On the numerical inversion of the Laplace transform of certain holomorphic mappings

DOI10.1016/j.apnum.2004.06.015zbMath1059.65120OpenAlexW2070279765MaRDI QIDQ1886270

César Palencia, Maria Lopez-Fernandez

Publication date: 18 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2004.06.015

zbMATH Keywords

Laplace transformnumerical examplesquadrature formulanumerical inversionsinc methodparallelizable algorithmevolutionary equation with memory

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

Related Items

Time discretization via Laplace transformation of an integro-differential equation of parabolic type, Fast numerical contour integral method for fractional diffusion equations, Numerical solution of the linear time fractional Klein-Gordon equation using transform based localized RBF method and quadrature, A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations, Numerical method for solving Volterra integral equations with oscillatory kernels using a transform, Contour Integral Solution of Elliptic PDEs in Cylindrical Domains, A hybrid analytical–numerical method for solving evolution partial differential equations. I. The half-line, Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform, Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing, A bootstrap method for sum-of-poles approximations, Evaluation of generalized Mittag-Leffler functions on the real line, A second-order accurate numerical method for a fractional wave equation, A localized transform-based meshless method for solving time fractional wave-diffusion equation, Hölder regularity for abstract semi-linear fractional differential equations in Banach spaces, Acceleration of contour integration techniques by rational Krylov subspace methods, Numerical evaluation of Mittag-Leffler functions, Fast and Oblivious Algorithms for Dissipative and Two-dimensional Wave Equations, Unnamed Item, Analyses of the contour integral method for time fractional normal-subdiffusion transport equation, Model Order Reduction in Contour Integral Methods for Parametric PDEs, Higher-order schemes for the Laplace transformation method for parabolic problems, The contour integral method for Feynman-Kac equation with two internal states, Non-stationary wave relaxation methods for general linear systems of Volterra equations: convergence and parallel GPU implementation, Computing Semigroups with Error Control, Numerical methods for direct and inverse problems in acoustics and photothermal science, Talbot quadratures and rational approximations, On the approximation of time-fractional telegraph equations using localized kernel-based method, A quadrature based method for evaluating exponential-type functions for exponential methods, Generalized exponential time differencing methods for fractional order problems, Fast and Parallel Runge--Kutta Approximation of Fractional Evolution Equations, Stability and Error Analysis for a Second-Order Fast Approximation of the Local and Nonlocal Diffusion Equations on the Real Line, Domain reconstruction using photothermal techniques, Pseudospectral roaming contour integral methods for convection-diffusion equations, Numerical solution of fractional order anomalous subdiffusion problems using radial kernels and transform, STABILITY-PRESERVING HIGH-ORDER METHODS FOR MULTITERM FRACTIONAL DIFFERENTIAL EQUATIONS, Local discontinuous Galerkin method for the numerical solution of fractional compartmental model with application in pharmacokinetics, A robust spectral method for solving Heston's model, Parameter identification in photothermal imaging, Boundary element simulation of thermal waves, Fast convolution quadrature based impedance boundary conditions, Exponentially Convergent Method for them-Point Nonlocal Problem for a First Order Differential Equation in Banach Space, Transient thermal stresses in a medium with a circular cavity with surface effects, Efficient long-time computations of time-domain boundary integrals for 2D and dissipative wave equation, Numerical solution via Laplace transforms of a fractional order evolution equation, Boundary element simulation of thermal waves, Unnamed Item, An exponentially convergent algorithm for nonlinear differential equations in Banach spaces, Discontinuous Galerkin method for an evolution equation with a memory term of positive type, The approximation of parabolic equations involving fractional powers of elliptic operators, An improved Talbot method for numerical Laplace transform inversion, Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas, Numerical inverse Laplace transform for convection-diffusion equations, Error analysis of the Legendre-Gauss collocation methods for the nonlinear distributed-order fractional differential equation, Approximation of time fractional Black-Scholes equation via radial kernels and transformations, Gauss--Hermite Quadrature for the Bromwich Integral, Diffusive realizations for solutions of some operator equations: The one-dimensional case, Numerical solution of a heat diffusion problem by boundary element methods using the Laplace transform, Parabolic and hyperbolic contours for computing the Bromwich integral, Fast Runge-Kutta approximation of inhomogeneous parabolic equations, Efficient sum-of-exponentials approximations for the heat kernel and their applications

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Approximations via Whittaker's cardinal function
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• A fractional trapezoidal rule for integro-differential equations of fractional order in Banach spaces
• Convolution quadrature time discretization of fractional diffusion-wave equations
• Complex Variable and Regularization Methods of Inversion of the Laplace Transform
• Numerical Methods Based on Whittaker Cardinal, or Sinc Functions
• The Laguerre functions in the inversion of the Laplace transform
• The Accurate Numerical Inversion of Laplace Transforms
• A modification of Talbot's method for the simultaneous approximation of several values of the inverse Laplace transform
• A Numerical Method for an Integro-Differential Equation with Memory in Banach Spaces: Qualitative Properties
• A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
• Data-sparse approximation to the operator-valued functions of elliptic operator
• Time discretization of an evolution equation via Laplace transforms
• An Iterative Method for the Numerical Inversion of Laplace Transforms
• Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term