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 ...

This is a preview. Log in through your library . Abstract The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ℤd. We ...

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

contents: In this seminar we will treat current research articles and book chapters on coherent topics in analysis (gradient flows, nonlinear functional analysis, PDEs, calculus of variations, ...

The Annals of Applied Probability, Vol. 12, No. 1 (Feb., 2002), pp. 196-223 (28 pages) In mathematical finance, the price of the so-called "American Put option" is given by the value function of the ...