Results 71 to 80 of about 13,053 (205)

Efficient numerical methods for Volterra integral equations of Hammerstein type [PDF]

, 2006
Volterra integral equations (VIEs) are the mathematical model of many evolutionary problems with memory arising from biology, chemistry, physics, engineering.
Del Prete, Ida
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Algebraic inversion of the Laplace transform [PDF]

, 2005
A new algebraic scheme for inverting Laplace transforms of smooth functions is presented. Expansion of the Laplace transform F(s) in descending powers of s is used to construct the Taylor series of the corresponding time function f(t).
Genin, G.M., Massouros, P.G.
core   +1 more source

Efficient pricing options under regime switching [PDF]

In the paper, we propose two new efficient methods for pricing barrier option in wide classes of Lévy processes with/without regime switching. Both methods are based on the numerical Laplace transform inversion formulae and the Fast Wiener-Hopf ...
Oleg Kudryavtsev
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The Generalized Hermite Spectral Method Combined with Laplace Transform for Solution of the Time Fractional Fokker–Planck Equation

Advances in Mathematical Physics
The paper proposes a method to solve the time fractional Fokker–Planck equation using the generalized Hermite spectral method and Laplace transform. By the Laplace transform, the ordinary differential equation about the orthogonal expansion coefficient ...
Lu-feng Yang
doaj   +1 more source

INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS [PDF]

This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration, the paper gives special attention to the Esscher transform, the Fourier transform, the Hankel transform, the Mellin transform, the ...
Jules Sadefo Kamdem
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Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique. [PDF]

Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x.
Usábel, Miguel A.
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Theoretical investigation on resonance characteristics of a vapor bubble based on Laplace transform method. [PDF]

Ultrason Sonochem, 2023
Wang X, Du X, Gao D, Zhang Y, Chen T, Zhang Y.   +5 more
europepmc   +1 more source

A Synchronization Criterion for Two Hindmarsh-Rose Neurons with Linear and Nonlinear Coupling Functions Based on the Laplace Transform Method. [PDF]

Neural Plast, 2021
Su C, Zhen B, Song Z.
europepmc   +1 more source

Applications of Laplace transform for evaluating occupation time options and other derivatives [PDF]

The present thesis provides an analysis of possible applications of the Laplace Transform (LT) technique to several pricing problems. In Finance this technique has received very little attention and for this reason, in the first chapter we illustrate ...
Fusai, Gianluca
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New homotopy analysis transform method for solving multidimensional fractional diffusion equations

Arab Journal of Basic and Applied Sciences, 2020
In this paper, we introduce a new semi-analytical method called the homotopy analysis Shehu transform method (HASTM) for solving multidimensional fractional diffusion equations.
Shehu Maitama, Weidong Zhao
doaj   +1 more source