Parabolic and hyperbolic contours for computing the Bromwich integral
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Cites work
- A modification of Talbot's method for the simultaneous approximation of several values of the inverse Laplace transform
- A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
- A Spectral Order Method for Inverting Sectorial Laplace Transforms
- Computing special functions via inverse Laplace transforms
- Exponentially convergent parallel discretization methods for the first order evolution equations
- Fox \(H\) functions in fractional diffusion
- scientific article; zbMATH DE number 194971 (Why is no real title available?)
- On the numerical inversion of the Laplace transform of certain holomorphic mappings
- Optimizing Talbot’s Contours for the Inversion of the Laplace Transform
- Spectral Methods in MATLAB
- Talbot quadratures and rational approximations
- The Accurate Numerical Inversion of Laplace Transforms
- The Eigenvalues of Second-Order Spectral Differentiation Matrices
- Time discretization of an evolution equation via Laplace transforms
Cited in
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- An extension of the `1/9'-problem
- Computing the matrix Mittag-Leffler function with applications to fractional calculus
- A stable fast time-stepping method for fractional integral and derivative operators
- On the time-fractional Schrödinger equation: theoretical analysis and numerical solution by matrix Mittag-Leffler functions
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
- A localized transform-based meshless method for solving time fractional wave-diffusion equation
- Restarted Hessenberg method for solving shifted nonsymmetric linear systems
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
- On the approximation of time-fractional telegraph equations using localized kernel-based method
- Two hybrid methods for solving two-dimensional linear time-fractional partial differential equations
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing
- Laplace transform method for pricing American CEV strangles option with two free boundaries
- Application of nonlinear time-fractional partial differential equations to image processing via hybrid Laplace transform method
- An algorithm for the inversion of Laplace transforms using Puiseux expansions
- Methods for Laplace transform inversion
- A quadrature based method for evaluating exponential-type functions for exponential methods
- Analysis of BDF2 finite difference method for fourth-order integro-differential equation
- Numerical contour integral methods for unsteady Stokes equations
- Exponential quadrature rules for linear fractional differential equations
- On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems
- Variable-order fractional calculus: a change of perspective
- Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number
- 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
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
- A practical guide to Prabhakar fractional calculus
- Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model
- On the distribution of the number of success runs in a continuous time Markov chain
- A robust spectral method for solving Heston's model
- Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas
- Efficient variants of the CMRH method for solving a sequence of multi-shifted non-Hermitian linear systems simultaneously
- Discrete-space time-fractional processes
- Frequency-dependent thermal resistance of vertical U-tube geothermal heat exchangers
- Evaluation of generalized Mittag-Leffler functions on the real line
- BiCR-type methods for families of shifted linear systems
- Acceleration of contour integration techniques by rational Krylov subspace methods
- Laplace inversion for the solution of an abstract heat equation without the forward transform of the source term
- Talbot quadratures and rational approximations
- An improved Talbot method for numerical Laplace transform inversion
- Error estimates for approximations of distributed order time fractional diffusion with nonsmooth data
- On the numerical solution of Bagley-Torvik equation via the Laplace transform
- Numerical evaluation of Mittag-Leffler functions
- A kernel-independent sum-of-exponentials method
- Fully numerical Laplace transform methods
- Fokas transform method for a brain tumor invasion model with heterogeneous diffusion in 1+1 dimensions
- Error profile for discontinuous Galerkin time stepping of parabolic PDEs
- Scaled and squared subdiagonal Padé approximation for the matrix exponential
- A Laplace transform approach for pricing European options
- Fast numerical contour integral method for fractional diffusion equations
- A note on Krylov methods for fractional evolution problems
- On nonnegativity preservation in finite element methods for subdiffusion equations
- Diffusive realizations for solutions of some operator equations: the one-dimensional case
- On numerical contour integral method for fractional diffusion equations with variable coefficients
- Contour integral solution of elliptic PDEs in cylindrical domains
- On complete monotonicity of the Prabhakar function and non-Debye relaxation in dielectrics
- Exponentially convergent method for the m-point nonlocal problem for a first order differential equation in Banach space
- On convergence of Krylov subspace approximations of time-invariant self-adjoint dynamical systems
- Higher-order schemes for the Laplace transformation method for parabolic problems
- Dempster-Shafer evidential theory for the automated selection of parameters for Talbot's method contours and application to matrix exponentiation
- A parallel iterative algorithm for differential linear complementarity problems
- Fast and parallel Runge-Kutta approximation of fractional evolution equations
- Stability-preserving high-order methods for multiterm fractional differential equations
- On integration contour deformation in a Laplace transform inversion formula
- Data-driven balancing of linear dynamical systems
- Turing Pattern Dynamics in an SI Epidemic Model with Superdiffusion
- Efficient computation of the Wright function and its applications to fractional diffusion-wave equations
- Approximating the Gaussian as a sum of exponentials and its applications to the fast Gauss transform
- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model
- Numerical methods for the computation of the confluent and Gauss hypergeometric functions
- Arbitrarily high-order exponential cut-off methods for preserving maximum principle of parabolic equations
- Implementation of high-order, discontinuous Galerkin time stepping for fractional diffusion problems
- Reciprocal-log approximation and planar PDE solvers
- A parallel-in-time algorithm for high-order BDF methods for diffusion and subdiffusion equations
- Gauss-Hermite quadrature for the Bromwich integral
- A pseudo-spectral scheme for the approximate solution of a time-fractional diffusion equation
- Numerical evaluation of two and three parameter Mittag-Leffler functions
- Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms
- A hybrid analytical–numerical method for solving evolution partial differential equations. I. The half-line
- Limitations and improvements of standard spectral methods for pricing standard options
- Fast and Oblivious Algorithms for Dissipative and Two-dimensional Wave Equations
- Finite element approximation of a time-fractional diffusion problem for a domain with a re-entrant corner
- High-order compact finite difference and Laplace transform method for the solution of time-fractional heat equations with dirchlet and Neumann boundary conditions
- On the numerical approximation of Volterra integro-differential equation using Laplace transform
- Laplace transformation method for the Black-Scholes equation
- Analyses of the contour integral method for time fractional normal-subdiffusion transport equation
- One-dimensional haemodynamic model of a vascular network with fractional-order viscoelasticity
- Optimal Control of Parabolic Equations – A Spectral Calculus Based Approach
- Local discontinuous Galerkin method for the numerical solution of fractional compartmental model with application in pharmacokinetics
- The contour integral method for Feynman-Kac equation with two internal states
- A computational approach to exponential-type variable-order fractional differential equations
- Computing Semigroups with Error Control
- Numerical modelling of advection diffusion equation using Chebyshev spectral collocation method and Laplace transform
- On the use of matrix functions for fractional partial differential equations
- Eigenmatrix for unstructured sparse recovery
- Generalized exponential time differencing methods for fractional order problems
- On the Laplace-transformed-based local meshless method for fractional-order diffusion equation
- Computational study based on the Laplace transform and local discontinuous Galerkin methods for solving fourth-order time-fractional partial integro-differential equations with weakly singular kernels
- Nonparametric statistical inference for compound models
- Numerical approximation for generalized fractional Volterra integro-differential equations via parabolic contour
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