Multi-precision Laplace transform inversion
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Cited in
(only showing first 100 items - show all)- Quality assurance of Gaver's formula for multi-precision Laplace transform inversion in real case
- Accelerations of Zhao's methods for the numerical inversion of Laplace transform
- Eigenmatrix for unstructured sparse recovery
- A generalized Jaeger \(\mathcal{I}(0,1;t)\) integral, resulting from mathematical modelling in electroanalytical chemistry
- On corrected phase-type approximations of the time value of ruin with heavy tails
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
- The transformed differential quadrature method for solving time-dependent partial differential equations: framework and examples
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions
- Busy periods in fluid queues with multiple emptying input states
- Precision controllable Gaver-Wynn-Rho algorithm in Laplace transform triple reciprocity boundary element method for three dimensional transient heat conduction problems
- Response of a solid infinite cylinder embedded in a poroelastic medium and subjected to a lateral load
- Level crossings of an oscillating marked random walk
- Transient movement of a hydrophobic particle in a cavity containing a Brinkmann medium
- A spectral projection based method for the numerical solution of wave equations with memory
- Time-dependent analysis of axially loaded piles in transversely isotropic saturated viscoelastic soils
- Micromechanical modeling for the prediction of time-dependent effective properties and macroscopic coupled field response of polymer reinforced piezoelectric composites
- Transient response of a thermoelastic half-space to mechanical and thermal buried sources
- Ruin 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 tails
- Wave motion in a thick cylindrical rod undergoing longitudinal impact
- Analysis of the scheduling mechanism for virtualization of links with partial isolation
- Consolidation behaviors of gas-bearing sediments with modulus varying along depth under horizontal loads
- Using local PHS+poly approximations for Laplace transform inversion by Gaver-Stehfest algorithm
- Three-dimensional unsteady state solution of multilayered saturated anisotropic finite media subjected to point source
- The asymptotic telegrapher's equation (P₁) approximation for time-dependent, thermal radiative transfer
- Approximation of the ruin probability using the scaled Laplace transform inversion
- The ``sensitive Markovian queueing system and its application for a call center problem
- Fractional \textit{RLC} circuit in transient and steady state regimes
- Computational methods for yeast prion curing curves
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- Prices and sensitivities of Asian options: A survey
- 3-D time-dependent analysis of multilayered cross-anisotropic saturated soils based on the fractional viscoelastic model
- Numerical approximation of probability mass functions via the inverse discrete Fourier transform
- Wave propagation in three-dimensional fractional viscoelastic infinite solid body
- Transient slow motions of a composite spherical particle
- Numerical inversion methods for computing approximate \(p\)-values
- Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables
- Nonstationary heat conduction inducing either fluid reservoir or thin layer heating
- Laplace-transform analytic-element method for transient porous medium flow
- Analytical and semi-analytical solutions to flows of two immiscible Maxwell fluids between moving plates
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
- Pollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer Methods
- Axisymmetric coupled thermo-mechanical response of multilayered elastic medium
- A general formulation for pollutant dispersion in the atmosphere
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion
- Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
- Thermal performance of stratified fluid-filled geomaterials with compressible constituents around a deep buried decaying heat source
- A boundary-type meshless solver for transient heat conduction analysis of slender functionally graded materials with exponential variations
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
- A continuous-time semi-Markov Bayesian belief network model for availability measure estimation of fault tolerant systems
- Quasi-static thermal analyses of layered compressible poroelastic materials with a finite depth or half-space
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- The hitting time density for a reflected Brownian motion
- High-resolution exponential analysis via regularized numerical inversion of Laplace transforms
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- On the effusion time of drugs from the open pore of a spherical vesicle
- Time-dependent behavior of axisymmetric thermal consolidation for multilayered transversely isotropic poroelastic material
- Statistical inference for \(L^2\)-distances to uniformity
- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model
- Multi-layer flows of immiscible fractional Maxwell fluids with generalized thermal flux
- A three-phase cylindrical shear-lag model for carbon nanotube composites
- An efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source load
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method
- Fourier-cosine method for ruin probabilities
- A boundary collocation method for anomalous heat conduction analysis in functionally graded materials
- An algorithm for the inversion of Laplace transforms using Puiseux expansions
- Reference results for time-like evolution up to \( \mathcal{O}(\alpha_s^3) \)
- Consolidation analysis of transversely isotropic layered saturated soils in the Cartesian coordinate system by extended precise integration method
- Statistics of the Voronoï cell perimeter in large bi-pointed maps
- Gaussian diffusion interrupted by Lévy walk
- A semi-analytical collocation Trefftz scheme for solving multi-term time fractional diffusion-wave equations
- Extended precise integration method for consolidation of transversely isotropic poroelastic layered media
- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- Pricing and hedging barrier options in a hyper-exponential additive model
- Simultaneous flow of n-immiscible fractional Maxwell fluids with generalized thermal flux and Robin boundary conditions
- Semi-analytical solution for axisymmetric rheological consolidation under free strain conditions
- Fluctuation relations for anomalous dynamics generated by time-fractional Fokker-Planck equations
- Perturbation analysis of the heat transfer in porous media with small thermal conductivity
- Dissipative and generative fractional RLC circuits in the transient regime
- Variance swaps under the threshold Ornstein-Uhlenbeck model
- A reaction-diffusion system arising from electrochemistry
- An improved Talbot method for numerical Laplace transform inversion
- Generalised Ornstein-Uhlenbeck process: memory effects and resetting
- Ultra-fast pricing barrier options and CDSs
- Analytical solution for a heterogeneous Timoshenko beam subjected to an arbitrary dynamic transverse load
- A multivariate default model with spread and event risk
- A fractional differential constitutive model for dynamic stress intensity factors of an anti-plane crack in viscoelastic materials
- Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
- The Laplace transform and polynomial Trefftz method for a class of time dependent PDEs
- FixedTalbotNumericalLaplaceInversion.m
- Sampling Archimedean copulas
- Controlled drug release from a spheroidal matrix
- Boundary particle method for Laplace transformed time fractional diffusion equations
- EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
- The effect of exclusion on nonlinear reaction-diffusion system in inhomogeneous media
- Double-sided Parisian option pricing
- Method of paired contours and pricing barrier options and CDSs of long maturities
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
- Semi-analytic modelling of subsidence
- Numerical Laplace inversion in rheological characterization
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