Numerical solution of random nonlinear equations
Melvin D. Lax · Stochastic Analysis and Applications · 1985
A secant method for solving random nonlinear algebraic and transcendental equations in one unknown is presented. The convergence and order of convergence of the method is established. Its practical mplementation to approximate the mean and the variance of solutions of random equations is discussed. Examples are given to illustrate the effectiveness of the method