Numerical inverse transformation of double sided Laplace transform with parameter optimization

DOI10.1016/j.amc.2024.128713MaRDI QIDQ6585555zbMATH OpenFDO

Authors András Mészáros, Miklós Telek

Publication date 12 August 2024

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2024.128713

zbMATH Keywords

double sided Laplace transformnumerical inverse Laplace transformationparameter optimization

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10)

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Cites work

• A proposal for two-sided Laplace transforms and its application to electronic circuits
• A two-sided Laplace inversion algorithm with computable error bounds and its applications in financial engineering
• A unified framework for numerically inverting Laplace transforms
• An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
• Numerical inverse Laplace transformation beyond the Abate-Whitt framework
• Stationary distributions for fluid flow models with or without brownian noise

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