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...
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| Date: | 2016 |
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| Main Authors: | , , , , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2016
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1873 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | 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. |
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