A unified framework for numerically inverting Laplace transforms
From MaRDI portal
Publication:2892298
Recommendations
Cited in
(only showing first 100 items - show all)- A semi-analytical collocation Trefftz scheme for solving multi-term time fractional diffusion-wave equations
- Numerical inverse Laplace transformation beyond the Abate-Whitt framework
- Explicit asymptotics on first passage times of diffusion processes
- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model
- Concentrated matrix exponential distributions with real eigenvalues
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models
- Approximating the Laplace transform of the sum of dependent lognormals
- Homogenization of viscoelastic composites with fibres of diamond-shaped cross-section
- Transient analysis of a Markovian queue with deterministic rejection
- Laplace transforms for approximation of highly oscillatory Volterra integral equations of the first kind
- A stochastic epidemic model with two quarantine states and limited carrying capacity for quarantine
- A Bayesian motivated Laplace inversion for multivariate probability distributions
- Power algorithms for inverting Laplace transforms
- Numerical approximation of fractional-order Volterra integrodifferential equation
- Markov chain approximations to scale functions of Lévy processes
- Variance swaps on defaultable assets and market implied time-changes
- Numerical solution of distributed-order time-fractional diffusion-wave equations using Laplace transforms
- Stability analysis of distributed-order nonlinear dynamic systems
- Systemic risk in interbanking networks
- Stationary distributions for a class of Markov-modulated tandem fluid queues
- Pricing American lookback options under a stochastic volatility model
- Geometric Brownian motion with affine drift and its time-integral
- First-passage times of regime switching models
- Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
- Some results on a new class of shock models
- Dynamics of fluids in layered porous media with anisotropic permeability under a point fluid source
- Monte Carlo estimation of the density of the sum of dependent random variables
- Consolidation of an anisotropic soil stratum on a smooth-rigid base due to surface loads
- Affine storage and insurance risk models
- Waiting and sojourn times in a multi-server queue with mixed priorities
- Performance comparison of numerical inversion methods for Laplace and Hankel integral transforms in engineering problems
- On the convergence of the Gaver-Stehfest algorithm
- Lévy-driven polling systems and continuous-state branching processes
- Open problems in queueing theory inspired by datacenter computing
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method
- Homogenization of viscoelastic-matrix fibrous composites with square-lattice reinforcement
- On the estimation of the Mori-Zwanzig memory integral
- The distribution of the maximal difference between a Brownian bridge and its concave majorant
- A Spectral Order Method for Inverting Sectorial Laplace Transforms
- Pollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer Methods
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
- Computing the distribution for the number of renewals with bulk arrivals
- An efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source load
- Numerical inversion of 2-D Laplace transforms by fast Hartley transform computations
- Boundary particle method for Laplace transformed time fractional diffusion equations
- Coupled flow and deformation fields due to a line load on a poroelastic half space: effect of surface stress and surface bending
- Workload analysis of a two-queue fluid polling model
- Multi-precision Laplace transform inversion
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
- A fractional differential constitutive model for dynamic stress intensity factors of an anti-plane crack in viscoelastic materials
- Waiting times in a branching process model of colorectal cancer initiation
- Time-dependent analysis of an \(\mathrm{M}/\mathrm{M}/c\) preemptive priority system with two priority classes
- Radial transport in a porous medium with Dirichlet, Neumann and Robin-type inhomogeneous boundary values and general initial data: analytical solution and evaluation
- A Laplace transform inversion method for probability distribution functions
- Multi-server accumulating priority queues with heterogeneous servers
- Occupation times in the MAP risk model
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
- Decomposition of default probability under a structural credit risk model with jumps
- Time fractional cable equation and applications in neurophysiology
- Computational analysis of bulk service queue with Markovian arrival process: MAP/R\(^{(a,b)}/1\) queue
- Exact asymptotics in an infinite-server system with overdispersed input
- Detection of significant genomic alterations via simultaneous minimal sojourns at a state by independent continuous-time Markov chains
- A simple and complete computational analysis of MAP/R/1 queue using roots
- Axisymmetric viscous interfacial oscillations -- theory and simulations
- Fast and accurate pricing of barrier options under Lévy processes
- Modeling the evolution of a propagating signal from input to output with total absorption
- Fractional driven-damped oscillator and its general closed form exact solution
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
- Time-fractional dependence of the shear force in some beam type problems with negative Young modulus
- Double barrier options in regime-switching hyper-exponential jump-diffusion models
- Parisian options with jumps: a maturity-excursion randomization approach
- Approximation of the first passage time distribution for the birth-death processes
- Monte Carlo method for pricing lookback type options in Lévy models
- Exact simulation of a truncated Lévy subordinator
- Ultra-fast pricing barrier options and CDSs
- On the rate of convergence of the Gaver-Stehfest algorithm
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes
- Determination of the shear viscosity of the sclera
- A theory of coalescence of signaling receptor clusters in immune cells
- Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent
- Transient Green's functions of dislocations in transversely isotropic and layered poroelastic half-spaces
- A self-exciting switching jump diffusion: properties, calibration and hitting time
- Occupation times of alternating renewal processes with Lévy applications
- Method of paired contours and pricing barrier options and CDSs of long maturities
- Pricing and hedging barrier options in a hyper-exponential additive model
- Model development with Maple in PhD-level management science courses: a personal account
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
- On the long-time transient formation of sink zones in near-critical fluids. A theoretical perspective
- Numerical inverse transformation of double sided Laplace transform with parameter optimization
- Creep of a C-S-H gel: a micromechanical approach
- Numerical analysis of a retrial system with unreliable servers based on Laplace domain description
- Application of a hybrid pseudospectral method to a new two-dimensional multi-term mixed sub-diffusion and wave-diffusion equation of fractional order
- Occupation times for the finite buffer fluid queue with phase-type ON-times
- Asynchronous time-parallel method based on Laplace transform
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing
- A two-stage analytical extension for porothermoelastic model under axisymmetric loadings
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
- Approximate Wiener-Hopf factorization and Monte Carlo methods for Lévy processes
- \(khp\)-adaptive spectral projection based discontinuous Galerkin method for the numerical solution of wave equations with memory
This page was built for publication: A unified framework for numerically inverting Laplace transforms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2892298)