Approximation theory and asymptotic methods form a foundational framework that bridges classical ideas with modern numerical analysis, enabling researchers to obtain practical, near‐optimal solutions ...
Dynamical low-rank approximation (DLRA) methods have emerged as a powerful numerical framework for addressing the challenges posed by high-dimensional problems. By restricting the evolution of a ...
We consider the numerical approximation of a semilinear fractional order evolution equation involving a Caputo derivative in time of order α ϵ (0,1). Assuming a Lipschitz continuous nonlinear source ...
The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...
In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...