A nonlinear system related to investment under uncertainty solved using the fractional pseudo-Newton method

Fuente: arXiv
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Autori principali: Torres-Hernandez, A., Brambila-Paz, F., Brambila, J. J.
Natura: Preprint
Pubblicazione: 2020
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author Torres-Hernandez, A.
Brambila-Paz, F.
Brambila, J. J.
author_facet Torres-Hernandez, A.
Brambila-Paz, F.
Brambila, J. J.
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2008_05412
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle A nonlinear system related to investment under uncertainty solved using the fractional pseudo-Newton method
Torres-Hernandez, A.
Brambila-Paz, F.
Brambila, J. J.
Numerical Analysis
Mathematical Physics
Functional Analysis
Applied Physics
Computational Physics
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.
title A nonlinear system related to investment under uncertainty solved using the fractional pseudo-Newton method
topic Numerical Analysis
Mathematical Physics
Functional Analysis
Applied Physics
Computational Physics
url https://arxiv.org/abs/2008.05412