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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 ...
In this paper we present Laplace approximations for two functions of matrix argument: the Type I confluent hypergeometric function and the Gauss hypergeometric function. Both of these functions play ...
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 ...
This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in the Hilbert space projection theorem. Moreover, we apply ...