Numerical inverse transformation of double sided Laplace transform with parameter optimization

DOI10.1016/j.amc.2024.128713zbMATH Open1545.6549MaRDI QIDQ6585555

Miklós Telek, András Mészáros

Publication date: 12 August 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

parameter optimizationnumerical inverse Laplace transformationdouble sided Laplace transform

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Cites Work

• An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
• A proposal for two-sided Laplace transforms and its application to electronic circuits
• Numerical inverse Laplace transformation beyond the Abate-Whitt framework
• A Unified Framework for Numerically Inverting Laplace Transforms
• A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
• Stationary distributions for fluid flow models with or without brownian noise

This page was built for publication: Numerical inverse transformation of double sided Laplace transform with parameter optimization