Related papers: Laplace transformation method for the Black-Schole…
A new numerical method is developed to approximate the solution of Laplace's equation in the exterior of the sphere with a strongly nonlinear boundary value of oblique type. A functional analysis attempt to solve this type of boundary…
Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation.…
The eigenvalue problem of the Laplace-Beltrami operators on curved surfaces plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial differential equations which involve this…
We present a spectrally-accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. Applications include computing the effective permeability of…
We present a new high-order compact scheme for the multi-dimensional Black-Scholes model with application to European Put options on a basket of two underlying assets. The scheme is second-order accurate in time and fourth-order accurate in…
In this paper, we will present a new approach for solving Laplace equations in general 3-D domains. The approach is based on a local computation method for the DtN mapping of the Laplace equation by combining a deterministic (local)…
For two real numbers $c>0, \alpha> -1,$ we study some spectral properties of the weighted finite bilateral Laplace transform operator, defined over the space $E=L^2(I,\omega_{\alpha}),$ $I=[-1,1],$ $\omega_{\alpha}(x)=(1-x^2)^{\alpha},$ by…
In transformation optics, the space transformation is viewed as the deformation of a material. The permittivity and permeability tensors in the transformed space are found to correlate with the deformation field of the material. By solving…
Exact bound state solutions and corresponding normalized eigenfunctions of the radial Schr\"odinger equation are studied for the pseudoharmonic and Mie-type potentials by using the Laplace transform approach. The analytical results are…
We extend our previous work [F. Henr'iquez and J. S. Hesthaven, arXiv:2403.02847 (2024)] to the linear, second-order wave equation in bounded domains. This technique uses two widely known mathematical tools to construct a fast and efficient…
We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…
An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…
Two $(p,q)$-Laplace transforms are introduced and their relative properties are stated and proved. Applications are made to solve some $(p,q)$-linear difference equations.
A numerical scheme to compute the spectrum of a large class of self-adjoint extensions of the Laplace-Beltrami operator on manifolds with boundary in any dimension is presented. The algorithm is based on the characterisation of a large…
The present article provides an efficient and accurate hybrid method to price American standard options in certain jump-diffusion models as well as American barrier-type options under the Black & Scholes framework. Our method generalizes…
It is shown that analytically soluble bound states of the Schr\"odinger equation for a large class of systems relevant to atomic and molecular physics can be obtained by means of the Laplace transform of the confluent hypergeometric…
Cai, Song and Kou (2015) [Cai, N., Y. Song, S. Kou (2015) A general framework for pricing Asian options under Markov processes. Oper. Res. 63(3): 540-554] made a breakthrough by proposing a general framework for pricing both discretely and…
In this work, we fully explore three refined convergence structures of the lowest-order rectangular Raviart-Thomas element in solving the Laplace eigenvalue problem. Firstly, the scheme possesses a property of supercloseness between the…
The goal of the present paper is to propose an enhanced ordinary differential equations solver by exploitation of the powerful equivalence method of \'Elie Cartan. This solver returns a target equation equivalent to the equation to be…
This article derives an equation for exponentiation that can be used for calculating exponents using a parallel computing architecture.