Consider a stochastic process Xn, n = 0, 1, 2, ...such that EXn → x∞ as n → ∞. The sequence {Xn} may be a deterministic one, obtained by using a numerical integration scheme, or obtained from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation but we will assume that we can sample from the distribution of X1, X2, .....

a new approach utilizing newton method and homotopy analysis method (ham) is proposed for solving nonlinear system of equations. accelerating the rate of convergence of ham, and obtaining a global quadratic rate of convergence are the main purposes of this approach. the numerical results demonstrate the efficiency and the performance of proposed approach. the comparison with conventional homoto...

In order to avoid the time delays associated with linearly convergent division based on subtraction, other iterative schemes can be used. These are based on 1) series expansion of the reciprocal, 2) multiplicative sequence, or 3) additive sequence convergent to the quotient. These latter techniques are based on finding the root of an arbitrary function at either the quotient or reciprocal value...

We present improved algorithms for fast calculation of the inverse square root for single-precision floating-point numbers. The algorithms are much more accurate than the famous fast inverse square root algorithm and have the same or similar computational cost. The main idea of our work consists in modifying the NewtonRaphson method and demanding that the maximal error is as small as possible. ...

We discuss the solution of numerically ill-posed overdetermined systems of equations using Tikhonov a-priori-based regularization. When the noise distribution on the measured data is available to appropriately weight the fidelity term, and the regularization is assumed to be weighted by inverse covariance information on the model parameters, the underlying cost functional becomes a random varia...

We consider a family of damped quasi-Newton methods for solving unconstrained optimization problems. This family resembles that of Broyden with line searches, except that the change in gradients is replaced by a certain hybrid vector before updating the current Hessian approximation. This damped technique modifies the Hessian approximations so that they are maintained sufficiently positive defi...

This paper investigates the performance of tensor methods for solving smalland large-scale systems of nonlinear equations where the Jacobian matrix at the root is ill-conditioned or singular. This condition occurs on many classes of problems, such as identifying or approaching turning points in path following problems. The singular case has been studied more than the highly ill-conditioned case...