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The Laplace transform of the first passage time density of the Ornstein--Uhlenbeck process for a constant threshold contains a ratio of two parabolic cylinder functions for which no analytical inversion formula is available. Recently…

Probability · Mathematics 2019-08-07 Dirk Veestraeten

The inversion theorem and convolution theorem of the conformable fractional Laplace transforms are developed. All the elementary properties of the classical Laplace transform are extended to the conformable fractional transform, and using…

Dynamical Systems · Mathematics 2026-05-13 Somnath Sarate , Anil Khairnar , Krishnat Masalkar

The Laplace transform theory violates a very fundamental requirement of all engineering systems. We show that this theory assumes that all signals must exist over infinite time interval. Since in engineering this infinite time assumption is…

Optimization and Control · Mathematics 2011-01-25 Subhendu Das

The paper focuses on the numerical approximation of nabla fractional order systems with the conditions of nonzero initial instant and nonzero initial state. First, the inverse nabla Laplace transform is developed and the equivalent infinite…

Signal Processing · Electrical Eng. & Systems 2019-08-26 Yiheng Wei , Jiachang Wang , Peter W Tse , Yong Wang

We study existence, uniqueness and regularity of solutions for ordinary differential equations with infinitely many derivatives such as (linearized versions of) nonlocal field equations of motion appearing in particle physics, nonlocal…

Mathematical Physics · Physics 2012-09-03 Przemyslaw Gorka , Humberto Prado , Enrique G. Reyes

We develop new perturbative tools to accurately study radiatively-induced first-order phase transitions. Previous perturbative methods have suffered internal inconsistencies and been unsuccessful in reproducing lattice data, which is often…

High Energy Physics - Phenomenology · Physics 2024-06-12 Andreas Ekstedt , Oliver Gould , Johan Löfgren

Latitude on the choice of initialisation is a shared feature between one-step extended state-space and multi-step methods. The paper focuses on lattice Boltzmann schemes, which can be interpreted as examples of both previous categories of…

Numerical Analysis · Mathematics 2024-02-28 Thomas Bellotti

The Lorentz integral transform method is briefly reviewed. The issue of the inversion of the transform, and in particular its ill-posedness, is addressed. It is pointed out that the mathematical term ill-posed is misleading and merely due…

Nuclear Theory · Physics 2010-05-07 N. Barnea , V. D. Efros , W. Leidemann , G. Orlandini

We show how the Laplace transform can be used to give a solution of the time-dependent Schr\"odinger equation for an arbitrary initial wave packet if the solution of the stationary equation is known. The solution is obtained without summing…

Quantum Physics · Physics 2016-08-01 Natascha Riahi

We present a data-assisted iterative regularization method for solving ill-posed inverse problems. The proposed approach, termed \texttt{IRMGL+\(\Psi\)}, integrates classical iterative techniques with a data-driven regularization term…

Numerical Analysis · Mathematics 2025-10-28 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

Lancaster (2002} proposes an estimator for the dynamic panel data model with homoskedastic errors and zero initial conditions. In this paper, we show this estimator is invariant to orthogonal transformations, but is inefficient because it…

Methodology · Statistics 2017-02-09 Jose Diogo Barbosa , Marcelo J. Moreira

We prove sharp stability estimates for the Truncated Laplace Transform and Truncated Fourier Transform. The argument combines an approach recently introduced by Alaifari, Pierce and the second author for the truncated Hilbert transform with…

Classical Analysis and ODEs · Mathematics 2016-05-13 Roy R. Lederman , Stefan Steinerberger

We study the inverse problem for the fractional Laplace equation with multiple nonlinear lower order terms. We show that the direct problem is well-posed and the inverse problem is uniquely solvable. More specifically, the unknown…

Analysis of PDEs · Mathematics 2020-09-18 Ru-Yu Lai , Laurel Ohm

We analyze the relation between the concept of auxiliary variables and the Inverse problem of the calculus of variations to construct a Lagrangian from a given set of equations of motion. The problem of the construction of a consistent…

High Energy Physics - Theory · Physics 2007-05-23 Ignacio Cortese , J. Antonio Garcia

A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…

Numerical Analysis · Mathematics 2020-04-01 Debarati Bhaumik , Marko A. A. Boon , Daan Crommelin , Barry Koren , Bert Zwart

We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…

Probability · Mathematics 2024-01-22 Sandro Franceschi , Tomoyuki Ichiba , Ioannis Karatzas , Kilian Raschel

We study existence, uniqueness and regularity of solutions for linear equations in infinitely many derivatives. We develop a natural framework based on Laplace transform as a correspondence between appropriate $L^p$ and Hardy spaces: this…

Mathematical Physics · Physics 2017-05-10 Alan Chavez , Humberto Prado , Enrique G. Reyes

Potential disagreement in the result induced by discontinuities is revealed in this paper between a novel power system transient simulation scheme using numerical integrators considering second order derivative and conventional ones using…

Systems and Control · Electrical Eng. & Systems 2021-06-08 Sheng Lei , Alexander Flueck

This paper addresses the problem of tomography for the interior of dissipative materials, with a focus on Magnetic Induction Tomography (MIT), a proven technique for imaging the interior of conductive materials using low-frequency…

Analysis of PDEs · Mathematics 2026-01-06 Antonello Tamburrino , Antonio Corbo Esposito , Gianpaolo Piscitelli

Hyperbolic systems of the first and higher-order partial differential equations appear in many multiphysics problems. We will be dealing with a wave propagation problem in a piece-wise homogeneous medium. Mathematically, the problem is…

Analysis of PDEs · Mathematics 2025-03-28 Kayyunnapara Divya Joseph