A modified Newton method for a quadratic vector equation arising in markovian binary trees

• Date: 2016
• Main Authors: Deng, Liang-Jian, He, Jun, Huang, Ting-Zhu, Денг, Ліанг-Жіян, Ге, Юн, Хуан, Тінг-Жу
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2016
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/1873
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...