NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
From MaRDI portal
Publication:5291224
DOI10.1017/S0269964806060013zbMath1095.65116OpenAlexW2057269262MaRDI QIDQ5291224
Publication date: 9 May 2006
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964806060013
algorithmLaplace transformnumerical examplesGaussian quadraturenumerical inversionfunctions with discontinuities and singularities
Related Items (39)
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models ⋮ Finite-time ruin probabilities using bivariate Laguerre series ⋮ A new look at a smart polling model ⋮ Numerical accuracy of real inversion formulas for the Laplace transform ⋮ Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations ⋮ A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes ⋮ Well testing of radial jet drilling wells in geothermal reservoirs ⋮ Time-dependent analysis of an \(\mathrm{M}/\mathrm{M}/c\) preemptive priority system with two priority classes ⋮ Assessment of the performance of the hyperbolic-NILT method to solve fractional differential equations ⋮ Approximations for the \(M/GI/N +GI\) type call center ⋮ THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS ⋮ Decoupled overlapping grids for the numerical modeling of oil wells ⋮ Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus ⋮ Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales ⋮ On the infimum attained by a reflected Lévy process ⋮ A ruin model with a resampled environment ⋮ Transient analysis of reflected Lévy processes ⋮ Occupation times of alternating renewal processes with Lévy applications ⋮ On classes of Bitcoin-inspired infinite-server queueing systems ⋮ Numerical techniques in Lévy fluctuation theory ⋮ Processor sharing: a survey of the mathematical theory ⋮ Comments on: ``Queueing models for the analysis of communication systems ⋮ On two-queue Markovian polling systems with exhaustive service ⋮ TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS ⋮ A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies ⋮ Numerical schemes of the time tempered fractional Feynman-Kac equation ⋮ A bivariate risk model with mutual deficit coverage ⋮ A transient Cramér–Lundberg model with applications to credit risk ⋮ Computational methods for yeast prion curing curves ⋮ Inversion of the Laplace transform from the real axis using an adaptive iterative method ⋮ Double-sided Parisian option pricing ⋮ RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING ⋮ Modelling Cell Generation Times by Using the Tempered Stable Distribution ⋮ Exact asymptotics in an infinite-server system with overdispersed input ⋮ Open problems in queueing theory inspired by datacenter computing ⋮ On the inversion of some integral transforms by the use of the generalized oblate spheroidal wave functions ⋮ Queueing and risk models with dependencies ⋮ Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times ⋮ Affine Storage and Insurance Risk Models
Uses Software
Cites Work
- Numerical inversion of the Laplace transform: a survey and comparison of methods
- The Fourier-series method for inverting transforms of probability distributions
- Numerical inversion of probability generating functions
- Gaussian quadrature formulas for the numerica l integration of Bromwich's integral and the inversion of the Laplace transform
- The Fractional Fourier Transform and Applications
- Algorithm 682: Talbot's method of the Laplace inversion problems
- Numerical inversion for Laplace transforms of functions with discontinuities
- Numerical Inversion of Laplace Transforms of Probability Distributions
- An Algorithm for the Machine Calculation of Complex Fourier Series
- Numerical Inversion of Laplace Transforms Using Laguerre Functions
- Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
- Some aspects of Gaussian quadrature formulae for the numerical inversion of the Laplace transform
This page was built for publication: NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE
