The differential equations on time scales through impulsive differential equations

In this paper we investigate differential equations on certain time scales with transition conditions (DETC) on the basis of reduction to the impulsive differential equations (IDE). DETC are in some sense more general than dynamic equations on time scales [M. Bohner, A. Peterson, Dynamic equations on time scales, in: An Introduction With Applications, Birkhäuser Boston, Inc., Boston, MA, 2001, p. x+358; V. Laksmikantham, S. Sivasundaram, B. Kaymakcalan, Dynamical Systems on Measure Chains, in: Math. and its Appl., vol. 370, Kluwer Academic, Dordrecht, 1996]. The basic properties of linear systems, the existence and stability of periodic solutions, and almost periodic solutions are considered. Appropriate examples are given to illustrate the theory.     

The h-Laplace and q-Laplace transforms

Starting with a general definition of the Laplace transform on arbitrary time scales, we specify the particular concepts of the h-Laplace and q-Laplace transforms. The convolution and inversion problems for these transforms are considered in some detail.     

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.     

Fractional extensions of some boundary value problems in oil strata

In the present paper, we solve three boundary value problems related to the temperature field in oil strata — the fractional extensions of the incomplete lumped formulation and lumped formulation in the linear case and the fractional generalization of the incomplete lumped formulation in the radial case. By using the Caputo differintegral operator and the Laplace transform, the solutions are obtained in integral forms where the integrand is expressed in terms of the convolution of some auxiliary functions of Wright function type. A generalization of the Laplace transform convolution theorem, known as Efros’ theorem is widely used.     

An error analysis of Runge–Kutta convolution quadrature

An error analysis is given for convolution quadratures based on strongly A-stable Runge–Kutta methods, for the non-sectorial case of a convolution kernel with a Laplace transform that is polynomially bounded in a half-plane. The order of approximation depends on the classical order and stage order of the Runge–Kutta method and on the growth exponent of the Laplace transform. Numerical experiments with convolution quadratures based on the Radau IIA methods are given on an example of a time-domain boundary integral operator.     

Laguerre transformation as a tool for the numerical solution of integral equations of convolution type

A novel transform is presented which maps continuum functions (such as probability densities) into discrete sequences and permits rapid numerical calculation of convolutions, multiple convolutions, and Neumann expansions for Volterra integral equations. The transform is based on the Laguerre polynomials, associated Laguerre functions and their simple convolution properties. A second transform employs Erlang functions as elements of the basis. The limitations and advantages of the two transforms are discussed. Numerical inversion of Laplace transforms relates simply to the Erlang transform. The deconvolution of two functions, i.e., the solution of a(t) = x(t)*b(t), may also be obtained quickly in this way.     

A generalized Fourier transform and convolution on time scales

In this paper, we develop some important Fourier analysis tools in the context of time scales. In particular, we present a generalized Fourier transform in this context as well as a critical inversion result. This leads directly to a convolution for signals on two (possibly distinct) time scales as well as several natural classes of time scales which arise in this setting: dilated, closed under addition, and additively idempotent. We explore the properties of these time scales and demonstrate the utility of these concepts in discrete convolution, Mellin convolution, and transformations of a random variable.     

The two-sided Laplace transformation over the Cayley-Dickson algebras and its applications

This paper is devoted to the noncommutative version of the Laplace transformation. New types of direct and inverse transformations of the Laplace type over general Cayley-Dickson algebras, in particular, the skew field of quaternions and the octonion algebra are investigated. Examples are given. Theorems about properties of such transformations and also theorems about images and originals in conjunction with the operations of multiplication, differentiation, integration, convolution, shift, and homothety are proved. Applications are given to a solution of differential equations over the Cayley-Dickson algebras. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 52, Functional Analysis, 2008.     

On one class of differential operators and their application

We use a generalized differentiation operator to construct a generalized shift operator, which makes it possible to define a generalized convolution operator in the space H(?). Next, we consider the characteristic function of this operator and introduce a generalized Laplace transform. We study the homogeneous equation of the generalized convolution operator, investigate its solvability, and consider the multipoint Vallée Poussin problem.     

Admissibility of Control Operators in UMD Spaces and the Inverse Laplace Transform

This paper investigates the admissibility of control and observation operators in UMD spaces. Necessary and/or sufficient conditions for unbounded control operators to be admissible and weakly admissible in the Salamon–Weiss sense are presented. This is illustrated by an example which shows that the UMD-property is essential. In particular, we get a direct proof of the known result of Driouich and and El-Mennaoui (Arch Math 72:56–63, 1999) on the validity of the inverse formula of the Laplace transform for C ₀-semigroups on UMD-spaces and in Hilbert spaces, as proved earlier by Yao (SIAM J Math Anal 26(5):1331–1341, 1995). We outline how these results can be used to prove a partial validity of the inverse Laplace transform for semigroups in general Banach spaces. In particular, we obtain the result on the inverse Laplace transform due to Hille and Philllips (Am Math Soc Transl Ser 2, 1957).     

Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model

S. G. Kou and H. Wang [First passage times of a jump diffusion process, Adv. Appl. Probab. 35 (2003) 504–531] give expressions of both the real Laplace transform of the distribution of first passage time and the real Laplace transform of the joint distribution of the first passage time and the running maxima of a jump-diffusion model called Kou model. These authors invert the former Laplace transform by using Gaver-Stehfest algorithm, and for the latter they need a large computing time with an algebra computer system. In the present paper, we give a much simpler expression of the Laplace transform of the joint distribution, and we also show, using Complex Analysis techniques, that both Laplace transforms can be extended to the complex plane. Hence, we can use inversion methods based on the complex inversion formula or Bromwich integral which are very efficent. The improvement in the computing times and accuracy is remarkable.     

Some new oscillation results for a nonlinear dynamic system on time scales

We study the oscillation of a system of two first order nonlinear equations on time scales. This form includes the classical Emden-Fowler differential equation and many of its extensions. We generalize some well-known results of Atkinson, Bohner, Erbe, Peterson and others. We illustrate the results by several examples, including a superlinear Emden-Fowler dynamic system.     

Linearized viscoelastic Oldroyd fluid motion in an almost periodic environment

In most of the linear homogenization problems involving convolution terms so far studied, the main tool used to derive the homogenized problem is the Laplace transform. Here we propose a direct approach enabling one to tackle both linear and nonlinear homogenization problems that involve convolution sequences without using Laplace transform. To illustrate this, we investigate in this paper the asymptotic behavior of the solutions of a Stokes–Volterra problem with rapidly oscillating coefficients describing the viscoelastic fluid flow in a fixed domain. Under the almost periodicity assumption on the coefficients of the problem, we prove that the sequence of solutions of our ?‐problem converges in L² to a solution of a rather classical Stokes system. One important fact is that the memory disappears in the limit. To achieve our goal, we use some very recent results about the sigma‐convergence of convolution sequences. Copyright © 2013 John Wiley & Sons, Ltd.     

Occupation times of spectrally negative Lévy processes with applications

In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative Lévy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes. The results are expressed in terms of the so-called scale functions of the spectrally negative Lévy process and its Laplace exponent. Applications to insurance risk models are also presented.     

On the quadrature error in operational quadrature methods for convolutions

Summary We analyze the quadrature error associated with operational quadrature methods for convolution equations. The assumptions are that the convolution kernel is inL ¹ and that its Laplace transform is analytic and bounded in an obtuse sector of the complex plane. Under these circumstances the Laplace transform has a slow variation property which admits a Fourier analysis of the quadrature error. We provide generalL ^p error estimates assuming suitable smoothness conditions on the function under convolution.     

On a generalization of W.A.J. Luxemburg's asymptotic problem concerning the Laplace transform

In this paper we prove a more general case of Luxemburg's asymptotic problem concerning the Laplace transform: The problem deals with the conservation of a certain asymptotic behavior of a function at infinity, under analytic transformation of its Laplace transform. The theory of commutative Banach algebras tells us that the problem is equivalent to a family of special cases of the original problem, viz. a set of convolution integral equations, parametrized by a complex variable λ. For ∥ λ ∥ large enough, we may use Luxemburg's original result, and for other λ we modify the integral equations, and apply a modification of Luxemburg's result.     

On the M/G/2 queeing model

The M/G/2 queueing model with service time distribution a mixture of m negative exponential distributions is analysed. The starting point is the functional relation for the Laplace–Stieltjes transform of the stationary joint distribution of the workloads of the two servers. By means of Wiener–Hopf decompositions the solution is constructed and reduced to the solution of m linear equations of which the coefficients depend on the zeros of a polynome. Once this set of equations has been solved the moments of the waiting time distribution can be easily obtained. The Laplace–Stieltjes transform of the stationary waiting time distribution has been derived, it is an intricate expression.     

On Segal�CBargmann analysis for finite Coxeter groups and its heat kernel

We prove identities involving the integral kernels of three versions (two being introduced here) of the Segal?CBargmann transform associated to a finite Coxeter group acting on a finite dimensional, real Euclidean space (the first version essentially having been introduced around the same time by Ben Sa?d and ?rsted and independently by Soltani) and the Dunkl heat kernel, due to R?sler, of the Dunkl Laplacian associated with the same Coxeter group. All but one of our relations are originally due to Hall in the context of standard Segal?CBargmann analysis on Euclidean space. Hall??s results (trivial Dunkl structure and arbitrary finite dimension) as well as our own results in???-deformed quantum mechanics (non-trivial Dunkl structure, dimension one) are particular cases of the results proved here. So we can understand all of these versions of the Segal?CBargmann transform associated to a Coxeter group as Hall type transforms. In particular, we define an analogue of Hall??s Version C generalized Segal?CBargmann transform which is then shown to be Dunkl convolution with the Dunkl heat kernel followed by analytic continuation. In the context of Version C we also introduce a new Segal?CBargmann space and a new transform associated to the Dunkl theory. Also we have what appears to be a new relation in this context between the Segal?CBargmann kernels for Versions A and C.     

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.