{"created":"2021-03-01T06:14:56.485426+00:00","id":12035,"links":{},"metadata":{"_buckets":{"deposit":"55909ad0-b2b7-4c82-b0b8-93fe8683bf19"},"_deposit":{"id":"12035","owners":[],"pid":{"revision_id":0,"type":"depid","value":"12035"},"status":"published"},"_oai":{"id":"oai:soar-ir.repo.nii.ac.jp:00012035","sets":["1169:1171:1172:1185"]},"author_link":["36891","36892"],"item_10_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1999-10-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"23","bibliographicPageStart":"15","bibliographicVolumeNumber":"34","bibliographic_titles":[{"bibliographic_title":"信州大学理学部紀要"}]}]},"item_10_description_20":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"A Langevin-type diffusion equation is studied by means of numerical integration. We show that the assumption of Gaussian white for the noise is occasionally invalid for stochastic diffusion equations such as the Edwards-Wilkinson equation in dimensions larger than two, because the derived results depend on discretized unit. Less singularly correlated noise is required to obtain reasonable results. The same situation can appear in a wide class of nonlinear stochastic partial differential equations.","subitem_description_type":"Abstract"}]},"item_10_description_30":{"attribute_name":"資源タイプ（コンテンツの種類）","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_10_description_5":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"信州大学理学部紀要 34(1): 15-23(1999)","subitem_description_type":"Other"}]},"item_10_publisher_4":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"信州大学理学部"}]},"item_10_source_id_35":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0583-063X","subitem_source_identifier_type":"PISSN"}]},"item_10_source_id_40":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA00697923","subitem_source_identifier_type":"NCID"}]},"item_1627890569677":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"松山,  貴","creatorNameLang":"ja"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"本田,  勝也","creatorNameLang":"ja"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-09-28"}],"displaytype":"detail","filename":"Science34-01-02.pdf","filesize":[{"value":"352.2 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"Science34-01-02.pdf","url":"https://soar-ir.repo.nii.ac.jp/record/12035/files/Science34-01-02.pdf"},"version_id":"5395fc30-6d0d-42ee-ac6c-1c1f37427295"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"確率的拡散方程式の数値計算における注意","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"確率的拡散方程式の数値計算における注意","subitem_title_language":"ja"},{"subitem_title":"Remarks on the Numerical Integration of Stochastic Diffusion-type Equations","subitem_title_language":"en"}]},"item_type_id":"10","owner":"1","path":["1185"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2010-10-06"},"publish_date":"2010-10-06","publish_status":"0","recid":"12035","relation_version_is_last":true,"title":["確率的拡散方程式の数値計算における注意"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-03-08T01:52:55.709487+00:00"}