Solving Wiener-Hopf problems via an efficient iterative scheme

DOI10.1016/j.cam.2020.113083zbMath1481.65065OpenAlexW3042310085MaRDI QIDQ2068625

Natalia Romero, Miguel Ángel Hernández-Verón

Publication date: 20 January 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.113083

zbMATH Keywords

iterative schemelocal convergencequadratic matrix equations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Numerical methods for matrix equations (65F45)

Uses Software

• Algorithm 432

Cites Work

• Approximation of artificial satellites' preliminary orbits: the efficiency challenge
• On some one-point hybrid iterative methods
• Inertia characteristics of self-adjoint matrix polynomials
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Existence, localization and approximation of solution of symmetric algebraic Riccati equations
• A modified Chebyshev's iterative method with at least sixth order of convergence
• Semilocal convergence by using recurrence relations for a fifth-order method in Banach spaces
• A Hessenberg-Schur method for the problem AX + XB= C
• On a quadratic matrix equation associated with an M-matrix
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
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