A modified Newton method for a quadratic vector equation arising in markovian binary trees
We prove the existence of solution for the quadratic vector equation arising in Markovian binary trees. A modified Newton method for finding the minimal solution of the equation is presented. The monotone convergence of the modified Newton method is proved. Numerical experiments show the efficiency...
Збережено в:
| Дата: | 2016 |
|---|---|
| Автори: | , , , , , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2016
|
| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/1873 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We prove the existence of solution for the quadratic vector equation arising in Markovian binary trees. A modified Newton method for finding the minimal solution of the equation is presented. The monotone convergence of the modified Newton method is proved. Numerical experiments show the efficiency of our method. |
|---|