The Accurate Numerical Inversion of Laplace Transforms
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(only showing first 100 items - show all)- Sampling Archimedean copulas
- A new analytical solution to axisymmetric Biot's consolidation of a finite soil layer
- Inversion of the Laplace transform for some special functions
- Convolution quadrature and discretized operational calculus. II
- The numerical solution of linear time-dependent partial differential equations by the Laplace transform and finite difference approximations
- The Fourier-series method for inverting transforms of probability distributions
- Laplace transform inverse problem application of two-point Padé approximant
- The numerical solution of linear time-dependent partial differential equations by the Laplace and fast Fourier transforms
- A transfer function model to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity
- On the validity of the dispersion model of hepatic drug elimination when intravascular transit time densities are long-tailed
- On spline regularized inversion of noisy Laplace transforms
- On comparison of spline regularization with exponential sampling method for Laplace transform inversion
- On regularized numerical inversion of Mellin transform
- A transfer function technique to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity.
- A parallel method for the numerical solution of integro-differential equation with positive memory.
- Transient heat conduction in homogeneous and non-homogeneous materials by the Laplace transform Galerkin boundary element method
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
- A coupled BEM-ALEM approach for analysis of elastic thin plates on multilayered soil with anisotropic permeability
- A Bayesian motivated Laplace inversion for multivariate probability distributions
- A localized transform-based meshless method for solving time fractional wave-diffusion equation
- A simple and fast method for valuing American knock-out options with rebates
- Hydroelastic response suppression of a flexural circular bottom plate resting on Pasternak foundation
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
- Laplace transform method for pricing American CEV strangles option with two free boundaries
- A hybrid technique for the solution of unsteady Maxwell fluid with fractional derivatives due to tangential shear stress
- Detection of the singularities of a complex function by numerical approximations of its Laurent coefficients
- An algorithm for the inversion of Laplace transforms using Puiseux expansions
- Methods for Laplace transform inversion
- An accurate numerical inversionof Laplace transforms based on the location of their poles
- Deconvolution and regularization for numerical solutions of incorrectly posed problems
- On the numerical inversion of the Laplace transform of certain holomorphic mappings
- On a numerical technique regarding inversion of the Laplace transform
- The stress state in a moving rod suddenly elastically fixed at its trailing end
- Shot-noise driven multivariate default models
- A new method for solving Biot's consolidation of a finite soil layer in the cylindrical coordinate system
- Response of a solid infinite cylinder embedded in a poroelastic medium and subjected to a lateral load
- A quadrature based method for evaluating exponential-type functions for exponential methods
- A comparative study of three boundary element approaches to calculate the transient response of viscoelastic solids with unbounded domains
- Pseudospectral roaming contour integral methods for convection-diffusion equations
- 3-D time-dependent analysis of multilayered cross-anisotropic saturated soils based on the fractional viscoelastic model
- Non-axisymmetric consolidation of poroelastic multilayered materials with anisotropic permeability and compressible constituents
- Analytic solution for American strangle options using Laplace-Carson transforms
- Closed-loop time response analysis of irrational fractional-order systems with numerical Laplace transform technique
- Stability analysis of a class of integral equations with not necessarily differentiable solutions
- Variable-order fractional calculus: a change of perspective
- Open problems in queueing theory inspired by datacenter computing
- On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
- A spectral projection based method for the numerical solution of wave equations with memory
- Numerical solution of multi-term time fractional wave diffusion equation using transform based local meshless 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
- Local RBF method for transformed three dimensional sub-diffusion equations
- Numerical analysis of a retrial system with unreliable servers based on Laplace domain description
- Controlled drug release from a spheroidal matrix
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
- On the distribution of the number of success runs in a continuous time Markov chain
- Analysis and new applications of fractal fractional differential equations with power law kernel
- A robust spectral method for solving Heston's model
- Plane strain consolidation of soil layer with anisotropic permeability
- Study of heat conduction through a self-heated composite cylinder by Laplace transfer functions
- Dynamics of fluids in layered porous media with anisotropic permeability under a point fluid source
- Time-varying Brinkman electrophoresis of a charged cylinder-in-cell model
- The analysis of beams on layered poroelastic soils with anisotropic permeability and compressible pore fluid
- Load transfer from an axially loaded pile to multilayered saturated media
- Three-dimensional thermo-hydro-mechanical responses of stratified saturated porothermoelastic material
- Quasi-static thermal analyses of layered compressible poroelastic materials with a finite depth or half-space
- Efficient valuation of a variable annuity contract with a surrender option
- The rational spectral method combined with the Laplace transform for solving the Robin time-fractional equation
- Efficient sum-of-exponentials approximations for the heat kernel and their applications
- A ``multigrid extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms
- Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
- Laplace inversion for the solution of an abstract heat equation without the forward transform of the source term
- Fractional modeling of viscoelasticity in 3D cerebral arteries and aneurysms
- Talbot quadratures and rational approximations
- Fast collocation methods for Volterra integral equations of convolution type
- Numerical approximation to the fractional derivative operator
- An improved Talbot method for numerical Laplace transform inversion
- Numerical solution of a heat diffusion problem by boundary element methods using the Laplace transform
- Fast Runge-Kutta approximation of inhomogeneous parabolic equations
- On the numerical solution of Bagley-Torvik equation via the Laplace transform
- A kernel-independent sum-of-exponentials method
- Fully numerical Laplace transform methods
- Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
- A three-dimensional boundary element/Laplace transform solution of uncoupled transient thermo-elasticity in non-homogeneous rock media
- Pricing and hedging barrier options in a hyper-exponential additive model
- A Laplace transform approach for pricing European options
- Fast numerical contour integral method for fractional diffusion equations
- Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
- Analytical study of mine closure behaviour in a poro-visco-elastic medium
- Axisymmetric Stokes' flow in a spherical shell revisited via the Fokas method. I: Irrotational flow
- On the global relation and the Dirichlet-to-Neumann correspondence
- A test for improved multi-step forecasting
- Diffusive realizations for solutions of some operator equations: the one-dimensional case
- Method of paired contours and pricing barrier options and CDSs of long maturities
- Transient response of a thermoelastic half-space to mechanical and thermal buried sources
- Numerical solution of fractional partial differential equations by numerical Laplace inversion technique
- A numerical method for locating the abscissa of convergence of a laplace transform function with no singularity at infinity
- Solution for the thermoelastic problem in vertically inhomogeneous media
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
- Parabolic and hyperbolic contours for computing the Bromwich integral
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