This paper presents a mixed basis approach for Laplace eigenvalue problems, which treats the boundary as a perturbation of the free Laplace operator. The method separates the boundary from the volume via a generic function that can be pre-calculated and thereby effectively reduces the complexity of the problem to a calculation over the surface. Several eigenvalues are retrieved simultaneously. ...

The present investigation is concerned with the deformation of thermoporoelastic half space with incompressible fluid as a result of inclined load of arbitrary orientation. The inclined load is assumed to be linear combination of normal load and tangential load. The Laplace and Fourier transform technique are used to solve the problem. The concentrated force, uniformly distributed force and a m...

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 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 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.,...

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...

where λ0 is an unspecified baseline hazard function, X and Z are the design matrices for the fixed and random effects, respectively, β is the vector of fixed-effects coefficients and b is the vector of random effects coefficients. The random effects distribution G is modeled as Gaussian with mean zero and a variance matrix Σ, which in turn depends a vector of parameters θ. The MLE for the varia...

a two server queueing system with single and batch service is considered in this paper. the arrival process is assumed to be poisson and the service rate follows an exponential distribution. server-i serves the customers in both single and batch service, while server-ii serves the customers in batch service only. the laplace transform of the transient and steady state behavior of the model is c...