Results 71 to 80 of about 115,635 (232)

Inversion and approximation of Laplace transforms [PDF]

A method of inverting Laplace transforms by using a set of orthonormal functions is reported. As a byproduct of the inversion, approximation of complicated Laplace transforms by a transform with a series of simple poles along the left half plane real ...
Lear, W. M.
core   +1 more source

On the approximation of Volterra integral equations with highly oscillatory Bessel kernels via Laplace transform and quadrature

Alexandria Engineering Journal, 2019
The present work focuses on formulating a numerical scheme for approximation of Volterra integral equations with highly oscillatory Bessel kernels. The application of Laplace transform reduces integral equations into algebraic equations.
Marjan Uddin, Muhammad Taufiq
doaj   +1 more source

Measuring the error of dynamic hedging: a Laplace transform approach [PDF]

We compute the expected value and the variance of the discretization error of delta hedging and of other strategies in the presence of proportional transaction costs.
Flavio Angelini, Stefano Herzel
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Note on Relation between Double Laplace Transform and Double Differential Transform

Abstract and Applied Analysis, 2013
Double differential transform method has been employed to compute double Laplace transform. To illustrate the method, four examples of different forms have been prepared.
Hassan Eltayeb
doaj   +1 more source

New approximate analytical solutions for the nonlinear fractional Schrödinger equation with second‐order spatio‐temporal dispersion via double Laplace transform method [PDF]

, 2021
Mohammed K. A. Kaabar, Francisco Martínez, J. F. Gómez‐Aguilar, Behzad Ghanbari, Melike Kaplan, Hatira Günerhan   +5 more
openalex   +1 more source

The Likelihood of Mixed Hitting Times

, 2019
We present a method for computing the likelihood of a mixed hitting-time model that specifies durations as the first time a latent L\'evy process crosses a heterogeneous threshold.
Abbring, Jaap H., Salimans, Tim
core  

On the Multi-Dimensional Sumudu-Generalized Laplace Decomposition Method and Generalized Pseudo-Parabolic Equations

Axioms
The essential goal of this work is to suggest applying the multi-dimensional Sumdu generalized Laplace transform decomposition for solving pseudo-parabolic equations. This method is a combination of the multi-dimensional Sumudu transform, the generalized
Hassan Eltayeb
doaj   +1 more source

Inference for double Pareto lognormal queues with applications [PDF]

In this article we describe a method for carrying out Bayesian inference for the double Pareto lognormal (dPlN) distribution which has recently been proposed as a model for heavy-tailed phenomena. We apply our approach to inference for the dPlN/M/1 and M/
Michael P. Wiper, Pepa Ramirez, Rosa E. Lillo, Simon P. Wilson   +3 more
core  

On a Santaló point for Nakamura-Tsuji’s Laplace transform inequality

Forum of Mathematics, Sigma
Nakamura and Tsuji recently obtained an integral inequality involving a Laplace transform of even functions that implies, at the limit, the Blaschke-Santaló inequality in its functional form.
Dario Cordero-Erausquin, Matthieu Fradelizi, Dylan Langharst   +2 more
doaj   +1 more source

An Efficient Parallel Laplace Transform Spectral Element Method for the Two-Dimensional Schrödinger Equation [PDF]

, 2022
Wenting Shao
openalex   +1 more source