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 ...

We consider the numerical approximation of a semilinear fractional order evolution equation involving a Caputo derivative in time of order α ϵ (0,1). Assuming a Lipschitz continuous nonlinear source ...

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 ...