This paper develops a numerical method to invert multi-dimensional Laplace transforms. By a variable transform, Laplace transforms are converted to multi-dimensional Hansdorff moment problems so that the numerical sol...This paper develops a numerical method to invert multi-dimensional Laplace transforms. By a variable transform, Laplace transforms are converted to multi-dimensional Hansdorff moment problems so that the numerical solution can be achieved. Stability estimation is also obtained. Numerical simulations show the efficiency and practicality of the method.展开更多
The theorems concerning the summation of Fourier series with parameter were given by using Laplace transforms. By means of the known result of Laplace transforms, many new, important problems of summation of Fourier s...The theorems concerning the summation of Fourier series with parameter were given by using Laplace transforms. By means of the known result of Laplace transforms, many new, important problems of summation of Fourier series with parameter in mechanics can be solved.展开更多
In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution o...In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution obtained using the Gaver-Stehfest algorithm, direct Laplace transforms are taken of the numerically inverted transforms to compare with the original function. The numerical direct Laplace transform is implemented with a composite Simpson’s rule. Challenging numerical examples involving periodic and oscillatory functions, are investigated. The numerical examples illustrate the computational accuracy and efficiency of the direct Laplace transform and its inverse due to increasing the precision level and the number of terms included in the expansion. It is found that the number of expansion terms and the precision level selected must be in a harmonious balance in order for correct and stable results to be obtained.展开更多
An important problem of actuarial risk management is the calculation of the probability of ruin. Using probability theory and the definition of the Laplace transform one obtains expressions, in the classical risk mode...An important problem of actuarial risk management is the calculation of the probability of ruin. Using probability theory and the definition of the Laplace transform one obtains expressions, in the classical risk model, for survival probabilities in a finite time horizon. Then explicit solutions are found with the inversion of the double Laplace transform;using algebra, the Laplace complex inversion formula and Matlab, for the exponential claim amount distribution.展开更多
Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y...Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y →‖x →F(x+iy)‖Lp(R^(n))‖ L(K)<∞,so A^(p)(B)is a Frechet space with the Heine-Borel property,its topology is induced by a complete invariant metric,is not locally bounded,and hence is not normal.Furthermore,if 1≤p≤2,then the element F of A^(p)(B)can be written as a Laplace transform of some function f∈L(R^(n)).展开更多
One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random process...One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random processes with positive tendency and negative jump in this article. The first passage of the zero level of the process will be included as a random variable. The Laplace transforms for the distribution of this random variable is defined. The parameters of the distribution will be calculated on the basis of the final results.展开更多
The present paper deals with the evaluation of the q-Analogues of Laplece transforms of a product of basic analogues of q2-special functions. We apply these transforms to three families of q-Bessel functions. Several ...The present paper deals with the evaluation of the q-Analogues of Laplece transforms of a product of basic analogues of q2-special functions. We apply these transforms to three families of q-Bessel functions. Several special cases have been deducted.展开更多
Multidimensional noncommutative Laplace transforms over octonions are studied. Theorems about direct and inverse transforms and other properties of the Laplace transforms over the Cayley-Dickson algebras are proved. A...Multidimensional noncommutative Laplace transforms over octonions are studied. Theorems about direct and inverse transforms and other properties of the Laplace transforms over the Cayley-Dickson algebras are proved. Applications to partial differential equations including that of elliptic, parabolic and hyperbolic type are investigated. Moreover, partial differential equations of higher order with real and complex coefficients and with variable coefficients with or without boundary conditions are considered.展开更多
Maximum Entropy Empirical Likelihood (MEEL) methods are extended to bivariate distributions with closed form expressions for their bivariate Laplace transforms (BLT) or moment generating functions (BMGF) without close...Maximum Entropy Empirical Likelihood (MEEL) methods are extended to bivariate distributions with closed form expressions for their bivariate Laplace transforms (BLT) or moment generating functions (BMGF) without closed form expressions for their bivariate density functions which make the implementation of the likelihood methods difficult. These distributions are often encountered in joint modeling in actuarial science and finance. Moment conditions to implement MEEL methods are given and a bivariate Laplace transform power mixture (BLTPM) is also introduced, the new operator generalizes the existing univariate one in the literature. Many new bivariate distributions including infinitely divisible(ID) distributions with closed form expressions for their BLT can be created using this operator and MEEL methods can also be applied to these bivariate distributions.展开更多
The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion pr...The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.展开更多
The functions studied in the paper are the quaternion-valued functions of a quaternionic variable.It is shown that the left slice regular functions and right slice regular functions are related by a particular involut...The functions studied in the paper are the quaternion-valued functions of a quaternionic variable.It is shown that the left slice regular functions and right slice regular functions are related by a particular involution,and that the intrinsic slice regular functions play a central role in the theory of slice regular functions.The relation between left slice regular functions,right slice regular functions and intrinsic slice regular functions is revealed.As an application,the classical Laplace transform is generalized naturally to quaternions in two different ways,which transform a quaternion-valued function of a real variable to a left or right slice regular function.The usual properties of the classical Laplace transforms are generalized to quaternionic Laplace transforms.展开更多
Here is introduced some novel algorithms which made use of polygarnma functions to get the exact limits of a broad class of infinite series. Moreover, Laplace transform is used to find the sum of many convergent infin...Here is introduced some novel algorithms which made use of polygarnma functions to get the exact limits of a broad class of infinite series. Moreover, Laplace transform is used to find the sum of many convergent infinite series. These exact limits are found in different branches of physics for some special cases series and are in complete agreement with the values found by other authors. Moreover, the methods presented here are generalized and applied to other wide variety of sums, including alternating series. Finally, these methods are simple and quite powerful to calculate the limits of many convergent series as you can see from the examples included.展开更多
This paper introduces some concepts such as q- process in random environment, Laplace transformation, ergodic potential kernel, error function and some basic lemmas.We study the continuity and Laplace transformation o...This paper introduces some concepts such as q- process in random environment, Laplace transformation, ergodic potential kernel, error function and some basic lemmas.We study the continuity and Laplace transformation of random transition function. Finally, we give the sufficient condition for the existence of ergodic potential kernel for homogeneous q- processes in random environments.展开更多
This paper analyzes the long-run effects and short-run effects of foreign aid on the domestic economy by using the Hamilton system and Laplace transform. It is found that an increase in the foreign aid has no long-run...This paper analyzes the long-run effects and short-run effects of foreign aid on the domestic economy by using the Hamilton system and Laplace transform. It is found that an increase in the foreign aid has no long-run effect on the foreigll borrowing, domestic capital accumulation and the foreign direct investment in the home country, but increases the steady-state consumption level the same amount. However, the short-run analysis presents that increasing foreign aid does not affect the initial consumptioll level and the initial consumption increase rate; but it affects the initial savings positively.展开更多
Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception o...Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception of a finite number of isolated singularities, and for P>o, if then where z=Rei and CR is the open semicircle in the upper half of the z plane.With the extended Jordan's lemma one can find that Laplace transform and Fourier transform are a pair of integral transforms which relate to each other.展开更多
In this paper, the Combined Laplace Transform-Adomian Decomposition Method is used to solve nth-order integro-differential equations. The results show that the method is very simple and effective.
Two-dimensional Fourier transform(2D FT) spectroscopy is an important technology that developed in recent decades and has many advantages over other ultrafast spectroscopy methods. Although 2D FT spectroscopy provides...Two-dimensional Fourier transform(2D FT) spectroscopy is an important technology that developed in recent decades and has many advantages over other ultrafast spectroscopy methods. Although 2D FT spectroscopy provides great opportunities for studying various complex systems, the experimental implementation and theoretical description of 2D FT spectroscopy measurement still face many challenges, which limits their wide application.Recently, the 2D FT spectroscopy reaches maturity due to many new developments which greatly reduces the technical barrier in the experimental implementation of the 2D FT spectrometer. There have been several different approaches developed for the optical design of the 2D FT spectrometer, each with its own advantages and limitations. Thus, a procedure to help an experimentalist to build a 2D FT spectroscopy experimental apparatus is needed.This tutorial review is intending to provide an accessible introduction for a beginner to build a 2D FT spectrometer.展开更多
In this article, authors study the growth of Laplace-Stieltjes transform with zero order convergent in the right half-plane, define the exponential order and the exponential low order, and find the relations between t...In this article, authors study the growth of Laplace-Stieltjes transform with zero order convergent in the right half-plane, define the exponential order and the exponential low order, and find the relations between them. Some results similar to Dirichlet series are obtained.展开更多
We intend to realize the step-up and step-down operators of the potential V (x) = V1 e 2βx+V2 e βx. It is found that these operators satisfy the commutation relations for the SU(2) group. We find the eigenfunctions ...We intend to realize the step-up and step-down operators of the potential V (x) = V1 e 2βx+V2 e βx. It is found that these operators satisfy the commutation relations for the SU(2) group. We find the eigenfunctions and the eigenvalues of the potential by using the Laplace transform approach to study the Lie algebra satisfied the ladder operators of the potential under consideration. Our results are similar to the ones obtained for the Morse potential (β→β).展开更多
A semi-analytical solution is presented using method of Laplace transform for the transient pulse electroosmotic flow (EOF) of Maxwell fluid in a circular micro-channel. The driving mode of pulse EOF here is considere...A semi-analytical solution is presented using method of Laplace transform for the transient pulse electroosmotic flow (EOF) of Maxwell fluid in a circular micro-channel. The driving mode of pulse EOF here is considered as an ideal rectangle pulse. The solution involves solving the linearized Poisson-Boltzmann (P-B) equation, together with the Cauchy momentum equation and the general Maxwell constitutive equation. The results show that the profiles of pulse EOF velocity vary rapidly and gradually stabilize as the increase of time <img src="Edit_440fb0f5-5539-4a78-8311-93b2664c8117.png" alt="" /> within a half period. The velocity profiles at the center of the micro-channel increase significantly with relaxation time <img src="Edit_ffb813ed-0046-40bc-95e6-76057f46ce32.png" alt="" />, especially for the smaller pulse width <em>a</em>. However, as the pulse width <em>a </em>increases, this change will be less obvious. At the same time, the different change frequency of velocity profiles will slow down, which means a long cycle time. Additionally, the time needed to attain the steady status becomes longer with the increase of relaxation time <img src="Edit_d1b31535-84c1-417e-b987-6ca53ab1616b.png" alt="" /> and pulse width <em>a</em>.展开更多
基金the Jiangxi Provincial Natural Scientific Foundation(0211014)Scientific Research Program from Education Office of Jiangxi Province([2005]213)East China Institute of Technology.
文摘This paper develops a numerical method to invert multi-dimensional Laplace transforms. By a variable transform, Laplace transforms are converted to multi-dimensional Hansdorff moment problems so that the numerical solution can be achieved. Stability estimation is also obtained. Numerical simulations show the efficiency and practicality of the method.
文摘The theorems concerning the summation of Fourier series with parameter were given by using Laplace transforms. By means of the known result of Laplace transforms, many new, important problems of summation of Fourier series with parameter in mechanics can be solved.
文摘In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution obtained using the Gaver-Stehfest algorithm, direct Laplace transforms are taken of the numerically inverted transforms to compare with the original function. The numerical direct Laplace transform is implemented with a composite Simpson’s rule. Challenging numerical examples involving periodic and oscillatory functions, are investigated. The numerical examples illustrate the computational accuracy and efficiency of the direct Laplace transform and its inverse due to increasing the precision level and the number of terms included in the expansion. It is found that the number of expansion terms and the precision level selected must be in a harmonious balance in order for correct and stable results to be obtained.
文摘An important problem of actuarial risk management is the calculation of the probability of ruin. Using probability theory and the definition of the Laplace transform one obtains expressions, in the classical risk model, for survival probabilities in a finite time horizon. Then explicit solutions are found with the inversion of the double Laplace transform;using algebra, the Laplace complex inversion formula and Matlab, for the exponential claim amount distribution.
基金This work was partially supported by NSFC(11971045,12071035 and 11971063).
文摘Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y →‖x →F(x+iy)‖Lp(R^(n))‖ L(K)<∞,so A^(p)(B)is a Frechet space with the Heine-Borel property,its topology is induced by a complete invariant metric,is not locally bounded,and hence is not normal.Furthermore,if 1≤p≤2,then the element F of A^(p)(B)can be written as a Laplace transform of some function f∈L(R^(n)).
文摘One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random processes with positive tendency and negative jump in this article. The first passage of the zero level of the process will be included as a random variable. The Laplace transforms for the distribution of this random variable is defined. The parameters of the distribution will be calculated on the basis of the final results.
文摘The present paper deals with the evaluation of the q-Analogues of Laplece transforms of a product of basic analogues of q2-special functions. We apply these transforms to three families of q-Bessel functions. Several special cases have been deducted.
文摘Multidimensional noncommutative Laplace transforms over octonions are studied. Theorems about direct and inverse transforms and other properties of the Laplace transforms over the Cayley-Dickson algebras are proved. Applications to partial differential equations including that of elliptic, parabolic and hyperbolic type are investigated. Moreover, partial differential equations of higher order with real and complex coefficients and with variable coefficients with or without boundary conditions are considered.
文摘Maximum Entropy Empirical Likelihood (MEEL) methods are extended to bivariate distributions with closed form expressions for their bivariate Laplace transforms (BLT) or moment generating functions (BMGF) without closed form expressions for their bivariate density functions which make the implementation of the likelihood methods difficult. These distributions are often encountered in joint modeling in actuarial science and finance. Moment conditions to implement MEEL methods are given and a bivariate Laplace transform power mixture (BLTPM) is also introduced, the new operator generalizes the existing univariate one in the literature. Many new bivariate distributions including infinitely divisible(ID) distributions with closed form expressions for their BLT can be created using this operator and MEEL methods can also be applied to these bivariate distributions.
基金Supported by the National Natural Science Foundation of China(12271062,11731012)by the Hunan Provincial National Natural Science Foundation of China(2019JJ50405)。
文摘The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.
基金supported by NSFC(12071422)Zhejiang Province Science Foundation of China(LY14A010018)。
文摘The functions studied in the paper are the quaternion-valued functions of a quaternionic variable.It is shown that the left slice regular functions and right slice regular functions are related by a particular involution,and that the intrinsic slice regular functions play a central role in the theory of slice regular functions.The relation between left slice regular functions,right slice regular functions and intrinsic slice regular functions is revealed.As an application,the classical Laplace transform is generalized naturally to quaternions in two different ways,which transform a quaternion-valued function of a real variable to a left or right slice regular function.The usual properties of the classical Laplace transforms are generalized to quaternionic Laplace transforms.
文摘Here is introduced some novel algorithms which made use of polygarnma functions to get the exact limits of a broad class of infinite series. Moreover, Laplace transform is used to find the sum of many convergent infinite series. These exact limits are found in different branches of physics for some special cases series and are in complete agreement with the values found by other authors. Moreover, the methods presented here are generalized and applied to other wide variety of sums, including alternating series. Finally, these methods are simple and quite powerful to calculate the limits of many convergent series as you can see from the examples included.
基金Supported by the National Natural Science Foundation of China (10371092)
文摘This paper introduces some concepts such as q- process in random environment, Laplace transformation, ergodic potential kernel, error function and some basic lemmas.We study the continuity and Laplace transformation of random transition function. Finally, we give the sufficient condition for the existence of ergodic potential kernel for homogeneous q- processes in random environments.
文摘This paper analyzes the long-run effects and short-run effects of foreign aid on the domestic economy by using the Hamilton system and Laplace transform. It is found that an increase in the foreign aid has no long-run effect on the foreigll borrowing, domestic capital accumulation and the foreign direct investment in the home country, but increases the steady-state consumption level the same amount. However, the short-run analysis presents that increasing foreign aid does not affect the initial consumptioll level and the initial consumption increase rate; but it affects the initial savings positively.
文摘Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception of a finite number of isolated singularities, and for P>o, if then where z=Rei and CR is the open semicircle in the upper half of the z plane.With the extended Jordan's lemma one can find that Laplace transform and Fourier transform are a pair of integral transforms which relate to each other.
文摘In this paper, the Combined Laplace Transform-Adomian Decomposition Method is used to solve nth-order integro-differential equations. The results show that the method is very simple and effective.
基金the National Natural Science Foundation of China(No.91753118 and No.21773012)the Fundamental Research Funds for Central Universities。
文摘Two-dimensional Fourier transform(2D FT) spectroscopy is an important technology that developed in recent decades and has many advantages over other ultrafast spectroscopy methods. Although 2D FT spectroscopy provides great opportunities for studying various complex systems, the experimental implementation and theoretical description of 2D FT spectroscopy measurement still face many challenges, which limits their wide application.Recently, the 2D FT spectroscopy reaches maturity due to many new developments which greatly reduces the technical barrier in the experimental implementation of the 2D FT spectrometer. There have been several different approaches developed for the optical design of the 2D FT spectrometer, each with its own advantages and limitations. Thus, a procedure to help an experimentalist to build a 2D FT spectroscopy experimental apparatus is needed.This tutorial review is intending to provide an accessible introduction for a beginner to build a 2D FT spectrometer.
文摘In this article, authors study the growth of Laplace-Stieltjes transform with zero order convergent in the right half-plane, define the exponential order and the exponential low order, and find the relations between them. Some results similar to Dirichlet series are obtained.
基金supported by the Scientific and Technical Research Council of Turkey
文摘We intend to realize the step-up and step-down operators of the potential V (x) = V1 e 2βx+V2 e βx. It is found that these operators satisfy the commutation relations for the SU(2) group. We find the eigenfunctions and the eigenvalues of the potential by using the Laplace transform approach to study the Lie algebra satisfied the ladder operators of the potential under consideration. Our results are similar to the ones obtained for the Morse potential (β→β).
文摘A semi-analytical solution is presented using method of Laplace transform for the transient pulse electroosmotic flow (EOF) of Maxwell fluid in a circular micro-channel. The driving mode of pulse EOF here is considered as an ideal rectangle pulse. The solution involves solving the linearized Poisson-Boltzmann (P-B) equation, together with the Cauchy momentum equation and the general Maxwell constitutive equation. The results show that the profiles of pulse EOF velocity vary rapidly and gradually stabilize as the increase of time <img src="Edit_440fb0f5-5539-4a78-8311-93b2664c8117.png" alt="" /> within a half period. The velocity profiles at the center of the micro-channel increase significantly with relaxation time <img src="Edit_ffb813ed-0046-40bc-95e6-76057f46ce32.png" alt="" />, especially for the smaller pulse width <em>a</em>. However, as the pulse width <em>a </em>increases, this change will be less obvious. At the same time, the different change frequency of velocity profiles will slow down, which means a long cycle time. Additionally, the time needed to attain the steady status becomes longer with the increase of relaxation time <img src="Edit_d1b31535-84c1-417e-b987-6ca53ab1616b.png" alt="" /> and pulse width <em>a</em>.
