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 ...

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 ...

Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...

This course teaches commonly used approximation methods in quantum mechanics. They include time-independent perturbation theory, time-dependent perturbation theory, tight binding method, variational ...

This is a preview. Log in through your library . Abstract We present some two-level nonoverlapping and overlapping additive Schwarz methods for a discontinuous Galerkin method for solving second order ...