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, ...
The purpose of this note is to establish a natural connection between the minimizers of two closely related variational problems. We prove global and local convergence results for the p-harmonic ...
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 ...
Polynomial approximation constitutes a fundamental framework in numerical analysis and applied mathematics, where complex functions are represented by simpler polynomial forms. A central pillar of ...
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 ...
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 ...