Hello mini,
I feel sad for you that you have to quit your scholarship.
As far as I know, you can of course quit, but you should ask your kyoumuka the proper procedures.
And one more thing I know is, for undergrad scholars they can actually take a 1 year leave and still come back with their scholarship. I personally know someone who went home for a time. I don't know about us in grad school.
Good luck!