拉普拉斯反变换的计算

在工程以及其它应用领域中常遇到求拉普拉斯反变换的问题.本文将拉普拉斯变换与它在工程中应用相结合,详细介绍了计算拉普拉斯反变换的几种有趣且行之有效的方法.     

应用拉普拉斯变换解决高等数学中的一些问题

拉普拉斯变换是积分变换的重要内容,不仅是学习后续专业课的重要数学工具,同时在数学的其他分支中也有重要的应用.本文利用拉普拉斯变换解决高等数学中的两类问题,并给出例题.     

拉普拉斯变换微分性质的若干应用

给出拉普拉斯变换微分性质在求解拉普拉斯变换和拉普拉斯逆变换时的三个应用,并分别给出相应算例.     

具有随机收入的扰动更新风险模型(英文)

本文研究了一类随机收入的扰动更新风险模型的破产问题.运用拉普拉斯变换以及拉格朗日差值公式得到了Gerber-Shiu函数的拉普拉斯变换的渐近表达式,推广了文献[4]中的结论.     

第二拉普拉斯变换及其应用

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

观察时间服从Erlang(n)分布的对偶模型红利支付

本文研究了观察时间服从Erlang（n）分布的对偶模型红利支付问题.在收益额的拉普拉斯变换是有理拉普拉斯变换的情况下,获得了破产之前总贴现红利V（u;b）的求解方法.该结果推广了文献[8]的相应结论.     

关于拉普拉斯变换中的几个问题

<正> 本文着重讨论了拉普拉斯变换中的两个问题,一个是关于拉普拉斯变换的概念,另一个是关于初值定理与终值定理。1 拉普拉斯普换概念1.拉普拉斯变换定义:在富氏变换存在定理中,不仅要求函数f(t)在任一有限区间上满足狄利克雷条件,且还要求它在(-∞,     

一类索赔相关且带干扰的风险模型

该文讨论了索赔时间间隔与索赔量相关且带干扰的风险模型. 借助拉普拉斯变换研究了此模型的破产时刻、破产前瞬间盈余及破产时赤字三者的联合分布,得到了此联合分布拉普拉斯变换的一个分析表达式并讨论了当初始盈余值趋于无穷大时,此联合分布的渐近表达式.     

带扰动的两类索赔风险模型的罚金折扣函数

考虑带扰动的两类索赔风险模型.两类索赔来到的计数过程分别为独立的Poisson过程和广义Erlang(n)过程.得到了此模型的罚金折扣函数的拉普拉斯变换,并且当两类索赔额分布密度的拉普拉斯变换均为有理函数时,给出了罚金折扣函数的具体表达式.     

中立型分数阶偏微分方程的振动性（英文）

本文研究了一类中立型分数阶偏微分方程的振动性,利用积分平均值方法和拉普拉斯变换,得到了方程振动新的准则,推广了中立型偏微分方程振动的一些经典结论.     

基于直接数值积分的Laplace逆变换方法的比较研究

为了探讨各种数值积分方法,如梯形公式、Simpson法、Gauss积分方法和振荡函数积分方法等,在数值Laplace逆变换中的应用效果,本文进行了基于各种离散数值积分公式的Laplace逆变换方法的比较研究,涉及到24种方法,针对Davies和Martin的16个考题,给出了数值比较结果,得出了一些新的结论。     

On a compound Poisson risk model with delayed claims and random incomes

The main focus of this paper is to analyze the Gerber-Shiu penalty function of a compound Poisson risk model with delayed claims and random incomes. It is assumed that every main claim will produce a by-claim which can be delayed with a certain probability. We derive the integral equation satisfied by the Gerber-Shiu penalty function. Given that the premium size is exponentially distributed, the explicit expression for the Laplace transform of the Gerber-Shiu penalty function is derived. Finally, when the premium sizes have rational Laplace transforms, we also obtain the Laplace transform of the Gerber-Shiu penalty function.     

Transient elastodynamic three-dimensional problems in cracked bodies

The general formulation of the transient elastodynamic second boundary value problem in an isotropic linear elastic body with a crack of arbitrary shape by combining the boundary integral equation method and the Laplace transform with respect to time is presented in this paper. Both finite and infinite elastic bodies are considered. A numerical solution of the transformed boundary integral equations is proposed.     

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.     

A reliable treatment of Abel’s second kind singular integral equations

The central idea of this paper is to construct a new mechanism for the solution of Abel’s type singular integral equations that is to say the two-step Laplace decomposition algorithm. The two-step Laplace decomposition algorithm (TSLDA) is an innovative adjustment in the Laplace decomposition algorithm (LDA) and makes the calculation much simpler. In this piece of writing, we merge the Laplace transform and decomposition method and present a novel move toward solving Abel’s singular integral equations.     

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.     

Tests of fit for the Rayleigh distribution based on the empirical Laplace transform

In this paper a class of goodness-of-fit tests for the Rayleigh distribution is proposed. The tests are based on a weighted integral involving the empirical Laplace transform. The consistency of the tests as well as their asymptotic distribution under the null hypothesis are investigated. As the decay of the weight function tends to infinity the test statistics approach limit values. In a particular case the resulting limit statistic is related to the first nonzero component of Neyman’s smooth test for this distribution. The new tests are compared with other omnibus tests for the Rayleigh distribution.     

有限分形介质中分数阶反应扩散方程及其解析解

建立了有限分形介质中具有吸附效应的分数阶反应扩散积分方程.利用Lap lace变换、广义有限H ankel变换及其相应的逆变换得到了以M ittag-Leffler函数为主要形式的解析解,并研究了解的渐近性态.     

α次导数与Cauchy型积分

定义Laplace变换的像函数的任意实数次导数,同时给出了α次导数的性质,并建立了它和复围道积分的联系,给出了一类Cauchy型积分的计算公式.     

Application of high order numerical quadratures to numerical inversion of the Laplace transform

In this paper, new algorithms are proposed for Fredholm integral equations of the first kind corresponding to the inverse Laplace transform. We apply high order numerical quadratures to the truncated integral equation and apply regularization to the discretized linear systems. The resulted regularized least square problems are then solved by the reduced QR factorization method. Several examples taken from the literature are tested. Numerical results show that the approximate inverse Laplace transform obtained by our approach can be very accurate.