Results 21 to 30 of about 115,635 (232)

Laplace Transform Method for Pricing American CEV Strangles Option with Two Free Boundaries

Discrete Dynamics in Nature and Society, 2018
Laplace transform method (LTM) has a lot of applications in the evaluation of European-style options and exotic options without early exercise features.
Zhiqiang Zhou, Hongying Wu
doaj   +1 more source

Improving the Laplace transform integration method [PDF]

Quarterly Journal of the Royal Meteorological Society, 2015
We consider the Laplace transform filtering integration scheme applied to the shallow‐water equations, and demonstrate how it can be formulated as a finite‐difference scheme in the time domain. In addition, we investigate a more accurate treatment of the nonlinear terms.
Lynch, Peter, Clancy, Colm
openaire   +3 more sources

On the q-Laplace Transform and Related Special Functions

Axioms, 2016
Motivated by statistical mechanics contexts, we study the properties of the q-Laplace transform, which is an extension of the well-known Laplace transform. In many circumstances, the kernel function to evaluate certain integral forms has been studied. In
Shanoja R. Naik, Hans J. Haubold
doaj   +1 more source

Modified conformable double Laplace–Sumudu approach with applications

Heliyon, 2023
In this study, we combine two novel methods, the conformable double Laplace-Sumudu transform (CDLST) and the modified decomposition technique. We use the new approach called conformable double Laplace-Sumudu modified decomposition (CDLSMD) method, to ...
Shams A. Ahmed, Rania Saadeh, Ahmad Qazza, Tarig M. Elzaki   +3 more
doaj   +1 more source

Subadditivity of Matrix phi-Entropy and Concentration of Random Matrices [PDF]

, 2013
Matrix concentration inequalities provide a direct way to bound the typical spectral norm of a random matrix. The methods for establishing these results often parallel classical arguments, such as the Laplace transform method. This work develops a matrix
Chen, Richard Y., Tropp, Joel A.
core   +3 more sources

The New G-Double-Laplace Transforms and One-Dimensional Coupled Sine-Gordon Equations

Axioms
This paper establishes a novel technique, which is called the G-double-Laplace transform. This technique is an extension of the generalized Laplace transform.
Hassan Eltayeb, Said Mesloub
doaj   +1 more source

The Rational Spectral Method Combined with the Laplace Transform for Solving the Robin Time-Fractional Equation

Advances in Mathematical Physics, 2020
In this paper, the rational spectral method combined with the Laplace transform is proposed for solving Robin time-fractional partial differential equations.
Lufeng Yang
doaj   +1 more source

Computational methods based laplace decomposition for solving nonlinear system of fractional order differential equations

Alexandria Engineering Journal, 2018
In this paper, we considered nonlinear systems of fractional order differential equations. They have been solved by a computational methods which are so-called Laplace Adomian decomposition method (LADM) and modified Laplace decomposition method (MLDM ...
Osama H. Mohammed, Huda A. Salim
doaj   +1 more source

Application of the inverse Laplace transform techniques to solve the generalized Bagley–Torvik equation including Caputo’s fractional derivative

Partial Differential Equations in Applied Mathematics
This article employs the Laplace transform approach to solve the Bagley–Torvik equation including Caputo’s fractional derivative. Laplace transform is a powerful method for enabling solving integer and non-integer order ODEs and PDEs in engineering and ...
Dania Santina, Kamran, Muhammad Asif, Salma Aljawi, Nabil Mlaiki   +4 more
doaj   +1 more source

Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness

Mathematics, 2020
In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information when one applies iterative methods.
María-Consuelo Casabán, Rafael Company, Lucas Jódar   +2 more
doaj   +1 more source