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.
翻译:本文对源于四变量非线性代数方程组的二变量非线性代数方程组进行了数值求解,该方程组对应于一个与不确定性条件下投资相关的数学模型。不确定性情景下的投资理论提出了一个模型,用于根据生产者的收入来确定其何时应当扩张或关闭。上述系统采用一种适用于单变量及多变量的分数阶迭代方法进行求解,该方法利用分数阶微积分的性质——特别是分数阶导数对常数的求导结果并不总是为零这一事实——来寻找非线性系统的解。