A unified framework for numerically inverting Laplace transforms
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Publication:2892298
DOI10.1287/IJOC.1050.0137zbMATH Open1241.65114OpenAlexW1995453571MaRDI QIDQ2892298FDOQ2892298
Authors: Joseph Abate, Ward Whitt 
Publication date: 18 June 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4daf9e0125ad07b77633252ff35a665ad4855bac
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Laplace transformsTalbot's methodGaver-Stehfest algorithmmulti-precision computinginversion Fourier-series methodmultidimensional Laplace transformsmultidimensional transform inversionnumerical transform
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- A simple and complete computational analysis of MAP/R/1 queue using roots
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- An efficient boundary collocation scheme for transient thermal analysis in large-size-ratio functionally graded materials under heat source load
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- Approximation of the first passage time distribution for the birth-death processes
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- Pricing American lookback options under a stochastic volatility model
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- Variance swaps on defaultable assets and market implied time-changes
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- Waiting and sojourn times in a multi-server queue with mixed priorities
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
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- Laplace-fPINNs: Laplace-based fractional physics-informed neural networks for solving forward and inverse problems of a time fractional equation
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