Function approximation, a central theme in numerical analysis and applied mathematics, seeks to represent complex functions through simpler or more computationally tractable forms. In this context, ...

Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

Mathematics of Computation, Vol. 63, No. 207 (Jul., 1994), pp. 195-213 (19 pages) We deal with a method of enhanced convergence for the approximation of analytic functions. This method introduces ...

Mathematics of Computation, Vol. 84, No. 294 (JULY 2015), pp. 1835-1860 (26 pages) The Padé approximation has a long and rich history of theory and application and is known to produce excellent local ...

Researchers have developed new mathematical techniques to advance the study of molecules at the quantum level. Mathematical and algorithmic developments along these lines are necessary for enabling ...

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 ...

Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pricing problems the time ...