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 ...

This is a preview. Log in through your library . SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods ...

The object of this paper is a theoretical study of the convergence of approximation methods (Galerkin and finite difference methods) to compute eigenelements of a closed linear operator T in a Banach ...

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 ...