Related papers: Laplace contour integrals and linear differential …

We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection-diffusion PDEs and in particular for those arising in finance. These methods aim to…

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

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…

This paper examines solutions to the Laplace equation using analytical techniques, including separation of variables and the Poisson integral formula, and probabilistic methods, such as Brownian motion. We address applications to imaging,…

We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…

The notion of Laplace invariants is transferred to the lattices and discrete equations which are difference analogs of hyperbolic PDE's with two independent variables. The sequence of Laplace invariants satisfy the discrete analog of…

We lay out the foundations of the theory of second-order conformal superintegrable systems. Such systems are essentially Laplace equations on a manifold with an added potential: $(\Delta_n+V({\bf x}))\Psi=0$. Distinct families of…

In this paper, we solve Laplace equation analytically by using differential transform method. For this purpose, we consider four models with two Dirichlet and two Neumann boundary conditions and obtain the corresponding exact solutions. The…

Let $(M,g)$ be a compact Riemannian surface with nonpositive sectional curvature and let $\gamma$ be a closed geodesic in $M$. And let $e_\lambda$ be an $L^2$-normalized eigenfunction of the Laplace-Beltrami operator $\Delta_g$ with…

Using the Laplace derivative a Perron type integral, the Laplace integral, is defined. Moreover, it is shown that this integral includes Perron integral and to show that the inclusion is proper, an example of a function is constructed,…

Integral Mittag-Leffler, Whittaker and Wright functions with integrands similar to those which already exist in mathematical literature are introduced for the first time. For particular values of parameters, they can be presented in…

For the general central force equations of motion in $n>1$ dimensions, a complete set of $2n$ first integrals is derived in an explicit algorithmic way without the use of dynamical symmetries or Noether's theorem. The derivation uses the…

A new method is presented for obtaining indefinite integrals of common special functions. The approach is based on a Lagrangian formulation of the general homogeneous linear ordinary differential equation of second order. A general integral…

We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to suprema of their integrands. We believe the connection…

In this paper, we obtain the analytical solutions of Laplace transforms based some novel integrals with suitable convergence conditions, by using hypergeometric approach (some algebraic properties of Pochhammer symbol and classical…

Techniques are proposed for solving integral equations of the first kind with an input known not precisely. The requirement that the solution sought for includes a given number of maxima and minima is imposed. It is shown that when the…

A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…

The Laplace transform is a useful and powerful analytic tool with applications to several areas of applied mathematics, including differential equations, probability and statistics. Similarly to the inversion of the Fourier transform,…

In the present paper we consider the problem of Laplace deconvolution with noisy discrete non-equally spaced observations on a finite time interval. We propose a new method for Laplace deconvolution which is based on expansions of the…

Many models require integrals of high-dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The…