Extension of the Initial Value Theorem

1978 ◽  
Vol 15 (3) ◽  
pp. 237-241
Author(s):  
A. Henderson
Keyword(s):  
Laplace Transform ◽  
Initial Value ◽  
The Laplace Transform ◽  
Higher Derivatives ◽  
The Moment

A formula is derived which gives the value of the first and all higher derivatives at the moment t = 0+ directly from the Laplace transform.

scholarly journals Dividend Problems in the Diffusion Model with Interest and Exponentially Distributed Observation Time

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Cuilian Wang ◽  
Xiao Liu
Keyword(s):  
Laplace Transform ◽  
Diffusion Model ◽  
Generating Function ◽  
Moment Generating Function ◽  
Observation Time ◽  
Integrodifferential Equations ◽  
Barrier Strategy ◽  
Ruin Time ◽  
The Laplace Transform ◽  
The Moment

Consider dividend problems in the diffusion model with interest and exponentially distributed observation time where dividends are paid according to a barrier strategy. Assume that dividends can only be paid with a certain probability at each point of time; that is, on each observation, if the surplus exceeds the barrier level, the excess is paid as dividend. In this paper, integrodifferential equations for the moment-generating function, thenth moment function, and the Laplace transform of ruin time are derived; explicit expressions for the expected discounted dividends paid until ruin and the Laplace transform of ruin time are also obtained.

A Dam with seasonal input

1994 ◽  
Vol 31 (2) ◽  
pp. 526-541 ◽  
Author(s):  
Robert B. Lund
Keyword(s):  
Laplace Transform ◽  
Convergence Rates ◽  
Sufficient Conditions ◽  
Limiting Distribution ◽  
Stochastic Monotonicity ◽  
The Laplace Transform ◽  
Monotonicity Result ◽  
The Mean ◽  
The Moment ◽  
Necessary And Sufficient

This paper examines the infinitely high dam with seasonal (periodic) Lévy input under the unit release rule. We show that a periodic limiting distribution of dam content exists whenever the mean input over a seasonal cycle is less than 1. The Laplace transform of dam content at a finite time and the Laplace transform of the periodic limiting distribution are derived in terms of the probability of an empty dam. Necessary and sufficient conditions for the periodic limiting distribution to have finite moments are given. Convergence rates to the periodic limiting distribution are obtained from the moment results. Our methods of analysis lean heavily on the coupling method and a stochastic monotonicity result.

A Technique for Increasing the Accuracy of the Numerical Inversion of the Laplace Transform With Applications

1973 ◽  
Vol 40 (4) ◽  
pp. 1110-1112 ◽  
Author(s):  
B. S. Berger ◽  
S. Duangudom
Keyword(s):  
Laplace Transform ◽  
Initial Value Problems ◽  
Numerical Inversion ◽  
Initial Value ◽  
Numerical Examples ◽  
Oscillatory Function ◽  
Higher Order Terms ◽  
The Laplace Transform ◽  
Image Function ◽  
Inversion Techniques

A technique is introduced which extends the range of useful approximation of numerical inversion techniques to many cycles of an oscillatory function without requiring either the evaluation of the image function for many values of s or the computation of higher-order terms. The technique consists in reducing a given initial value problem defined over some interval into a sequence of initial value problems defined over a set of subintervals. Several numerical examples demonstrate the utility of the method.

scholarly journals Analysis of Multiterm Initial Value Problems with Caputo–Fabrizio Derivative

2021 ◽  
Vol 2021 ◽  
pp. 1-6
Author(s):  
Mohammed Al-Refai ◽  
Muhammed Syam
Keyword(s):  
Laplace Transform ◽  
Fractional Derivative ◽  
Initial Value Problems ◽  
Existence Of Solutions ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Initial Value ◽  
The Laplace Transform ◽  
Necessary And Sufficient

In this paper, we discuss the solvability of a class of multiterm initial value problems involving the Caputo–Fabrizio fractional derivative via the Laplace transform. We derive necessary and sufficient conditions to guarantee the existence of solutions to the problem. We also obtain the solutions in closed forms. We present two examples to illustrate the validity of the obtained results.

scholarly journals Solving Fractional Difference Equations Using the Laplace Transform Method

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Li Xiao-yan ◽  
Jiang Wei
Keyword(s):  
Laplace Transform ◽  
Difference Equations ◽  
Initial Value Problems ◽  
Initial Value ◽  
Laplace Transform Method ◽  
Fractional Difference ◽  
Transform Method ◽  
Fractional Difference Equations ◽  
The Laplace Transform ◽  
Linear And Nonlinear

We discuss the Laplace transform of the Caputo fractional difference and the fractional discrete Mittag-Leffer functions. On these bases, linear and nonlinear fractional initial value problems are solved by the Laplace transform method.

A Dam with seasonal input

1994 ◽  
Vol 31 (02) ◽  
pp. 526-541 ◽  
Author(s):  
Robert B. Lund
Keyword(s):  
Laplace Transform ◽  
Convergence Rates ◽  
Sufficient Conditions ◽  
Limiting Distribution ◽  
Stochastic Monotonicity ◽  
The Laplace Transform ◽  
Monotonicity Result ◽  
The Mean ◽  
The Moment ◽  
Necessary And Sufficient

This paper examines the infinitely high dam with seasonal (periodic) Lévy input under the unit release rule. We show that a periodic limiting distribution of dam content exists whenever the mean input over a seasonal cycle is less than 1. The Laplace transform of dam content at a finite time and the Laplace transform of the periodic limiting distribution are derived in terms of the probability of an empty dam. Necessary and sufficient conditions for the periodic limiting distribution to have finite moments are given. Convergence rates to the periodic limiting distribution are obtained from the moment results. Our methods of analysis lean heavily on the coupling method and a stochastic monotonicity result.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj> 0 for eachj> 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

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