This is a preview. Log in through your library . Abstract We develop finite difference numerical schemes for a model arising in multi-body structures, previously analyzed by H. Koch and E. Zuazua, ...

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 ...

A class of finite element tearing and interconnecting (FETI) methods for the edge element approximation of vector field problems in two dimensions is introduced and analyzed. First, an abstract ...

An introduction to the theory, algorithms, approximations, and applications of stochastic processes. Topics studied include Markov chain and continuous and continuous time Markov process models and ...

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 ...