scholarly journals About a fixed-point-type transformation to solve quadratic matrix equations using the Krasnoselskij method.

2021 ◽  
Author(s):  
Natalia Romero ◽  
Miguel Hernandez
Keyword(s):  
Fixed Point ◽  
Newton Method ◽  
Matrix Equation ◽  
Successive Approximation Method ◽  
Numerical Application ◽  
Quadratic Matrix Equation ◽  
Fixed Point Equation ◽  
Point Equation ◽  
Quadratic Matrix ◽  
Predictor Corrector

In this paper, we study the simplest quadratic matrix equation: $\mathcal{Q}(X)=X^2+BX+C=0$. We transform this equation into an equivalent fixed-point equation and based on it we construct the Krasnoselskij method. From this transformation, we can obtain iterative schemes more accurate than successive approximation method. Moreover, under suitable conditions, we establish different results for the existence and localization of a solution for this equation with the Krasnoselskij method. Finally, we see numerically that the predictor-corrector iterative scheme with the Krasnoselskij method as a predictor and the Newton method as corrector method, can improves the numerical application of the Newton method when approximating a solution of the quadratic matrix equation.

Analysis of Crossword Puzzle Difficulty Using a Random Graph Process

2015 ◽  
Author(s):  
John K. McSweeney
Keyword(s):  
New York ◽  
Stochastic Process ◽  
Fixed Point ◽  
Network Structure ◽  
New York Times ◽  
Final Solution ◽  
Crossword Puzzle ◽  
Fixed Point Equation ◽  
Point Equation ◽  
Network Properties

This chapter quantifies the dynamics of a crossword puzzle by using a network structure to model it. Specifically, the chapter determines how the interaction between the structure of cells in the puzzle and the difficulty of the clues affects the puzzle's solvability. It first builds an iterative stochastic process that exactly describes the solution and obtains its deterministic approximation, which gives a very simple fixed-point equation to solve for the final solution proportion. The chapter then shows via simulation on actual crosswords from the Sunday edition of The New York Times that certain network properties inherent to actual crossword networks are important predictors of the final solution size of the puzzle.

A Characterization of the Compound-Exponential Type Distributions

2011 ◽  
Vol 54 (3) ◽  
pp. 464-471
Author(s):  
Tea-Yuan Hwang ◽  
Chin-Yuan Hu
Keyword(s):  
Fixed Point ◽  
Exponential Type ◽  
Existence And Uniqueness ◽  
Fixed Point Equation ◽  
Point Equation

AbstractIn this paper, a fixed point equation of the compound-exponential type distributions is derived, and under some regular conditions, both the existence and uniqueness of this fixed point equation are investigated. A question posed by Pitman and Yor can be partially answered by using our approach.

scholarly journals A conformal fixed-point equation for the effective average action

2019 ◽  
Vol 34 (05) ◽  
pp. 1950027 ◽  
Author(s):  
Oliver J. Rosten
Keyword(s):  
Fixed Point ◽  
Conformal Invariance ◽  
Legendre Transform ◽  
Fixed Point Equation ◽  
Average Action ◽  
Point Equation

A Legendre transform of the recently discovered conformal fixed-point equation is constructed, providing an unintegrated equation encoding full conformal invariance within the framework of the effective average action.

scholarly journals Modified SOR-Like Method for Absolute Value Equations

2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Cui-Xia Li ◽  
Shi-Liang Wu
Keyword(s):  
Fixed Point ◽  
Nonlinear Equation ◽  
Computational Efficiency ◽  
Numerical Experiments ◽  
Absolute Value Equations ◽  
Convergence Conditions ◽  
Absolute Value ◽  
Fixed Point Equation ◽  
Point Equation ◽  
Better Than

In this paper, based on the work of Ke and Ma, a modified SOR-like method is presented to solve the absolute value equations (AVE), which is gained by equivalently expressing the implicit fixed-point equation form of the AVE as a two-by-two block nonlinear equation. Under certain conditions, the convergence conditions for the modified SOR-like method are presented. The computational efficiency of the modified SOR-like method is better than that of the SOR-like method by some numerical experiments.

scholarly journals A Relaxed Self-Adaptive Projection Algorithm for Solving the Multiple-Sets Split Equality Problem

2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Haitao Che ◽  
Haibin Chen
Keyword(s):  
Fixed Point ◽  
Equation System ◽  
Projection Algorithm ◽  
Step Size ◽  
Split Equality Problem ◽  
Fixed Point Equation ◽  
Point Equation ◽  
Equality Problem ◽  
Adaptive Step ◽  
Self Adaptive

In this article, we introduce a relaxed self-adaptive projection algorithm for solving the multiple-sets split equality problem. Firstly, we transfer the original problem to the constrained multiple-sets split equality problem and a fixed point equation system is established. Then, we show the equivalence of the constrained multiple-sets split equality problem and the fixed point equation system. Secondly, we present a relaxed self-adaptive projection algorithm for the fixed point equation system. The advantage of the self-adaptive step size is that it could be obtained directly from the iterative procedure. Furthermore, we prove the convergence of the proposed algorithm. Finally, several numerical results are shown to confirm the feasibility and efficiency of the proposed algorithm.

scholarly journals On exact sampling of stochastic perpetuities

2011 ◽  
Vol 48 (A) ◽  
pp. 165-182 ◽  
Author(s):  
Jose H. Blanchet ◽  
Karl Sigman
Keyword(s):  
Fixed Point ◽  
Net Present Value ◽  
Positive Density ◽  
Simulation Algorithm ◽  
Present Value ◽  
The Past ◽  
Coupling From The Past ◽  
Fixed Point Equation ◽  
Point Equation ◽  
The Right

A stochastic perpetuity takes the formD∞=∑n=0∞exp(Y1+⋯+Yn)Bn, whereYn:n≥0) and (Bn:n≥0) are two independent sequences of independent and identically distributed random variables (RVs). This is an expression for the stationary distribution of the Markov chain defined recursively byDn+1=AnDn+Bn,n≥0, whereAn=eYn;D∞then satisfies the stochastic fixed-point equationD∞D̳AD∞+B, whereAandBare independent copies of theAnandBn(and independent ofD∞on the right-hand side). In our framework, the quantityBn, which represents a random reward at timen, is assumed to be positive, unbounded with EBnp<∞ for somep>0, and have a suitably regular continuous positive density. The quantityYnis assumed to be light tailed and represents a discount rate from timenton-1. The RVD∞then represents the net present value, in a stochastic economic environment, of an infinite stream of stochastic rewards. We provide an exact simulation algorithm for generating samples ofD∞. Our method is a variation ofdominated coupling from the pastand it involves constructing a sequence of dominating processes.

Newton-Shamanskii Method for a Quadratic Matrix Equation Arising in Quasi-Birth-Death Problems

2014 ◽  
Vol 4 (4) ◽  
pp. 386-395
Author(s):  
Pei-Chang Guo
Keyword(s):  
Markov Chains ◽  
Stationary Distribution ◽  
Discrete Time ◽  
Matrix Equation ◽  
Nonnegative Solution ◽  
Minimal Nonnegative Solution ◽  
The Minimal Nonnegative Solution ◽  
Quadratic Matrix Equation ◽  
Quadratic Matrix ◽  
Birth Death

AbstractIn order to determine the stationary distribution for discrete time quasi-birth-death Markov chains, it is necessary to find the minimal nonnegative solution of a quadratic matrix equation. The Newton-Shamanskii method is applied to solve this equation, and the sequence of matrices produced is monotonically increasing and converges to its minimal nonnegative solution. Numerical results illustrate the effectiveness of this procedure.

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