Numerical treatment of random polynomials

DOI10.1016/0096-3003(93)90003-WMaRDI QIDQ2365627zbMATH OpenFDO

Authors M. Sambandham, G. S. Ladde

Publication date 29 June 1993

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(93)90003-W

zbMATH Keywords

convergenceMuller's numerical schemeNewton's divided difference formulaNewton's numerical schemerandom algebraic equationsrandom difference inequalityrandom polynomialssecant method

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of solutions to single equations (65H05)

Review text

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.

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Cites work

• scientific article; zbMATH DE number 3913392 (Why is no real title available?)
• scientific article; zbMATH DE number 45971 (Why is no real title available?)
• scientific article; zbMATH DE number 3996785 (Why is no real title available?)
• Numerical solution of random nonlinear equations
• Random differential inequalities

Cited in

(3)

• Approximation and numerical treatment of an autoregressive equation with stochastic coefficients
• Numerical solution of random nonlinear equations
• Polynomial Approximation for a Class of Physical Random Variables

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