Výsledky vyhledávání - "Laplace inversion algorithms"
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Comparative investigation of numerical methods for incorporating real climate data into thermal quadrupole models for building wall applications: fitting techniques, and Laplace inversion algorithms
ISSN: 1290-0729Vydáno: Elsevier Masson SAS 01.02.2026Vydáno v International journal of thermal sciences (01.02.2026)“…The thermal quadrupole method provides the advantage of expressing the partial differential formulation of the heat equation as a linear system in transformed…”
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Pricing vulnerable lookback options using Laplace transforms
ISSN: 0377-0427Vydáno: Elsevier B.V 01.12.2024Vydáno v Journal of computational and applied mathematics (01.12.2024)“… Our approach relies on applying Laplace transforms to establish a closed-form solution and compute them numerically using Laplace inversion algorithms…”
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Effective behavior of viscoelastic composites: comparison of Laplace–Carson and time-domain mean-field approach
ISSN: 0939-1533, 1432-0681Vydáno: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2022Vydáno v Archive of applied mechanics (1991) (01.08.2022)“…The paper focuses on deriving the macroscale viscoelastic constitutive laws using asymptotic expansion method. Both the differential and integral form of the…”
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Thermal analysis of MHD convective slip transport of fractional Oldroyd-B fluid over a plate
ISSN: 1385-2000, 1573-2738Vydáno: Dordrecht Springer Netherlands 01.06.2022Vydáno v Mechanics of time-dependent materials (01.06.2022)“… Moreover, computed solutions of velocity and energy fields are authenticated by Durbin’s and Zakian’s Laplace inversion algorithms…”
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Application of the Post-Widder Laplace inversion algorithm to postseismic rebound models
ISSN: 0096-3941Vydáno: 26.12.2006Vydáno v Eos (Washington, D.C.) (26.12.2006)“…The computation of global postseismic rebound in a spherically symmetric, stratified, self-gravitating Earth with Maxwell viscoelastic rheology can be carried…”
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Learning from DPPs via Sampling: Beyond HKPV and symmetry
ISSN: 2331-8422Vydáno: Ithaca Cornell University Library, arXiv.org 08.07.2020Vydáno v arXiv.org (08.07.2020)“…Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the…”
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Novel multi-physics simulation of transient dynamics in functionally graded porous multiferroic cylindrical shells under moving heat flux: A magneto-electro-thermoelastic analysis
ISSN: 0141-0296Vydáno: Elsevier Ltd 01.01.2025Vydáno v Engineering structures (01.01.2025)“…Cylindrical structures, such as pipelines in power plants and novel energy-harvesting devices that combine flexible piezoelectric/piezomagnetic layers with…”
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Analytical solutions for a soil vapor extraction model that incorporates gas phase dispersion and molecular diffusion
ISSN: 0022-1694, 1879-2707Vydáno: Netherlands Elsevier B.V 01.06.2017Vydáno v Journal of hydrology (Amsterdam) (01.06.2017)“…•Analytical model for soil vapor extraction in vadose zone.•Mechanical dispersion and molecular diffusion in gas phase.•Insights into process of soil vapor…”
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Dynamic response of cracked non‐homogeneous magneto‐electro‐elastic layer sandwiched by two dissimilar orthotropic layers
ISSN: 8756-758X, 1460-2695Vydáno: Oxford Wiley Subscription Services, Inc 01.05.2022Vydáno v Fatigue & fracture of engineering materials & structures (01.05.2022)“…This paper is concerned with the transient response of cracked functionally graded magneto‐electro‐elastic layer (FGMEE) bonded between dissimilar orthotropic…”
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Efficient and accurate simulation of the stochastic-alpha-beta-rho model
ISSN: 0377-2217Vydáno: Elsevier B.V 16.02.2026Vydáno v European journal of operational research (16.02.2026)“…We propose an efficient, accurate and reliable simulation scheme for the stochastic-alpha-beta-rho (SABR) model. The two challenges of the SABR simulation lie…”
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A Laplace-transform boundary element model for pumping tests in irregularly shaped double-porosity aquifers
ISSN: 0022-1694, 1879-2707Vydáno: Elsevier B.V 01.12.2018Vydáno v Journal of hydrology (Amsterdam) (01.12.2018)“…•A novel BEM model in irregularly shaped double-porosity aquifers are developed.•The effect of a mixed boundary condition on drawdown is not negligible.•The…”
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Generalized Finite Integration Method with Laplace transform for European option pricing under Black–Scholes and Heston models
ISSN: 0955-7997Vydáno: Elsevier Ltd 01.07.2024Vydáno v Engineering analysis with boundary elements (01.07.2024)“… From numerical Laplace inversion algorithm, we restore the required time-dependent option price…”
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The dynamical behavior of rodlike polymers in concentrated solutions
ISBN: 9798207603841Vydáno: ProQuest Dissertations & Theses 01.01.1990“… Size distributions may be obtained by Laplace inversion of the correlation functions, with excellent agreement among the various Laplace inversion algorithms…”
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Options on realized variance by transform methods: a non-affine stochastic volatility model
ISSN: 1469-7688, 1469-7696Vydáno: Bristol Routledge 01.11.2012Vydáno v Quantitative finance (01.11.2012)“…In this paper we study the pricing and hedging of options on realized variance in the 3/2 non-affine stochastic volatility model by developing efficient…”
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Three-dimensional elastodynamic solution for an arbitrary thick FGM rectangular plate resting on a two parameter viscoelastic foundation
ISSN: 0263-8223, 1879-1085Vydáno: Elsevier Ltd 01.09.2012Vydáno v Composite structures (01.09.2012)“… and Durbin’s numerical Laplace inversion algorithm. Numerical calculations are carried out for the transient displacement and stress responses of aluminum-zirconia FGM…”
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Semi-analytical model for pumping tests in discretely fractured aquifers
ISSN: 0022-1694, 1879-2707Vydáno: Elsevier B.V 01.02.2021Vydáno v Journal of hydrology (Amsterdam) (01.02.2021)“…•A novel semi-analytical model in discretely fractured aquifers is developed.•The influence of discrete fracture parameters on drawdown is remarkable.•More dip…”
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Impact response of a finite crack in the presence of magnetic field
ISSN: 0013-7944, 1873-7315Vydáno: New York Elsevier Ltd 01.08.2021Vydáno v Engineering fracture mechanics (01.08.2021)“…•Problem is imposed of an infinite medium with a crack under normal and shear impact.•Analytic form of SIF and COD have been obtained using the asymptotic…”
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Quantifying uncertainty in NMR T2 spectra using Monte Carlo inversion
ISSN: 1096-0856, 1096-0856Vydáno: United States 01.01.2009Vydáno v Journal of magnetic resonance (1997) (01.01.2009)“…Relaxation and diffusion data are often analyzed using a Laplace inversion algorithm that incorporates regularization…”
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MAS-NMR of Pyr13Tf2N and Pyr16Tf2N Ionic Liquids Confined to Carbon Black: Insights and Pitfalls
ISSN: 1420-3049, 1420-3049Vydáno: 05.11.2021Vydáno v Molecules (Basel, Switzerland) (05.11.2021)“…). Data were processed using a sensitivity weighted Laplace inversion algorithm without non-negativity constraint…”
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Quantifying uncertainty in NMR T 2 spectra using Monte Carlo inversion
ISSN: 1090-7807, 1096-0856Vydáno: Elsevier Inc 2009Vydáno v Journal of magnetic resonance (1997) (2009)“…Relaxation and diffusion data are often analyzed using a Laplace inversion algorithm that incorporates regularization…”
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