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Numerical Approximation Of The Caudal Characteristic Of QBD

Posted on:2011-07-12Degree:MasterType:Thesis
Country:ChinaCandidate:Y J XuFull Text:PDF
GTID:2120360305998200Subject:Computational Mathematics
Abstract/Summary:
In the thesis, we design some numerical methods for the caudal characteristicηof the QBD, which is irreducible, aperiodic, positive recurrent and with finite phase.These methods include the improved bisection method, the Newton method, the cutting plane method and the quadratic eigenvalue method. Numerical experiments show that these methods are superior to the original bisection method in convergence and computational time.
Keywords/Search Tags:improved bisection, Newton method, cutting plane method, quadratic eigenvalue method
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