Related papers: A laplace duality for integration
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
The purpose of this paper is to determine the main properties of Laplace contour integrals $$\Lambda(z)=\frac1{2\pi i}\int_\CC\phi_L(t)e^{-zt}\,dt,$$ that solve linear differential equations…
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 this paper, a generalised integral called the Laplace integral is defined on unbounded intervals, and some of its properties, including necessary and sufficient condition for differentiating under the integral sign, are discussed. It is…
In this paper approximations of three classes of fractional derivatives (FD) using modified Gauss integration (MGI) and Gauss-Laguerre integration (GLI) are considered. The main solutions of these fractional derivatives depend on inverse of…
A Hardy inequality of the form \[\int_{\tilde{\Omega}} |\nabla f({\bf{x}})|^p d {\bf{x}} \ge (\frac{p-1}{p})^p \int_{\tilde{\Omega}} \{1 + a(\delta, \partial \tilde{\Omega})(\x)\}\frac{|f({\bf{x}})|^p}{\delta({\bf{x}})^p} d{\bf{x}}, \] for…
The method of Helsing and co-workers evaluates Laplace and related layer potentials generated by a panel (composite) quadrature on a curve, efficiently and with high-order accuracy for arbitrarily close targets. Since it exploits complex…
We recently derived a very accurate and fast new algorithm for numerically inverting the Laplace transforms needed to obtain gluon distributions from the proton structure function $F_2^{\gamma p}(x,Q^2)$. We numerically inverted the…
In this paper, we are concerned with the following equation involving higher-order fractional Lapalacian \begin{equation*} \left\{\begin{aligned} &(-\Delta)^{p+{\frac{\alpha}{2}}}u(x)=u_+^\gamma~~ \mbox{ in }\mathbb{R}^n,\\…
Some ideas and remarks are presented concerning a possible Lagrangian approach to the study of internal boundary conditions relating integrable fields at the junction of two domains. The main example given in the article concerns single…
Let $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ be the class of normalized analytic functions $f$ defined in the region $|z|<1$ and satisfying \begin{align*} {\rm Re\,}…
We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…
In this paper, we first introduce the notion of the Laplace transform for an abstract-valued function from $[0, \infty)$ to a $\mathcal{T}_{\varepsilon, \lambda}$-complete random normed module $S$. Then, combining respective advantages of…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
We introduce a discrete-time fractional calculus of variations on the time scales $\mathbb{Z}$ and $(h\mathbb{Z})_a$. First and second order necessary optimality conditions are established. Some numerical examples illustrating the use of…
Laplace approximations are a standard tool for computationally efficient inference in latent Gaussian models, but they fail for quantile regression with the asymmetric Laplace likelihood because the observed Hessian vanishes almost…
Filinski constructed a symmetric lambda-calculus consisting of expressions and continuations which are symmetric, and functions which have duality. In his calculus, functions can be encoded to expressions and continuations using primitive…
We consider the problem of minimizing a continuous function f over a compact set K. We analyze a hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864--885], obtained by searching for an optimal probability…
We introduce four q-analogs of the double Laplace transform and prove some of their main properties. Next we show how they can be used to solve some q-functional equations and partial q-differential equations.
We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in context of one-sided L\'evy risk models. We consider de…