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太阳城菲律宾官方网学术报告2019-57

报告题目:Solving quadratic matrix equations arising in random walks in the quarter plane


报告人:孟杰 博士 (釜山国立大学)


时间:2019年10月23日下午4:30


地点:数学科学学院商经楼210报告厅



报告摘要: Quadratic matrix equations of the kind  are encountered in the analysis of Quasi–Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution G. In many queueing models, described by random walks in the quarter plane, the coefficients are infinite tridiagonal matrices with an almost Toeplitz structure. Here, we analyze some fixed point iterations, including Newton’s iteration, for the computation of G and introduce effective algorithms and acceleration strategies which fully exploit the Toeplitz structure of the matrix coefficients and of the current approximation. Moreover, we provide a structured perturbation analysis for the solution G. The results of some numerical experiments which demonstrate the effectiveness of our approach are reported.


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