Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations

DOI10.1016/j.apnum.2004.10.002zbMath1060.65681OpenAlexW2095046234MaRDI QIDQ1775616

Joseph Abate, Peter P. Valkó

Publication date: 4 May 2005

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2004.10.002

zbMATH Keywords

algorithmsnumerical examplesDouble Laplace transformFractional diffusion equationNumerical inversion

Mathematics Subject Classification ID

Transform methods (e.g., integral transforms) applied to PDEs (35A22) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Initial value problems for second-order parabolic equations (35K15)

Related Items

The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator, Omega diffusion risk model with surplus-dependent tax and capital injections, Sylvester equations and the numerical solution of partial fractional differential equations, Quality assurance of Gaver’s formula for multi-precision Laplace transform inversion in real case, Singular boundary method: a review and computer implementation aspects, Laplace transform solution of the problem of time-fractional heat conduction in a two-layered slab, The BEM for numerical solution of partial fractional differential equations, Variance swaps under the threshold Ornstein–Uhlenbeck model, Matrix method for numerical solution of space-time fractional diffusion-wave equations with three space variables, A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications, Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation, Level crossings of an oscillating marked random walk, ON POTENTIAL WELLS AND VACUUM ISOLATING OF SOLUTIONS FOR SPACE-FRACTIONAL WAVE EQUATIONS, Boundary particle method for Laplace transformed time fractional diffusion equations, A boundary collocation method for anomalous heat conduction analysis in functionally graded materials, An efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source load, Numerical simulations of 2D fractional subdiffusion problems, Generalized finite difference method for a class of multidimensional space-fractional diffusion equations, Finite time ruin probabilities for tempered stable insurance risk processes, Matrix approach to discrete fractional calculus. II: Partial fractional differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Fourier-series method for inverting transforms of probability distributions
• Applications of numerical double Laplace transform algorithms to the solution of linear partial differential equations
• Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
• Numerical methods for the solution of partial differential equations of fractional order.
• Solution for a fractional diffusion-wave equation defined in a bounded domain
• Numerical inversion of two-dimensional Laplace transforms -- Fourier series representation
• Inversion of the multi-dimensional Laplace transform-expansion by Laguerre series
• Multi-precision Laplace transform inversion
• On the Laguerre Method for Numerically Inverting Laplace Transforms
• An implementation of a Fourier series method for the numerical inversion of the Laplace transform
• Diffusion approximations and models for certain congestion problems
• Numerical inversion of 2-D Laplace transforms by fast Hartley transform computations