نتایج جستجو برای: laplace transform

تعداد نتایج: 122903  

In this work, we conduct a comparative study among the combine Laplace transform and modied 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 reduce...

2001
Peter Carr

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...

Journal: :IEICE Transactions 2006
Yang Xiao Moon Ho Lee

Based on recent results for 2-D continuous-discrete systems, this paper develops 2-D Laplace-z transform, which can be used to analyze 2-D continuous-discrete signals and system in Laplace-z hybrid domain. Current 1-D Laplace transformation and z transform can be combined into the new 2-D s-z transform. However, 2-D s-z transformation is not a simple extension of 1D transform, in 2-D case, we n...

1998
Joseph Abate Ward Whitt

It is often possible to e ectively calculate cumulative distribution functions and other quantities of interest by numerically inverting Laplace transforms. However, to do so it is necessary to compute the Laplace transform values. Unfortunately, convenient explicit expressions for required transforms are often unavailable. In that event, we show that it is sometimes possible to nd continued-fr...

2012
Jont B. Allen

Abstract I seems to be widely believed that the Fourier and Laplace transforms are simply related to each other. Nothing could be further from the truth. The Fourier transform is the basis for the Hilbert vector-space expansion of signals. The Laplace transform is the basis of system functions, that are causal. The Fourier transform does not naturally include the step function, which must be sh...

Journal: :computational methods for differential equations 0
murat gubes karamanoglu mehmetbey university yildiray keskin selcuk university galip oturanc selcuk university

reduced diff erental transform method (rdtm), which isone of the useful and eff ective numerical method, is applied to solve nonlinear time-dependent foam drainage equation (fde) with di fferent initial conditions. we compare our method with the famous adomian decomposition and laplace decomposition methods. the obtained resultsdemonstrated that rdtm is a powerful tool for solving nonlinear par...

2010
Kathrin Spendier

The main idea behind the Laplace transformation is that we can solve an equation (or system of equations) containing differential and integral terms by transforming the equation in time (t) domain into Laplace (2) domain. For example, we can use Laplace transforms to turn an initial value problem into an algebraic problem which is easier to solve. After we solved the problem in Laplace domain w...

Journal: :Geophysical Journal International 1971

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