Multi-precision Laplace transform inversion

From MaRDI portal
Revision as of 06:36, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3157081

DOI10.1002/nme.995zbMath1059.65118OpenAlexW1966688129WikidataQ56209953 ScholiaQ56209953MaRDI QIDQ3157081

Joseph Abate, Peter P. Valkó

Publication date: 12 January 2005

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.995




Related Items (only showing first 100 items - show all)

Asynchronous time-parallel method based on Laplace transformOn the effusion time of drugs from the open pore of a spherical vesicleLaplace-transform analytic-element method for transient porous medium flowA semi-analytical collocation Trefftz scheme for solving multi-term time fractional diffusion-wave equationsReview of inverse Laplace transform algorithms for Laplace-space numerical approachesRecovery of ruin probability and value at risk from the scaled Laplace transform inversionThe Asymptotic Telegrapher’s Equation (P1) Approximation for Time-Dependent, Thermal Radiative TransferOn the efficient evaluation of ruin probabilities for completely monotone claim distributionsA fractional differential constitutive model for dynamic stress intensity factors of an anti-plane crack in viscoelastic materialsSINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONSNumerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equationsControlled drug release from a spheroidal matrixMETHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIESTransient heat conduction analysis of functionally graded materials by a multiple reciprocity boundary face methodTransient response of a thermoelastic half-space to mechanical and thermal buried sourcesQuality assurance of Gaver’s formula for multi-precision Laplace transform inversion in real caseFractional \textit{RLC} circuit in transient and steady state regimesExtended precise integration method for consolidation of transversely isotropic poroelastic layered mediaFractional Burgers wave equation on a finite domainAnalytical solution for a heterogeneous Timoshenko beam subjected to an arbitrary dynamic transverse loadPerturbation analysis of the heat transfer in porous media with small thermal conductivityCalculation of the channel discharge function for the generalized lightning traveling current source return stroke modelComputing the finite-time expected discounted penalty function for a family of Lévy risk processesSemi-analytic modelling of subsidenceFair and profitable: how pricing and lead-time quotation policies can helpA Multivariate Default Model with Spread and Event RiskThe hitting time density for a reflected Brownian motionWave motion in a thick cylindrical rod undergoing longitudinal impactMoshinsky's shutter problem: an initial-value problem for the Klein–Gordon equationPrecision controllable Gaver-Wynn-Rho algorithm in Laplace transform triple reciprocity boundary element method for three dimensional transient heat conduction problemsDefault models based on scale mixtures of Marshall-Olkin copulas: properties and applicationsResummation effects in the bottom-quark fragmentation functionThermal performance of stratified fluid-filled geomaterials with compressible constituents around a deep buried decaying heat sourceLévy risk model with two-sided jumps and a barrier dividend strategyPerformance comparison of numerical inversion methods for Laplace and Hankel integral transforms in engineering problemsEKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibilityLaplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic ScalesNumerical inversion methods for computing approximate \(p\)-valuesResponse of a solid infinite cylinder embedded in a poroelastic medium and subjected to a lateral loadDiagnosis of transient electrokinetic flow in microfluidic channelsA three-phase cylindrical shear-lag model for carbon nanotube compositesVariance swaps under the threshold Ornstein–Uhlenbeck modelNumerical approximation of fractional-order Volterra integrodifferential equationON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDSStatistical inference for \(L^2\)-distances to uniformityFluctuation relations for anomalous dynamics generated by time-fractional Fokker–Planck equationsLevel crossings of an oscillating marked random walkTime-dependent analysis of axially loaded piles in transversely isotropic saturated viscoelastic soilsPrices and sensitivities of Asian options: A surveyApproximation of the ruin probability using the scaled Laplace transform inversionGaussian diffusion interrupted by Lévy walkStatistics of the Voronoï cell perimeter in large bi-pointed mapsAnalysis of the scheduling mechanism for virtualization of links with partial isolation3-D time-dependent analysis of multilayered cross-anisotropic saturated soils based on the fractional viscoelastic modelA continuous-time semi-markov bayesian belief network model for availability measure estimation of fault tolerant systemsFIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSESComputational methods for yeast prion curing curvesAn algorithm for the inversion of Laplace transforms using Puiseux expansionsSimultaneous flow of \(n\)-immiscible fractional Maxwell fluids with generalized thermal flux and Robin boundary conditionsEfficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorantBoundary particle method for Laplace transformed time fractional diffusion equationsReference results for time-like evolution up to \( \mathcal{O}(\alpha_s^3) \)An asymptotic expansion for the tail of compound sums of Burr distributed random variablesDouble-sided Parisian option pricingBusy periods in fluid queues with multiple emptying input statesA general formulation for pollutant dispersion in the atmosphereThe Laplace transform and polynomial Trefftz method for a class of time dependent PDEsNumerical inversion of 2-D Laplace transforms applied to fractional diffusion equationsA boundary collocation method for anomalous heat conduction analysis in functionally graded materialsPRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODELGhost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion methodThe effect of exclusion on nonlinear reaction-diffusion system in inhomogeneous mediaAn efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source loadDynamics of fluids in layered porous media with anisotropic permeability under a point fluid sourceAxisymmetric coupled thermo-mechanical response of multilayered elastic mediumNumerical approximation of probability mass functions via the inverse discrete Fourier transformAn improved Talbot method for numerical Laplace transform inversionConsolidation analysis of transversely isotropic layered saturated soils in the Cartesian coordinate system by extended precise integration methodFourier-cosine method for ruin probabilitiesOn corrected phase-type approximations of the time value of ruin with heavy tailsTransient analysis of a Markovian queue with deterministic rejectionQuasi-static thermal analyses of layered compressible poroelastic materials with a finite depth or half-spaceA universal law for Voronoï cell volumes in infinitely large mapsAccelerations of Zhao's methods for the numerical inversion of Laplace transformFractional Burgers wave equationPRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMSTime-dependent behavior of axisymmetric thermal consolidation for multilayered transversely isotropic poroelastic materialOn the distribution of the likelihood ratio test of independence for random sample size -- a computational approachSampling Archimedean copulasFixedTalbotNumericalLaplaceInversion.mAn efficient method in the 2D problem on transient oscillations of the elastic half-space interacting with a rigid structureQuadrature formulas for the Laplace and Mellin transformsA generalized Jaeger \(\mathcal{I}(0,1;t)\) integral, resulting from mathematical modelling in electroanalytical chemistryA spectral projection based method for the numerical solution of wave equations with memoryRuin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tailsEFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKSPollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer MethodsA boundary-type meshless solver for transient heat conduction analysis of slender functionally graded materials with exponential variationsThe ``sensitive Markovian queueing system and its application for a call center problemA reaction-diffusion system arising from electrochemistry


Uses Software





This page was built for publication: Multi-precision Laplace transform inversion