Review of inverse Laplace transform algorithms for Laplace-space numerical approaches

A boundary element method (BEM) simulation is used to compare the efficiency of numerical inverse Laplace transform strategies, considering general requirements of Laplace-space numerical approaches. The two-dimensional BEM solution is used to solve the Laplace-transformed diffusion equation, producing a time-domain solution after a numerical Laplace transform inversion. Motivated by the needs of numerical methods posed in Laplace-transformed space, we compare five inverse Laplace transform algorithms and discuss implementation techniques to minimize the number of Laplace-space function evaluations. We investigate the ability to calculate a sequence of time domain values using the fewest Laplace-space model evaluations. We find Fourier-series based inversion algorithms work for common time behaviors, are the most robust with respect to free parameters, and allow for straightforward image function evaluation re-use across at least a log cycle of time.     

Spline regularization of numerical inversion of Mellin transform

A method is described for inverting the Mellin transform which uses an expansion in Laguerre polynomials and converts the Mellin transform to the Laplace transform, then the Laplace transform is converted to the first kind convolution integral equation by a suitable substitution. The integral equation so obtained is an ill-posed problem and we use the spline regularization to solve it. The performance of the method is illustrated by the inversion of the test functions available in the literature [J. Inst. Math. & Appl. 20 (1977), p. 73], [J. Math. Comp. 53 (1989), p. 589], [J. Sci. Stat. Comp. 4 (1983), p. 164]. The effectiveness of the method is shown by results obtained demonstrated by means of tables and diagrams.     

A new construction of the Clifford-Fourier kernel

In this paper, we develop a new method based on the Laplace transform to study the Clifford-Fourier transform. First, the kernel of the Clifford-Fourier transform in the Laplace domain is obtained. When the dimension is even, the inverse Laplace transform may be computed and we obtain the explicit expression for the kernel as a finite sum of Bessel functions. We equally obtain the plane wave decomposition and find new integral representations for the kernel in all dimensions. Finally we define and compute the formal generating function for the even dimensional kernels.     

New quadrature formulas for the numerical inversion of the Laplace transform

New quadrature formulas for the evaluation of the Bromwich integral, arising in the inversion of the Laplace transform are discussed. They are obtained by optimal addition of abscissas to Gaussian quadrature formulas. A table of abscissas and weights is given.     

On the functional properties of the confluent hypergeometric zeta-function

A zeta-function associated with Kummer’s confluent hypergeometric function is introduced as a classical Dirichlet series. An integral representation, a transformation formula, and relation formulas between contiguous functions and one generalization of Ramanujan’s formula are given. The inverse Laplace transform of confluent hypergeometric functions is essentially used to derive the integral representation.     

On the transmission problem of the helmholtz equation for quadrants

The plane transmission problem of the Helmholtz equation for quadrants is characterized by a one-dimensional singular integral equation, which refers to the Fourier transform of the normal derivative of the solution along the x-axis. It is derived by solving the transmission problem for the upper and the lower half-plane involving a Neumann condition at y = 0. This is done by a two-dimensional Laplace transform technique. The inverse Laplace transform with respect to the second cartesian coordinate and the restriction of this one to y = 0 then lead to the integral equation. Thereby the transmission conditions of the original problem at y = 0 have to be taken into account. The resulting integral equation is of generalized Wiener-Hopf-type. It is solved via the contraction theorem imposing restricting conditions on the wave numbers.     

AIR Tools II: algebraic iterative reconstruction methods,improved implementation

This paper is devoted to designing a practical algorithm to invert the Laplace transform by assuming that the transform possesses the Puiseux expansion at infinity. First, the general asymptotic expansion of the inverse function at zero is derived, which can be used to approximate the inverse function when the variable is small. Second, an inversion algorithm is formulated by splitting the Bromwich integral into two parts. One is the main weakly oscillatory part, which is evaluated by a composite Gauss–Legendre rule and its Kronrod extension, and the other is the remaining strongly oscillatory part, which is integrated analytically using the Puiseux expansion of the transform at infinity. Finally, some typical tests show that the algorithm can be used to invert a wide range of Laplace transforms automatically with high accuracy and the output error estimator matches well with the true error.     

第二拉普拉斯变换及其应用

本文提出了一种新的积分变换——第二拉普拉斯变换,大家所熟悉的单边拉普拉斯变换为本变换的一种特殊情况．关于第二拉普拉斯变换的应用,本文举例说明     

N-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media

In this paper we present a time fractional Fokker-Planck equation (fFPE) for radial two-phase flow of liquid and gas in porous media. The fFPE of order α is solved for both two- and three-dimensional flow patterns using the Laplace transform method. The general solutions of the fFPE for both two- and three- dimensional flows are given as a convolution integral of the input and a kernel in the Laplace domain. Special solutions for a large value and a periodic boundary condition are also given in the time domain when the inverse Laplace transform can be found analytically. The fFPE for two-phase flow in porous media presented in this paper is the first report of its kind.     

剪切载荷作用下含损伤胶接材料界面动应力强度因子的研究

主要针对剪切载荷作用下,胶接材料接合区域界面裂纹尖端动态应力强度因子进行了分析,其中考虑了裂尖区域的损伤．通过积分变换,引入位错密度函数,奇异积分方程被简化为代数方程,并采用配点法求解;最后经过Laplace逆变换,得到动态应力强度因子的时间响应．Ⅱ型动应力强度因子随着黏弹性胶层的剪切松弛参量、弹性基底的剪切模量和Poisson比的增加而增大;随膨胀松弛参量的增加而减小．损伤屏蔽发生在裂纹扩展的起始阶段．裂纹尖端的奇异性指数(-0.5)是与材料参数、损伤程度和时间无关的,而振荡指数由黏弹性材料参数控制．     

Magnetoelectroelastodynamic interaction of multiple arbitrarily oriented planar cracks

The problem of multiple arbitrarily oriented planar cracks in an infinite magnetoelectroelastic space under dynamic loadings is considered. An explicit solution to the problem is given in the Laplace transform domain in terms of suitable exponential Fourier integral representations. The unknown functions in the Fourier integrals are directly related to the Laplace transform of the jumps in the displacements, electric potential and magnetic potential across opposite crack faces and are to be determined by solving a system of hypersingular integral equations. Once the hypersingular integral equations are solved, the displacements, electric potential, magnetic potential and other quantities of interest such as the crack tip intensity factors may be easily computed in the Laplace transform domain and recovered in the physical space with the help of a suitable algorithm for inverting Laplace transforms.     

Quadrature formulas for the Laplace and Mellin transforms

A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the integral Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula for the two-sided Laplace transform if the function to be transformed falls off rapidly to zero and satisfies given conditions of integrability, achieving convergence also for singular functions. The inversion formula becomes a quadrature formula for the Bromwich integral. The use of asymptotic formulae yields an algorithm to compute the discrete Laplace transform by using only exponentials.     

Stabilization and error bounds for the inverse laplace transform

We present some theorems on the stabilization of the inverse Laplace transform. We assume the Laplace transform is measured at N points to within some error ?. We prove error bounds for the inverse Laplace transform in terms of ? and N, under suitable a-priori constraints. This is achieved by proving parallel stabilization results for a related Hausdorff moment problem.     

A novel mollifier inversion scheme for the Laplace transform

In this article we present a novel inversion method for the Laplace transform for non‐equidistant scanning points applying the approximate inverse to this transform. The approximate inverse is a regularization technique for inverse problems based on evaluations of scalar products of the given data with so called reconstruction kernels. Each kernel solves a system of linear equations defined by the adjoint of the Laplace transform and dilatation invariant mollifiers, which are designed articularly for this operator. The paper includes numerical results.     

A regularization method for approximating the inverse Laplace transform

A new method for approximating the inerse Laplace transform is presented. We first change our Laplace transform equation into a convolution type integral equation, where Tikhonov regularization techniques and the Fourier transformation are easily applied. We finally obtain a regularized approximation to the inverse Laplace transform as finite sum     

The numerical inversion of the Laplace transform in reproducing kernel Hilbert spaces for ill-posed problems

In this paper we have converted the Laplace transform into an integral equation of the first kind of convolution type, which is an ill-posed problem, and used a statistical regularization method to solve it. The method is applied to three examples. It gives a good approximation to the true solution and compares well with the method given by Rodriguez.     

Contour integral method for European options with jumps

We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace transform method. The domain decomposition method divides the original domain into sub-domains where the solution is approximated by using piecewise high order rational interpolants on a Chebyshev grid points. This set of points are suitable for the approximation of the convolution integral using Gauss–Legendre quadrature method. The resulting discrete problem is solved by the numerical inverse Laplace transform using the Bromwich contour integral approach. Through rigorous error analysis, we determine the optimal contour on which the integral is evaluated. The numerical results obtained are compared with those obtained from conventional methods such as Crank–Nicholson and finite difference. The new approach exhibits spectrally accurate results for the evaluation of options and associated Greeks. The proposed method is very efficient in the sense that we can achieve higher order accuracy on a coarse grid, whereas traditional methods would required significantly more time-steps and large number of grid points.     

The impact of a plane punch on an elastic half-plane

The transient dynamic contact problem of the impact of a plane absolutely rigid punch on an elastic half-plane is considered. The solution of the integral equation of this problem in terms of the unknown Laplace transform of the contact stresses at the punch base is constructed by a special method of successive approximations. The solution of the transient dynamic contact problem is obtained after applying an inverse Laplace transformation to the solution of the integral equation over the whole time range of the impact process, and the law of the penetration of the punch into the elastic medium is determined from a Volterra-type integrodifferential equation. The conditions for the punch to begin to separate from the elastic half-plane are formulated from the solution obtained, and all the stages of the separation process are investigated in detail. The law of the punch motion on the elastic half-plane and the width of the contact area, which varies during the separation, are then determined from the solution of the Volterra-type integrodifferential equation when an additional condition is satisfied.     

The modified algorithm for the differential transform method to solution of Genesio systems

In this article, approximate analytical solution of chaotic Genesio system is acquired by the modified differential transform method (MDTM). The differential transform method (DTM) is mentioned in summary. MDTM can be obtained from DTM applied to Laplace, inverse Laplace transform and Padé approximant. The MDTM is used to increase the accuracy and accelerate the convergence rate of truncated series solution getting by the DTM. Results are given with tables and figures.     

The inverse laplace transform of some analytic functions with an application to the eternal solutions of the Boltzmann equation

When the Laplace transform F(p) of a function f(x) has no poles but is singular only on the real negative semiaxis because of a cut required to make it single-valued, the inverse transform f(x) can easily be computed by means of the integral of a real-valued function. This result is applied to the calculation of a class of exact eternal solutions of the Boltzmann equation, recently found by the authors. The new approach makes it easier to prove that these solutions are positive, as well as to study their asymptotics.