Numerical inversion of the Laplace transform: a survey and comparison of methods
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Publication:754626
DOI10.1016/0021-9991(79)90025-1zbMATH Open0416.65077OpenAlexW2005669138MaRDI QIDQ754626FDOQ754626
Authors: D. Kharzeev 
Publication date: 1979
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-9991(79)90025-1
Laplace transformsurveynumerical inversioncomputational efficiencycomparison of methodsnumerical accuracytest functionsBibliographyapplicability to various types of functionsease of programming and implementationmethods based on Fourier seriesmethods based on Gaussian quadrature
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Analysis of algorithms and problem complexity (68Q25) Laplace transform (44A10) Numerical methods for integral transforms (65R10)
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Cited In (only showing first 100 items - show all)
- Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
- Spatial-temporal nonlocal homogenization model for transient anti-plane shear wave propagation in periodic viscoelastic composites
- Processor sharing: a survey of the mathematical theory
- Numerical inverse Laplace transform for solving a class of fractional differential equations
- Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
- A three-dimensional boundary element/Laplace transform solution of uncoupled transient thermo-elasticity in non-homogeneous rock media
- Numerical inversion of the Laplace transform and its application to fractional diffusion
- Inversion of the Laplace transform from the real axis using an adaptive iterative method
- Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
- Numerical inversion of the Laplace transform by the use of Pollaczek polynomials
- Risk theory in a Markovian environment
- Rational inversion of the Laplace transform
- Transient heat conduction in anisotropic and functionally graded media by local integral equations
- Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
- Regularization methods for the solution of inverse problems in solar X-ray and imaging spectroscopy
- Dynamic 3D axisymmetric problems in continuously non-homogeneous piezoelectric solids
- Numerical solution of fractional partial differential equations by numerical Laplace inversion technique
- Application of high order numerical quadratures to numerical inversion of the Laplace transform
- Corridor options and arc-sine law.
- Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations
- An analysis of Stein's model for stochastic neuronal excitation
- Sparse Bayesian learning for the Laplace transform inversion in dynamic light scattering
- On a numerical technique regarding inversion of the Laplace transform
- Solution of large compartmental models using numerical transform inversion
- On the shot-noise streamflow model and its applications
- The inverse Laplace transform and analytic pseudo-differential operators
- Laplace transform inversion and Padé-type approximants
- A boundary integral equation formulation for coupled heat-moisture transfer in porous media
- An efficient hybrid time-Laplace domain method for elastodynamic analysis based on the explicit Green's approach
- Application of numerical inverse Laplace transform algorithms in fractional calculus
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- On the summation of the Laguerre series by the Euler-Knopp method in the problem of inverting the Laplace transform
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- Deconvolution and regularization for numerical solutions of incorrectly posed problems
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- Heat conduction analysis of 3-D axisymmetric and anisotropic FGM bodies by meshless local Petrov-Galerkin method
- Numerical inversion of the Laplace transform via fractional moments
- Application of iterated Laplace transformation to tracer transients in heterogeneous porous media
- Scale-free neurodegeneration: cellular heterogeneity and the stretched exponential kinetics of cell death
- An introduction to computational nanomechanics and materials
- Asymptotic and exact pricing of options on variance
- Generalization of the Bremmer coupling series
- A hybrid time/Laplace integration method based on numerical Green's functions in conduction heat transfer
- Numerical inversion of Laplace transform on the real line from expected values
- Molecular dynamics boundary conditions for regular crystal lattices
- Analytical and numerical inversion of the Laplace-Carson transform by a differential method
- Application of the Laplace transform dual reciprocity boundary element method in the modelling of laser heat treatments
- Numerical inversion of laplace transforms using contour methods
- Transient response of a thermoelastic half-space to mechanical and thermal buried sources
- Jacobi polynomials used to invert the laplace transform
- Coupled consolidation of a porous medium with a cylindrical or a spherical cavity
- Multiscale stochastic modelling of gene expression
- Algorithm 946: ReLIADiff -- a C++ software package for real Laplace transform inversion based on algorithmic differentiation
- ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion
- Numerical inversion of the Laplace-Carson transform applied to homogenization of randomly reinforced linear viscoelastic media
- Hybrid graded element model for transient heat conduction in functionally graded materials
- Algebraic inversion of the Laplace transform
- Laplace transform inversions using optimal contours in the complex plane
- Transient response of a crack in an anisotropic strip
- Fractional multiple trapping model of time-of-flight transient photocurrents in amorphous semiconductors
- Laplace transform inversion using Bernstein operational matrix of integration and its application to differential and integral equations
- Unsteady flows of Maxwell fluids with shear rate memory and pressure-dependent viscosity in a rectangular channel
- On the properties of some inversion methods of the Laplace transform
- Regularization of the inverse Laplace transform by mollification
- Computational analysis on the influence of damping in solid body deformation during thermoelastic mass diffusion
- Title not available (Why is that?)
- Computing the survival probability in the Madan-Unal credit risk model: application to the CDS market
- Insurance Considering a New Stochastic Model for the Discount Factor
- A Laplace transform/potential-theoretic method for acoustic propagation in subsonic flows.
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- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
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- An application of the LTDRM to transient diffusion problems with nonlinear material properties and nonlinear boundary conditions
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- Practical approximations for multivariate characteristics of risk processes
- Holographic Rényi entropies from hyperbolic black holes with scalar hair
- Numerical inversion of Laplace transform on the real line of probability density functions
- A problem of numerical inversion of implicitly defined Laplace transforms
- Complex Variable and Regularization Methods of Inversion of the Laplace Transform
- Dynamic stress concentration around a hole in a viscoelastic plate
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