使用分数阶伪牛顿法求解与不确定性下的投资相关的非线性系统
A nonlinear system related to investment under uncertainty solved using the fractional pseudo-Newton method
AI总结:
本文利用分数阶伪牛顿法求解了不确定性投资理论导出的两变量非线性代数方程组,基于常数分数阶导数非零的性质为非线性系统提供有效解。
摘要:
本文数值求解了一个两变量的非线性代数方程组,该方程组由一个四变量的非线性代数方程组导出,对应于不确定性条件下的投资数学模型。不确定性场景下的投资理论提出了一个模型,根据收入决定生产者何时必须扩张或关闭。上述系统使用分数阶迭代法求解,该方法适用于单变量和多变量,利用了分数阶微积分的性质,特别是常数的分数阶导数不总是为零这一事实,来寻找非线性系统的解。
英文摘要:
A nonlinear algebraic equation system of two variables is numerically solved, which is derived from a nonlinear algebraic equation system of four variables, that corresponds to a mathematical model related to investment under conditions of uncertainty. The theory of investment under uncertainty scenarios proposes a model to determine when a producer must expand or close, depending on his income. The system mentioned above is solved using a fractional iterative method, valid for one and several variables, that uses the properties of fractional calculus, in particular the fact that the fractional derivatives of constants are not always zero, to find solutions of nonlinear systems.
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