Abstract In order to numerically invert Laplace transforms to calculate probability density functions (pdf’s) and cumulative distribution functions (cdf’s) in queueing and related models, we need to be able to calculate the Laplace transform values. In many cases the desired Laplace transform values (e.g., of a waiting-time cdf) can be computed when the Laplace transform values of component pdf...

We show that the family of Esscher-transformed Laplace distributions is a subclass of asymmetric Laplace laws. AMS 2000 classification: primary 60E05; secondary 62P05

in this work, we conduct a comparative study among the combine laplace transform and modied adomian decomposition method (lmadm) and two traditional methods for an analytic and approximate treatment of special type of nonlinear volterra integro-differential equations of the second kind. the nonlinear part of integro-differential is approximated by adomian polynomials, and the equation is red...

In order to numerically invert Laplace transforms to calculate probability density functions (pdf’s) and cumulative distribution functions (cdf’s) in queueing and related models, we need to be able to calculate the Laplace transform values. In many cases the desired Laplace transform values (e.g., of a waiting-time cdf) can be computed when the Laplace transform values of component pdf’s (e.g.,...

Abstract. In this paper we consider the Laplace transforms of some random series, in particular, the random series derived as the squared L2 norm of a Gaussian stochastic process. Except for some special cases, closed form expressions for Laplace transforms are, in general, rarely obtained. It is the purpose of this paper to show that for many Gaussian random processes the Laplace transform can...

We consider the problem of correcting the posterior marginal approximations computed by expectation propagation and Laplace approximation in latent Gaussian models and propose correction methods that are similar in spirit to the Laplace approximation of Tierney and Kadane (1986). We show that in the case of sparse Gaussian models, the computational complexity of expectation propagation can be m...

In this study, the second type of Green and Naghdi's thermoelasticity theory is applied to present the vibration of a nanobeam subjected to rectified sine wave heating based upon the nonlocal thermoelasticity theory. Both Young's modulus and thermal conductivity are considered to be linear functions of the temperature. The Laplace transform domain is adopted to solve the governing partial diffe...

In this article, the electro-osmotic flow of Oldroyd-B fluid in a circular micro-channel with slip boundary condition is considered. The corresponding fractional system is represented by using a newly defined time-fractional Caputo-Fabrizio derivative without singular kernel. Closed form solutions for the velocity field are acquired by means of Laplace and finite Hankel transforms. Additionally...

The present work is aimed at analyzing the thermoelastic disturbances in a circular plate of finite thickness and infinite extent subjected to constant initial temperature and axisymmetric heat supply. Integral transform technique is used. Analytic solutions for temperature, displacement and stresses are derived within the context of unified system of equations in generalized thermoelasticity i...

The Laplace transform approach of [GY] is a celebrated advance in valuing Asian options. Its insights are fundamental from both a mathematical and a nancial perspective. In this paper, we discuss two observations regarding the nancial relevance of its results. First, we show that the [GY] Laplace transform is not that of an Asian option price, as reported in [GY] and other papers. We nonetheles...