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...

this paper presents a rational haar wavelet operational method for solving the inverse laplace transform problemand improves inherent errors from irrational haar wavelet. the approach is thus straightforward, rather simple andsuitable for computer programming. we define that $p$ is the operational matrix for integration of the orthogonalhaar wavelet. simultaneously, simplify the formulaes of li...

in the current study, the effects of interactions of the moving loads and the attached mass-spring-damper systems of the composite plates on the resulting dynamic responses are investigated comprehensively, for the first time, using the classical plate theory. the solution of the coupled governing system of equations is accomplished through tracing the spatial variations using a navier-type sol...

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Lapl...

All microprocessor based electronic systems are designed as repetition of finite time activities. The classical infinite Laplace transform (ILT) theory violates this fundamental requirement of engineering systems. We show that this theory assumes that all signals must exist over the entire infinite time interval. Since in engineering this infinite time assumption is not meaningful, this paper p...

the present study introduces a new technique of homotopy perturbation method for the solution of systems of fractional partial differential equations. the proposed scheme is based on laplace transform and new homotopy perturbation methods. the fractional derivatives are considered in caputo sense. to illustrate the ability and reliability of the method some examples are provided. the results ob...

Keywords: Black–Scholes equation Completely monotonic function Finite difference scheme Laplace Transform M-Matrix Positivity-preserving Post–Widder formula a b s t r a c t In this paper we explore discrete monitored barrier options in the Black–Scholes framework. The discontinuity arising at each monitoring data requires a careful numerical method to avoid spurious oscillations when low volati...

Abstract. In this paper a reliable algorithm for the iterative Laplace transform method (ILTM) is presented. ILTM is a combination of Laplace transform method and Iterative method to solve spaceand timefractional telegraph equations. The fractional derivatives are considered in Caputo sense. Closed form analytical expressions are derived in terms of the Mittag-Leffler functions. An illustrative...