نتایج جستجو برای: laplace and fourier transforms
تعداد نتایج: 16840574 فیلتر نتایج به سال:
We review the direct and inverse Laplace transforms on non-uniform time scales. introduce full backward-compatible unilateral studied their properties. also present corresponding integrals some examples.
other fields. However, the spectral properties of the Laplace Transform tend to complicate its numerical treatment; therefore, the closely related “Truncated” Laplace Transforms are often used in applications. We have constructed efficient algorithms for the evaluation of the Singular Value Decomposition (SVD) of Truncated Laplace Transforms; in the current paper, we introduce algorithms for th...
<abstract><p>In this paper, we consider the time-fractional telegraph equation of distributed order in higher spatial dimensions, where time derivative is sense Hilfer, thus interpolating between Riemann-Liouville and Caputo fractional derivatives. By employing techniques Fourier, Laplace, Mellin transforms, obtain a representation solution Cauchy problem associated with terms convo...
In this work, we propose to price Parisian options using Laplace transforms. Not only do we compute the Laplace transforms of all the different Parisian options, but we also explain how to invert them numerically. We prove the accuracy of the numerical inversion.
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