Numerical treatment of random polynomials (Q2365627): Difference between revisions

The authors investigate the numerical solution of random algebraic equations by employing Newton's divided difference formula. Especially, they discuss the convergence and order of convergence of iterates of solutions of random equations. For this purpose, a comparison theorem is developed, which relates the solution process of an auxiliary difference equation with a stochastic sequence satisfying a random difference inequality. As a special case of this theorem, the convergence of secant, Newton's and Muller's numerical schemes are analyzed. For illustration, a simple example is given.