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: |  |