Multi-precision Laplace transform inversion
From MaRDI portal
Recommendations
- Numerical real inversion of the Laplace transform by using multiple-precision arithmetic
- Numerical inversion of laplace transforms using contour methods
- On the numerical inversion of Laplace transforms
- A unified framework for numerically inverting Laplace transforms
- NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
Cited in
(only showing first 100 items - show all)- Sampling Archimedean copulas
- Quadrature formulas for the Laplace and Mellin transforms
- On the effusion time of drugs from the open pore of a spherical vesicle
- A semi-analytical collocation Trefftz scheme for solving multi-term time fractional diffusion-wave equations
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion
- Transient heat conduction analysis of functionally graded materials by a multiple reciprocity boundary face method
- Analytical solution for a heterogeneous Timoshenko beam subjected to an arbitrary dynamic transverse load
- Thermal performance of stratified fluid-filled geomaterials with compressible constituents around a deep buried decaying heat source
- Statistical inference for \(L^2\)-distances to uniformity
- An algorithm for the inversion of Laplace transforms using Puiseux expansions
- Reference results for time-like evolution up to \( \mathcal{O}(\alpha_s^3) \)
- Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
- Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations
- The effect of exclusion on nonlinear reaction-diffusion system in inhomogeneous media
- High-resolution exponential analysis via regularized numerical inversion of Laplace transforms
- The hitting time density for a reflected Brownian motion
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications
- Response of a solid infinite cylinder embedded in a poroelastic medium and subjected to a lateral load
- 3-D time-dependent analysis of multilayered cross-anisotropic saturated soils based on the fractional viscoelastic model
- A boundary collocation method for anomalous heat conduction analysis in functionally graded materials
- On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
- A generalized Jaeger \(\mathcal{I}(0,1;t)\) integral, resulting from mathematical modelling in electroanalytical chemistry
- A spectral projection based method for the numerical solution of wave equations with memory
- The ``sensitive Markovian queueing system and its application for a call center problem
- A reaction-diffusion system arising from electrochemistry
- Controlled drug release from a spheroidal matrix
- Fractional Burgers wave equation on a finite domain
- Wave motion in a thick cylindrical rod undergoing longitudinal impact
- Precision controllable Gaver-Wynn-Rho algorithm in Laplace transform triple reciprocity boundary element method for three dimensional transient heat conduction problems
- Numerical approximation of fractional-order Volterra integrodifferential equation
- Simultaneous flow of n-immiscible fractional Maxwell fluids with generalized thermal flux and Robin boundary conditions
- Boundary particle method for Laplace transformed time fractional diffusion equations
- An efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source load
- Dynamics of fluids in layered porous media with anisotropic permeability under a point fluid source
- Consolidation analysis of transversely isotropic layered saturated soils in the Cartesian coordinate system by extended precise integration method
- On corrected phase-type approximations of the time value of ruin with heavy tails
- Transient analysis of a Markovian queue with deterministic rejection
- Quasi-static thermal analyses of layered compressible poroelastic materials with a finite depth or half-space
- Fractional Burgers wave equation
- Time-dependent behavior of axisymmetric thermal consolidation for multilayered transversely isotropic poroelastic material
- 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
- A boundary-type meshless solver for transient heat conduction analysis of slender functionally graded materials with exponential variations
- Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
- Extended precise integration method for consolidation of transversely isotropic poroelastic layered media
- Lévy risk model with two-sided jumps and a barrier dividend strategy
- Numerical inversion methods for computing approximate \(p\)-values
- Level crossings of an oscillating marked random walk
- Numerical approximation of probability mass functions via the inverse discrete Fourier transform
- An improved Talbot method for numerical Laplace transform inversion
- Fourier-cosine method for ruin probabilities
- Fractional \textit{RLC} circuit in transient and steady state regimes
- Fair and profitable: how pricing and lead-time quotation policies can help
- Resummation effects in the bottom-quark fragmentation function
- Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
- Pricing and hedging barrier options in a hyper-exponential additive model
- An efficient method in the 2D problem on transient oscillations of the elastic half-space interacting with a rigid structure
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
- Accelerations of Zhao's methods for the numerical inversion of Laplace transform
- A fractional differential constitutive model for dynamic stress intensity factors of an anti-plane crack in viscoelastic materials
- Method of paired contours and pricing barrier options and CDSs of long maturities
- Transient response of a thermoelastic half-space to mechanical and thermal buried sources
- Moshinsky's shutter problem: an initial-value problem for the Klein-Gordon equation
- Gaussian diffusion interrupted by Lévy walk
- Statistics of the Voronoï cell perimeter in large bi-pointed maps
- Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- Diagnosis of transient electrokinetic flow in microfluidic channels
- Busy periods in fluid queues with multiple emptying input states
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
- Quality assurance of Gaver's formula for multi-precision Laplace transform inversion in real case
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
- A multivariate default model with spread and event risk
- FixedTalbotNumericalLaplaceInversion.m
- Variance swaps under the threshold Ornstein-Uhlenbeck model
- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method
- A continuous-time semi-Markov Bayesian belief network model for availability measure estimation of fault tolerant systems
- First passage times of reflected generalized Ornstein-Uhlenbeck processes
- Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant
- A universal law for Voronoï cell volumes in infinitely large maps
- Asynchronous time-parallel method based on Laplace transform
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model
- Fluctuation relations for anomalous dynamics generated by time-fractional Fokker-Planck equations
- Pollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer Methods
- The asymptotic telegrapher's equation (P₁) approximation for time-dependent, thermal radiative transfer
- Ultra-fast pricing barrier options and CDSs
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- Numerical Laplace inversion in rheological characterization
- Perturbation analysis of the heat transfer in porous media with small thermal conductivity
- Dissipative and generative fractional RLC circuits in the transient regime
- Micromechanical modeling for the prediction of time-dependent effective properties and macroscopic coupled field response of polymer reinforced piezoelectric composites
- Three-dimensional unsteady state solution of multilayered saturated anisotropic finite media subjected to point source
- The transformed differential quadrature method for solving time-dependent partial differential equations: framework and examples
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Analytical and semi-analytical solutions to flows of two immiscible Maxwell fluids between moving plates
- Multi-layer flows of immiscible fractional Maxwell fluids with generalized thermal flux
- EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
- Eigenmatrix for unstructured sparse recovery
- Consolidation behaviors of gas-bearing sediments with modulus varying along depth under horizontal loads
This page was built for publication: Multi-precision Laplace transform inversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3157081)
