reviewed

    Structural Safety and Reliability (Proc. of ICOSSAR'89), ASCE   Vol. II, pp.1507-1514   1989

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  • 初期内蔵ソフトウェアエラー数の事前情報を考慮した2項信頼性モデル Reviewed

    電子情報通信学会論文誌   Vol. J 72-A, No. 11, pp.1916-1918   1989

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  • Probabilistic analysis of fatigue crack propagation in finite size specimens Reviewed

    Akira Tsurui, Hiroaki Tanaka, Takeyuki Tanaka

    Probabilistic Engineering Mechanics   4 ( 3 )   120 - 127   1989

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0266-8920(89)90017-9

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  • TIME VARIANT STRUCTURAL RELIABILITY-ANALYSIS USING DIFFUSIVE CRACK-GROWTH MODELS Reviewed

    A TSURUI, J NIENSTEDT, GI SCHUELLER, H TANAKA

    ENGINEERING FRACTURE MECHANICS   34 ( 1 )   153 - 167   1989

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    DOI: 10.1016/0013-7944(89)90249-X

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  • STOCHASTIC PROPERTIES OF SEMI-ELLIPTICAL SURFACE CRACK-PROPAGATION BASED UPON NEWMAN-RAJUS K-EXPRESSION Reviewed

    H TANAKA

    ENGINEERING FRACTURE MECHANICS   34 ( 1 )   189 - 200   1989

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    DOI: 10.1016/0013-7944(89)90252-X

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  • Reliability Analysis Using Diffusive Crack Growth Models Reviewed

    Proceedings of 7th ASCE/EMD Speciality Conference   p. 139   1988

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  • Probabilistic Analysis for the Propagation of Surface Cracks of Semi-Elliptic Type Reviewed

    Akira Tsurui, Hiroaki Tanaka

    Journal of the Society of Materials Science, Japan   37 ( 420 )   996 - 1002   1988

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.2472/jsms.37.996

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  • Time Variant Reliability Analysis Using Bivariate Diffusive Crack Growth Models Reviewed

    Proceedings of the ASCE Probabilistic Methods in Civil Engineering Conference   pp.496-499   1988

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  • The Effect of Stress Ratio on the Crack Propagation Life Distribution Under Random Loading Reviewed

    Mechanical Behaviour of Materials - V (Proc. of 5th ICM), Pergamon Press   Vol. I, pp.699-706   1987

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  • Reliability degradation of structural components in the process of fatigue crack propagation under stationary random loading Reviewed

    Hiroaki Tanaka, Akira Tsurui

    Engineering Fracture Mechanics   27 ( 5 )   501 - 516   1987

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    Language:English   Publishing type:Research paper (scientific journal)  

    DOI: 10.1016/0013-7944(87)90105-6

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  • Sensitivity Study on a Stochastic Fatigue Crack Growth Model under Stationary Random Loading Reviewed

    Mechanical Behaviour of Materials - V (Proc. of 5th ICM), Pergamon Press   Vol. I, pp.691-698   1987

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  • On the Cross-Effect of Uncertainty Factors in Fatigue Crack Propagation Processes Reviewed

    Hiroaki Tanaka

    Journal of the Society of Materials Science, Japan   35 ( 399 )   1385 - 1391   1986

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    DOI: 10.2472/jsms.35.1385

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Books

  • 信頼性の数理モデル(確率工学シリーズ 3)

    兼清 泰明( Role: Sole author)

    朝倉書店  2019.2 

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  • 信頼性の数理モデル

    兼清 泰明( Role: Sole author)

    朝倉書店  2019.2 

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  • 確率微分方程式とその応用

    兼清 泰明( Role: Sole author)

    森北出版  2017.8 

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  • キーポイント信頼性工学 2.モンテカルロシミュレーション Reviewed

    兼清泰明( Role: Sole author)

    材料  2016 

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  • リスク解析と計算機シミュレーション

    兼清泰明( Role: Sole author)

    理工学と技術  2013 

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  • An Efficient Simulation Scheme for Time-Dependent Systems with Poisson White Noise (in Japanese)

    Proc. of JCOSSAR 2000  2000 

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  • 極値統計学(連載講座「材料強度の確率モデル」第1章(1)その2)

    田中(兼清)泰明( Role: Sole author)

    機械の研究  1996 

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MISC

  • A Fast Monte Carlo Method for Stochastic Systems Showing Stationary Behavior (in Japanese)

    Proc. of JCOSSAR 2007   Vol.6, pp. 111-116   2007

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  • A Note on an Importance Sampling Method Associated with the Characteristics of Power Spectrum of the Input Noise (in Japanese)

    Proc. of JCOSSAR 2007   Vol.6, pp. 105-110   2007

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  • A Fast Monte Carlo Method for a Risk Model of Cramer-Lundberg Type (in Japanese)

    Proc. of JCOSSAR 2003   Vol.5, pp. 243-248   2003

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  • Probabilistic Assessment for Model Sensitivities in Response Analyses on Hi-rise Buildings (in Japanese)

    Proc. of JCOSSAR 2003   Vol.5, pp. 803-808   2003

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  • Strategic Hedging for System Risks of Generation Company (in Japanese)

    Trans. IEE of Japan   Vol.122-C, No.4, pp.684-690   2002

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  • An Efficient Simulation Method for System Reliability Analyses (in Japanese)

    Bulletin of JSIAM   Vol.10, No.3, pp. 229-239   2000

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  • Optimal History-Independent Inspection Strategy for Fatigue Failure based on a Cost-Criterion (in Japanese)

    Trans. of JSIAM   Vol.8, No. 4, pp. 63-74   1998

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  • Optimal Inspection Time under a Cost-based Criterion for Random Fatigue Crack Growth (in Japanese)

    Proc. of JCOSSAR 95   Vol.3, pp. 43-50   1995

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  • Theoretical Estimation of Probability Distribution of Seismic Peak Ground Acceleration Based Upon a Two-Dimensional Random Field Model (in Japanese)

    Proc. of JCOSSAR 95   Vol.3, pp. 519-526   1995

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  • 確率微分方程式に基づくソフトウェア信頼性評価に関する考察(確立モデル)

    木村 光宏, 田中 泰明, 山田 茂, 尾崎 俊治

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   1992   78 - 79   1992.9

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    Language:Japanese   Publisher:公益社団法人日本オペレーションズ・リサーチ学会  

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  • Growth versus Security in Continuous Dynamic Trading Based on Threshold Stopping Rule

    DOHI Tadashi, TANAKA Hiroaki, KAIO Naoto, OSAKI Shunji

    1992   118 - 119   1992.5

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    Language:English   Publisher:The Operations Research Society of Japan  

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  • On a Software Reliability Model with Continuous Error Domain - Application of a Linear Stochastic Differential Equation - (in Japanese)

    IEICE Trans. of Fundamentals of Electronics, Communications and Computer Sciences   Vol. J74-A, No. 7, pp. 1059-1066   1991

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  • 2項信頼性モデルによるソフトウェアの信頼性評価(信頼性)

    木村 光宏, 山田 茂, 田中 泰明, 尾崎 俊治

    日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集   1990   254 - 255   1990.9

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  • A Binomial Reliability Model with Prior-Information on Initial Error Content (in Japanese)

    IEICE Trans. of Fundamentals of Electronics, Communications and Computer Sciences   Vol. J 72-A, No. 11, pp.1916-1918   1989

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  • 138 有限部材中の疲労き裂進展に対する確率論的解析(疲労信頼性)

    鶴井 明, 田中 泰明, 田中 武之

    学術講演会前刷   38   228 - 230   1989

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    Language:Japanese   Publisher:日本材料学会  

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  • TRANSLATING PRODUCTION RULES INTO A FORWARD REASONING PROLOG PROGRAM

    A YAMAMOTO, H TANAKA

    NEW GENERATION COMPUTING   4 ( 1 )   97 - 105   1986

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Presentations

  • Kernel Regression Estimator for Damage States of Tunnel Lining Concrete

    O. Maruyama, A. Sutoh, H. T.-Kanekiyo, T. Satoh and H. Dan

    2019.5 

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  • Optimal Scheduling of Tunnel Inspection and Monitoring for Leveling Yearly Budget

    H. Dan, A. Yamamoto, H. T.- Kanekiyo, A. Sutoh, O. Maruyama, and T. Satoh

    2019.1 

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  • Random Deterioration Model for Bridge Integrity and Its Application to Optimal Maintenance Scheduling

    Hiroaki T.-Kanekiyo, Osamu Maruyama, Atsushi Sutoh, Takashi Satoh, Hiroaki T.-Kanekiyo

    2017 

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  • 空間変動型確率微分方程式を用いたCFRP 板接着補修における不規則性解析

    兼清泰明, 笠行健介, 石川敏之

    2017 

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  • Estimation of Road Infrastructure (Bridge and Tunnel) Deterioration Model in Cold Region

    A.tsushi Sutoh, Hiroaki T.-Kanekiyo, Osamu Maruyama, Takashi Satoh, Hiroshige Dan

    2017 

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  • 寒冷地トンネルの覆工劣化におけるマルコフ遷移確率 の同定

    須藤敦史, 佐藤京, 兼清泰明, 丸山収, 檀寛成

    2017 

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  • Stochastic Interpolation of Damage States in Tunnel Lining Concrete

    Osamu Maruyama, Atsushi Sutoh, Hiroaki T.-Kanekiyo, Takashi Satoh, Hiroshige Dan

    2017 

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  • 寒冷地トンネル覆工コンクリートの劣化進行に対する保守方策--点検スケジュールの最適化に関する理論的考察--

    斎藤慎一, 兼清泰明, 丸山収, 須藤敦史, 佐藤 京

    2016 

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  • A Consideration on Deterioration Model for Cold Region Tunnel Lining Based on Life-cycle Concept

    Atsushi Sutoh, Osamu Maruyama, Hiroaki Kanekiyo, Takashi Satoh

    2015 

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  • 地震ハザードを考慮したトンネル覆工の劣化推移モデルについて

    須藤敦史,丸山 收,田中(兼清)泰明

    2014 

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  • 覆工コンクリートのトンネル内およびトンネル間における劣化状態相関モデルの推定

    丸山 收,須藤敦史,兼清泰明,佐藤 京,西 弘明

    2014 

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  • Estimation of damage accumulation process in concrete tunnel lining

    O. Maruyama, A. Sutoh, H. Kanekiyo, T. Satoh and H. Nishi

    2014 

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  • A Consideration on The Deterioration of Tunnel Lining Based on Actual Inspection Data

    Atsushi Sutoh, Osamu Maruyama, Hiroaki Kanekiyo

    2014 

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  • 地震リスクを考慮したトンネル覆工の劣化推移モデル

    須藤敦史,丸山 收,田中(兼清)泰明,佐藤 京,西 弘明

    2014 

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  • 値域特性を考慮した寒冷地のトンネル覆工コンクリートの劣化予測

    丸山収, 田中(兼清)泰明, 須藤敦史, 佐藤 京, 西 弘明

    2013 

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  • Probabilistic Model for Damage Accumulation in Concrete Tunnel Lining Using Inspection Data

    H. Tanaka (H. Tanaka-Kanekiyo)

    The Thirteen East Asia Pacific Conference on Structural Engineering and Construction  2013 

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    Venue:Sapporo  

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  • Probabilistic Model for Damage Accumulation in Concrete Lining Using Inspection Data

    Atsushi Sutoh, Osamu Maruyama, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Takashi Satoh, Hiroaki Nishi

    2013 

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  • Optimal Control of Maintenance Strategies Including Repairs and Reinforcements for Concrete Tunnel Lining

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Osamu Maruyama, Atsushi Sutoh, Takashi Satoh, Hiroaki Nishi

    2013 

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  • A Stochastic Prediction Model of Degrading Process for Tunnel Management Systems

    Osamu Maruyama, Atsushi Sutoh, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Takashi Satoh

    2012 

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  • Probabilistic Model for Damage Accumulation in Concrete Tunnel Lining and its Application to Optimal Repair Strategy

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Osamu Maruyama, Atsushi Sutoh

    2011 

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  • Efficient Monte Carlo Approach for Levy Processes and Its Application to Risk Analyses

    Hiroaki Tanaka (H. T.-Kanekiyo)

    International Conference on Structural Safety and Reliability 2009  2009 

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    Venue:Kansai University  

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  • Fast Monte Carlo simulation for stochastic response analysis under stationary noise having a specified power spectrum

    Jun Ogawa, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    2007 

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  • 資産最大化に基づく保険会社の最適戦略

    田中(兼清)泰明, 下南雅史

    2007 

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  • Importance sampling method based upon the Meyer theorem for stochastic systems driven by a generalized noise

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), N. Tanji

    2007 

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  • Sensitivity Analysis on Probabilistic Response of High-rise Buildings

    Jun Ogawa, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    2005 

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  • 確率システムにおける実在雑音の白色近似について

    田中(兼清)泰明, 小川淳, 柴田剛志

    2005 

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  • Application of an Extended Cramer-Lundberg Model to a Maintenance Scheduling Problem

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Michiko T.-Makino, Yoshio Ichida

    2004 

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  • 降雨オプションのプライシングに対する理論的アプローチ

    田中(兼清)泰明, 柳川佳代

    2004 

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  • 影響度分析に基づくモデル裕度の評価の試み

    小川淳, 田中(兼清)泰明

    2004 

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  • 高層建築物の振動解析における不確実性の定量評価に関する考察

    田中(兼清)泰明, 小川淳

    2003 

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  • 配当支払いを考慮に入れた保険会社の最適戦略

    田中(兼清)泰明, 上坂洋平

    2003 

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  • Application of an Importance Sampling Method to Risk Models in Insurance Theory

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Y. Ichida, Michiko T.-Makino

    2003 

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  • Importance Sampling Method for Time-Dependent Reliability Analyses with Poisson White Noises

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    2002 

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  • 不規則過大荷重下でのき裂進展の確率モデルについて

    田中(兼清)泰明, 山田一亮

    2002 

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  • Importance Sampling Smulation for Compound Poisson Processes

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    2001 

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  • 集合的リスク論における重点サンプリング法の適用

    田中(兼清)泰明, 村上朋久, 山根利明

    2001 

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  • Software Reliability Assessment Modeling Based on Nonlinear Stochastic Differential Equation of Ito type

    Mitsuhiro Kimura, Shigeru Yamada, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    2000 

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  • 複合ポアソン過程の初到達問題に対する効率的シミュレーション解法

    田中(兼清)泰明

    2000 

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  • Bernoulli-Euler梁の確率的応答について

    田中(兼清)泰明

    1999 

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  • 確率システム中の雑音に対する白色雑音近似について

    田中(兼清)泰明, 柴田剛志

    1999 

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  • Importance Sampling Simulation for a Stochastic Fatigue Crack Growth Model

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1999 

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  • 不規則梁の確率的応答に対する理論的考察

    田中(兼清)泰明, 古川昌彦

    1998 

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  • Application of an Importance Sampling Method to Time-dependent System Reliability Analyses Using the Girsanov Transformation

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1998 

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  • Optimal Inspection Strategy Based on Cost-MinimizationUsing a Diffusive Crack Growth Model

    Michiko T.-Makino, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1998 

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  • 重点サンプリング法を用いた初到達問題の効率的シミュレーション解法

    田中(兼清)泰明

    1997 

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  • 非線形力学系の不規則挙動に対する確率論的考察

    田中(兼清)泰明, 生田勝也

    1997 

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  • 疲労破壊に対する複数点検を伴う最適保守方策について

    牧野倫子, 田中(兼清)泰明

    1996 

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  • 不規則き裂進展に対する点検政策の最適化 -- コスト最小化に基づく最適点検時刻 --

    牧野倫子, 田中(兼清)泰明

    1996 

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  • Girsanov変換を用いた重点サンプリング法による確率過程の初到達問題の効率的解法

    田中(兼清)泰明, 仙田圭一

    1996 

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  • 不規則梁の確率的応答について

    田中(兼清)泰明

    1996 

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  • 地震ハザード評価 における確率モデルに関する研究報告書(その3)

    兼清泰明

    1995 

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  • 粘性抵抗を伴う不規則梁の確率的定常応答

    田中(兼清)泰明

    1995 

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  • 疲労損傷に対する点検方策の最適化に関する信頼性工学的研究

    田中(兼清)泰明, 豊田倫子, 仙田圭一

    1995 

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  • Life Distribution of Semi-Elliptical Surface Crack Propagation in Finite Plates

    Akira Tsurui, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), H. Nogami, K. Ueno

    1994 

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  • 確率場上の時間成長現象としての不規則き裂進展--- シミュレーションによる近似解析手法の精度の検討---

    田中(兼清)泰明, 西島康隆

    1994 

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  • 疲労破壊に対する最適点検問題についての考察

    豊田倫子, 田中(兼清)泰明

    1994 

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  • 確率場上の微分方程式の構築とその不規則き裂進展問題への適用

    田中(兼清)泰明, 鶴井明

    1993 

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  • Probabilistic Analysis of Thermal Fatigue Phenomenon in FBR Based upon Probabilistic Fracture Mechanics

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Akira Tsurui

    1993 

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  • 広帯域の温度変動下での疲労き裂進展について

    豊田倫子, 田中(兼清)泰明

    1993 

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  • 入力最大加速度の確率分布に対する理論的考察--- 確率場の導入による距離減衰式のランダム化---

    田中(兼清)泰明, 鶴井明, 石川浩

    1993 

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  • Software Reliability Growth Modeling with Stochastic Differential Equations

    Shigeru Yamada, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Mitsuhiro Kimura, Shunji Osaki

    1992 

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  • 共線二き裂の不規則進展問題への確率論的アプローチ

    田中武之, 山根明仁, 鶴井明, 田中(兼清)泰明

    1992 

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  • Software Reliability Measurement with Prior-Information on Initial Fault Content: A Binomial Model and Its Estimation

    Mitsuhiro Kimura, Shigeru Yamada, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Shunji Osaki

    1992 

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  • Growth versus Security in Continuous Dynamic Trading Based on Threshold Stopping Rule

    Tadashi Dohi, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Naoto Kaio, Shunji Osaki

    1992 

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  • ランダム温度変動下での疲労き裂進展について

    田中(兼清)泰明, 鶴井明, 豊田倫子

    1992 

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  • A Simple Portfolio Optimization Under Threshold Stopping Rule

    Tadashi Dohi, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Naoto Kaio, Shunji Osaki

    1992 

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  • 確率的破壊力学を用いたLBB評価法に関する考察

    田中(兼清)泰明, 鶴井明, 高木繁行

    1991 

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  • Estimation of Statistical Parameters from Non-Statistical Experiment on Random Fatigue Crack Propagation

    Hiroshi Ishikawa, Akira Tsurui, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Hitoshi Inomo

    1991 

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  • 橋梁構造物の 実用的信頼性設計手法の開発業務(その2) 報告書

    兼清泰明

    1991 

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  • Hazard Rate of Structural Components under Fatigue Environment Including Random Overloads

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Takeyuki Tanaka, Akira Tsurui

    1991 

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  • A Stochastic Fracture Mechanical Approach to LBB Assessment for Pipings

    Akira Tsurui, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Takeyuki Tanaka

    1991 

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  • An Investment Strategy of European Stock Option Trading

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Tadashi Dohi, Naoto Kaio, Shunji Osaki

    1991 

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  • 部材形状効果を考慮した半楕円表面き裂進展寿命分布について

    田中(兼清)泰明, 鶴井明, 高木繁行

    1991 

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  • 非統計的実験から疲労き裂進展に関する統計的パラメータを推定する方法について

    石川浩, 鶴井明, 田中(兼清)泰明, 井面仁志

    1991 

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  • アメリカン・オプションにおける最適行使の理論について

    土肥正, 田中(兼清)泰明, 海生直人, 尾崎俊治

    1991 

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  • 橋梁構造物の実用的信頼性設計手法の開発業務(その1)報告書

    兼清泰明

    1990 

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  • 行使レベルの時間成長を考慮したアメリカン・コール・オプションの最適停止問題

    土肥正, 田中(兼清)泰明, 海生直人, 尾崎俊治

    1990 

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  • ソフトウェアに対する2項信頼性モデルに関する考察

    木村光宏, 山田茂, 田中(兼清)泰明, 尾崎俊治

    1990 

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  • 2項信頼性モデルによるソフトウェアの信頼性評価

    木村光宏, 山田茂, 田中(兼清)泰明, 尾崎俊治

    1990 

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  • 部材形状効果を考慮した半楕円表面き裂の不規則進展解析

    鶴井明, 田中(兼清)泰明

    1990 

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  • 確率過程における初到達問題の応用

    田中(兼清)泰明, 土肥正, 尾崎俊治

    1989 

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  • Stochastic Propagation of Semi-Elliptical Surface Cracks Structural Safety and Reliability

    Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Akira Tsurui

    1989 

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  • 材料の不均質性を考慮した半楕円表面き裂の不規則進展

    鶴井明, 田中(兼清)泰明

    1989 

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  • Two-Criteria Approach による疲労信頼性解析

    鶴井明, J. Nienstedt, G. I. Schueller, 田中(兼清)泰明

    1989 

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  • Newman-RajuのK評価式に基づいた半楕円形表面き裂の不規則進展解

    田中(兼清)泰明, 鶴井明

    1988 

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  • Time Variant Reliability Analysis Using Diffusive Crack Growth Models

    A. Tsurui, J. NIenstedt, G. I. Schueller, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1988 

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  • Time Variant Reliability Analysis Using Bivariate Diffusive Crack Growth Models

    J. Nienstedt, A. Tsurui, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), G. I. Schueller

    1988 

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  • The Effect of Stress Ratio on the Crack Propagation Life Distribution Under Random Loading

    Hiroshi Ishikawa, Akira Tsurui, Akihiro Utsumi, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1987 

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  • 楕円型表面き裂進展の確率論的解析

    田中(兼清)泰明, 鶴井明

    1987 

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  • Sensitivity Study on a Stochastic Fatigue Crack Growth Model under Stationary Random Loading

    Akira Tsurui, Hiroshi Ishikawa, Akihiro Utsumi, Hiroaki Tanaka (Hiroaki T.-Kanekiyo)

    1987 

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  • 不規則進展抵抗を持つ部材の不規則荷重下での疲労き裂進展について

    田中(兼清)泰明, 鶴井明, 石川浩

    1985 

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  • 突き合わせ鋼板のCFRP板2層接着補修における応力場の空間不規則分布の解析

    河原宏紀, 兼清泰明

    2022.9 

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  • 二種類の白色雑音を含む確率システムに対する重点サンプリングスキームの一考察

    田中秀弦, 兼清泰明

    2022.6 

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  • レジリエンスの考え方に基づく最適な防災復興方策構築の試み

    兼清泰明, 山路隆晟

    2022.6 

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  • 接着補修におけるはく離発生のばらつきに関する一考察〜多層接着への適用の可能性〜

    河原宏紀, 吉岡航平, 兼清泰明, 石川敏之

    2022.6 

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  • 計算機シミュレーションによる疲労寿命の解析~拡散型不規則き裂成長モデルの改良~

    兼清泰明, 河原宏紀

    2022.5 

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  • ICR処理を想定した疲労き裂成長の確率モデル構築の試み

    河原宏紀, 兼清泰明, 石川敏之

    2021.12 

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  • 水源揚水井の不規則劣化に対する確率モデルの構築とその検証

    兼清泰明, 中野公介, 楠見晴重

    2021.9 

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  • マルコフ過程による寒冷地トンネル覆工の劣化予測

    禿 和英, 須藤敦史, 佐藤 京, 兼清泰明, 檀 寛成, 丸山 収

    2021.9 

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  • CFRP板接着補修における曲げ荷重下でのはく離のばらつきに関する考察

    中村和之, 兼清泰明, 石川敏之

    2020.12 

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  • 数理モデルを導入した地震波最大地動加速度の空間不規則減衰に関する理論的考察

    畑中優志, 兼清泰明

    2020.12 

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  • 降雨の不規則時間変動を考慮した降雨災害リスク評価手法の提案

    兼清泰明, 石垣泰輔, 北野広平, 草野魁叶

    2020.9 

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  • トンネルの状態変化を考慮した最適保守計画の立案

    山本彩圭, 檀 寛成, 兼清泰明, 佐光正和, 佐藤直樹

    2020.3 

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  • 確率制御理論を援用した水源揚水井の最適洗浄方策に関する考察

    兼清泰明, 楠見晴重, 久保潤平

    土木学会第74回年次学術講演会  2019.9 

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  • 年度毎の点検・監視費用を平準化する最適保守計画の立案

    山本彩圭, 檀 寛成, 兼清泰明, 佐光正和, 佐藤直樹

    2019.9 

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  • 北海道のコンクリート橋梁における判定区分を用いた劣化予測

    河村 巧, 須藤敦史, 佐藤 京, 兼清泰明, 檀 寛成, 丸山 收

    土木学会第74回年次学術講演会  2019.9 

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  • Optimal Scheduling of Tunnel Maintenance for Leveling Annual Cost

    YAMAMOTO, Ayaka, DAN, Hiroshige, KANEKIYO, Hiroaki, SAKOH, Masakazu, SATOH, Naoki

    2019.7 

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  • 寒冷地のコンクリート橋梁における判定区分を用いた劣化予測

    須藤敦史, 兼清泰明, 丸山 収, 佐藤 京

    2019.6 

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  • 接着剤の弾性特性の空間的ばらつきを考慮したCFRP板接着鋼板の確率論的解析

    兼清泰明, 笠行健介, 石川敏之

    2019.5 

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  • 年度毎の費用を平準化するトンネル点検・監視計画の立案

    山本彩圭, 檀 寛成, 兼清泰明, 須藤敦史, 丸山 収, 佐藤 京

    2019.3 

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  • 山岳トンネルにおける判定区分を用いた不規則な遷移を考慮した劣化指標

    禿 和秀, 須藤敦史, 兼清泰明, 佐藤 京, 丸山 収, 檀 寛成

    土木学会第36回建設マネジメントに関する研究発表・討論会  2018.12 

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  • 構造解析における多倍長精度計算の応用に関する考察

    兼清泰明, 笠行健介, 石川敏之, 檀 寛成

    日本機械学会2018年度年次大会  2018.9 

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  • CFRP板接着補修の数値解析に対する多倍長精度計算の適用

    兼清 泰明, 笠行健介, 石川敏之, 檀 寛成

    土木学会第73回年次学術講演会  2018.8 

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  • 寒冷地のトンネル覆工における劣化評価の提案

    禿 和英, 須藤敦史, 佐藤 京, 兼清泰明, 檀 寛成, 丸山 収

    土木学会第73回年次学術講演会  2018.8 

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  • 北海道の道路構造物(橋梁・トンネル)における劣化速度とその分布

    河村 巧, 須藤敦史, 佐藤 京, 兼清泰明, 檀 寛成, 丸山 収

    土木学会第73回年次学術講演会  2018.8 

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  • 北海道の道路構造物(橋梁・トンネル)における劣化速度とその分布

    河村 巧, 須藤敦史, 佐藤 京, 兼清泰明, 檀 寛成, 丸山 収

    2018.5 

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  • 多倍長精度計算を用いたCFRP 接着鋼部材の数値解析 Invited

    兼清 泰明, 笠行健介, 石川敏之, 檀 寛成

    第21回応用力学シンポジウム  2018.5 

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  • 寒冷地道路構造物における劣化確率密度の進行速度について

    須藤敦史, 兼清泰明, 佐藤京, 丸山収, 檀寛成

    第21回応用力学シンポジウム  2018.5 

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  • 橋梁の不規則劣化を記述する新しい確率モデルの提案

    貴村祥光, 兼清泰明, 丸山 收, 須藤敦史, 佐藤 京, 檀 寛成

    第30回記念信頼性シンポジウム  2017.12 

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  • 寒冷地トンネルにおける覆工劣化の推移について

    河村巧, 佐藤京, 須藤敦史, 兼清泰明, 丸山収, 檀寛成

    土木学会 第72回年次学術講演会  2017.9 

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  • CFRP 板接着補修における不規則性の確率論的解析

    兼清泰明, 笠行健介, 石川敏之

    土木学会第72回年次学術講演会  2017.9 

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  • ベイジアンネットワークを用いた構造物の維持管理手法に関する基礎的検討

    永井孝宏, 丸山 收, 須藤敦史, 兼清泰明, 佐藤 京

    土木学会第72回年次学術講演会  2017.9 

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  • 判定区分を用いた寒冷地橋梁の劣化評価手法の提案

    須藤敦史, 佐藤京, 兼清泰明, 丸山収, 檀寛成

    土木学会 第72回年次学術講演会  2017.9 

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  • 寒冷地トンネルの覆工劣化におけるマルコフ遷移確率の同定

    須藤敦史, 佐藤京, 兼清泰明, 丸山収, 檀寛成

    土木学会第20回応用力学シンポジウム  2017.5 

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  • 点検データによる寒冷地橋梁の劣化評価とその分布

    須藤敦史, 佐藤京, 兼清泰明, 丸山収

    土木学会第20回応用力学シンポジウム  2017.5 

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  • 空間変動型確率微分方程式を用いたCFRP板接着補修における不規則性解析

    兼清泰明, 笠行健介, 石川敏之

    土木学会第20回応用力学シンポジウム  2017.5 

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  • 寒冷地橋梁の確率モデルにおける劣化同定

    斎藤慎一, 兼清泰明, 丸山収, 須藤敦史, 佐藤京

    土木学会 第71回年次学術講演会  2016.9 

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  • 地域性を考慮したトンネル群の劣化状態予測

    丸山収, 小澤孝弘, 須藤敦史, 兼清泰明, 佐藤京

    土木学会 第71回年次学術講演会  2016.9 

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  • トンネル覆工劣化におけるロングテール分布の数理モデル

    須藤敦史, 兼清泰明, 丸山収, 佐藤京

    土木学会 第19回応用力学シンポジウム  2016 

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  • 信頼性解析における確率分布裾野の特殊挙動について

    兼清泰明

    日本材料学会第65期学術講演会  2016 

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  • 地域特性を考慮した寒冷地トンネル覆工コンクリート劣化状態予測

    丸山収, 小澤孝弘, 須藤敦史, 兼清泰明, 佐藤京

    土木学会 第19回応用力学シンポジウム  2016 

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  • 確率場の補間理論を用いた覆工コンクリート表面被覆区間の状態推定

    須藤夏希, 丸山収, 須藤敦史, 兼清泰明, 佐藤京

    土木学会 第19回応用力学シンポジウム  2016 

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  • 地震ハザードを考慮したトンネル覆工の劣化モデル

    須藤敦史, 佐藤京, 丸山収, 兼清泰明

    土木学会 第70回年次学術講演会  2015.9 

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  • 寒冷地におけるトンネル覆工の劣化分布とその推移予測

    須藤敦史, 佐藤京, 丸山収, 兼清泰明

    土木学会 第25回トンネル工学研究発表会  2015 

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  • 寒冷地のトンネル覆工劣化におけるロングテール分布について

    須藤敦史, 丸山収, 兼清泰明, 佐藤京

    土木学会 第18回応用力学シンポジウム  2015 

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  • 単一トンネルにおける覆工コンクリートの劣化予測

    丸山 收, 須藤敦史, 兼清泰明, 佐藤 京, 西 弘明

    土木学会第69回年次学術講演会  2014 

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  • A brief survey on a fast Monte Carlo scheme for risk analyses using a probability measure transformation technique

    Hiroaki T.-Kanekiyo

    ファイナンスの数理解析とその応用  2014 

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  • 定期点検下でのトンネル覆工コンクリートの最適保守方策に関する考察

    兼清泰明, 丸山 收, 須藤敦史, 佐藤 京

    第63 回理論応用力学講演会  2014 

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  • Poisson 型雑音を用いた疲労き裂の不規則成長モデルに関する考察

    兼清泰明

    第28 回信頼性シンポジウム  2014 

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  • トンネル覆工コンクリート損傷度成長モデルに対する混合Poissonモデル

    田中(兼清)泰明, 丸山 収, 須藤敦史, 佐藤 京

    第62回理論応用力学講演会  2013 

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  • A Stochastic Model for Describing Temporal Variation of Damage Accumulation in Tunnel Lining Concrete

    O. Maruyama, A. Sutoh, H. Kanekiyo, T. Sato and H. Nishi

    The Thirteen East Asia Pacific Conference on Structural Engineering and Construction  2013 

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    Venue:Sapporo  

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  • A Stochastic Model for Describing Temporal Variation of Damage Accumulation in Tunnel Lining Concrete

    Osamu Maruyama, Atsushi Sutoh, Hiroaki Tanaka (Hiroaki T.-Kanekiyo), Takashi Satoh, Hiroaki Nishi

    2013 

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  • 非線形耐震応答解析に対する高速シミュレーションスキーム

    田中(兼清)泰明

    第60回理論応用力学講演会  2011 

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  • 2段階確率測度変換を用いたCDSプレミアムのシミュレーション解析

    田中(兼清)泰明

    第59回理論応用力学講演会  2010 

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  • 高速モンテカルロ法によるCDS価格の数値評価

    田中(兼清)泰明, 中西孝雄

    第58回理論応用力学講演会  2009 

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  • 再保険契約下での保険会社の最適戦略について

    田中(兼清)泰明, 小山昴佑

    第58回理論応用力学講演会  2009 

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  • パワースペクトルを持つ入力雑音を考慮した重点サンプリング法の改良

    小川 淳, 田中(兼清)泰明

    第57回理論応用力学講演会  2008 

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  • 重点サンプリング法による微小デフォルト確率の推定

    田中(兼清)泰明

    第57回理論応用力学講演会  2008 

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  • 住宅ローン債券担保証券における劣後比率の考察

    田中(兼清)泰明, 早川忠明

    第56回理論応用力学講演会  2007 

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  • 多質点モデルでの確率論的応答における非線形剛性の評価の考察

    小川 淳, 田中(兼清)泰明

    第55回理論応用力学講演会  2006 

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  • Importance Sampling technique based upon probability measure transformation International conference

    Hiroaki Tanaka, H, Tanaka-Kanekiy

    Mini-Symposium of Civil Engineering Research in 21st Century  2005 

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  • 災害オプションによるリスクヘッジに関する基本的考察

    田中(兼清)泰明, 下南雅史

    第21回材料・構造信頼性シンポジウム  2005 

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Works

  • コンクリート製構造部材の長期劣化過程数理モデルに関する研究

    兼清 泰明

    2014 - Present

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  • Study on development of maintenance networks

    2002 - 2004

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  • 自家発電システムにおけるメンテナンス・ネットワーク開発研究

    2002 - 2004

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  • 電力市場におけるリスクヘッジ戦略研究

    2001 - 2002

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  • Study on risk hedge strategies in electric power market

    2001 - 2002

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  • Study on risk management in electric power market

    2000 - 2001

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  • 電力市場におけるリスクマネジメント研究

    2000 - 2001

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Awards

  • IASSAR Junior Research Prize

    1997.11   International Association for Structural Safety and Reliability  

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  • 1997 IASSAR Junior Research Prize

    1997  

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  • 1997 IASSAR Junior Research Prize

    1997  

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  • 日本材料学会 平成5年度 論文賞

    1994.5   日本材料学会  

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    Country:Japan

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  • 日本材料学会論文賞

    1994  

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    Country:Japan

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  • JSMS Research Prize

    1994  

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  • 日本材料学会 平成4年度 学術賞

    1993.5   日本材料学会  

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    Country:Japan

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  • 日本材料学会学術賞

    1993  

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    Country:Japan

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  • Junior Research Prize, JSMS

    1993  

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Research Projects

  • Development of a new asset-management approach using a fast simulation technique based upon probability measure transformation

    Grant number:23K11000  2023.4 - 2027.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)

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    Grant amount:\4550000 ( Direct Cost: \3500000 、 Indirect Cost:\1050000 )

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  • 高速シミュレーション技法を援用したリアルオプションの実用化に関する研究

    2015 - 2019

    日本学術振興会  科学研究費補助金 

    兼清 泰明

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    Authorship:Principal investigator  Grant type:Competitive

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  • コンクリート製構造部材の長期劣化過程数理モデルに関する研究

    2014 - 2016

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    Authorship:Collaborating Investigator(s) (not designated on Grant-in-Aid) 

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  • リスク証券化の社会的影響分析と工学的見地からの最適管理方策

    2009 - 2012

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 統合的リスク理論の構築とリアルオプション評価問題への応用

    2006 - 2008

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 広汎用性を持つ高速シミュレーションスキームのITを含む実用的諸分野への応用

    2001 - 2002

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • メンテナンスネットワーク開発研究

    2001 - 2002

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    Authorship:Collaborating Investigator(s) (not designated on Grant-in-Aid) 

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  • 電力市場におけるリスクヘッジ戦略研究

    2000 - 2002

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  • 拡張ランダムシステムに対する効率化シミュレーションとその実用的応用

    1999 - 2000

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • ランダムメディアにおける複合情報理論の構築とその工学的応用

    1997 - 1998

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • ランダムメディア上の情報伝播特性の重点サンプリング法による定量的評価

    1996

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 確率場上の時間成長現象に対する数学的考察とその工学的不確定性解析への応用

    1994

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 高速増殖炉の熱疲労現象に対する確率的破壊力学を用いた構造健全性評価

    1993 - 1994

    日本学術振興会  科学研究費補助金 

    松下泰雄

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    Grant type:Competitive

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  • 確率場上に定義された特殊な微分方程式に関する研究

    1993

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 地震ハザード評価における確率モデルに関する研究

    1991 - 1992

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  • 確率論的破壊力学を援用した配管系の信頼性評価

    1990

    日本学術振興会  科学研究費補助金 

    田中(現姓, 兼清)泰明

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    Grant type:Competitive

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  • 橋梁構造物の実用的設計手法の開発

    1989 - 1992

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    Authorship:Collaborating Investigator(s) (not designated on Grant-in-Aid) 

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  • Application of stochastic systems to risk management

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    Grant type:Competitive

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  • Application of stochastic systems to financial engineering

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    Grant type:Competitive

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  • Study on differential equations defined on a random field

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    Grant type:Competitive

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  • Development of efficient simulation method for analyzing stochastic systems

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    Grant type:Competitive

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  • Application of stochastic systems to structural system reliability engineering

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    Grant type:Competitive

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Teaching Experience

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