Numerical inversion of two-dimensional Laplace transforms -- Fourier series representation

DOI10.1016/0168-9274(95)00015-MzbMath0833.65141OpenAlexW2016892808WikidataQ127532884 ScholiaQ127532884MaRDI QIDQ1893544

M. V. Moorthy

Publication date: 14 March 1996

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0168-9274(95)00015-m

zbMATH Keywords

Laplace transformlinear systemsorthogonal polynomialsFourier seriesnumerical inversiontwo-dimensional inverse Laplace transforms

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

Related Items (8)

Reliability of manufacturing equipment in~complex~environments ⋮ Two-dimensional Laplace transform inversion using bivariate homogeneous two-point Padé approximants ⋮ Evaluating failure time probabilities for a Markovian wear process ⋮ Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations ⋮ Explicit results for wear processes in a Markovian environment ⋮ Generalized expected discounted penalty function at general drawdown for Lévy risk processes ⋮ Draw-down Parisian ruin for spectrally negative Lévy processes ⋮ Approximation of the Bivariate Renewal Function

Cites Work

• A method for the numerical inversion of Laplace transforms
• Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation
• Numerical Inversion of Laplace Transforms Using Laguerre Functions
• Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
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