scholarly journals Performance of Gahver-Stehfest Numerical Laplace Inversion Method on Option Pricing Formulas

2017 ◽  
Vol 3 (2) ◽  
pp. 71
Author(s):  
Endah Rokhmati Merdika Putri ◽  
Sentot Didik Surjanto
Keyword(s):  
Option Pricing ◽  
Inversion Method ◽  
Laplace Inversion ◽  
Numerical Laplace Inversion

GENERALIZED THEORY OF MAGNETO-THERMO-VISCOELASTIC SPHERICAL CAVITY PROBLEM UNDER FRACTIONAL ORDER DERIVATIVE: STATE SPACE APPROACH

2020 ◽  
Vol 9 (11) ◽  
pp. 9769-9780
Author(s):  
S.G. Khavale ◽  
K.R. Gaikwad
Keyword(s):  
State Space ◽  
Fractional Order ◽  
Order Derivative ◽  
Laplace Inversion ◽  
State Space Approach ◽  
Spherical Region ◽  
Fractional Order Derivative ◽  
Numerical Laplace Inversion ◽  
Mathcad Software ◽  
Space Approach

This paper is dealing the modified Ohm's law with the temperature gradient of generalized theory of magneto-thermo-viscoelastic for a thermally, isotropic and electrically infinite material with a spherical region using fractional order derivative. The general solution obtained from Laplace transform, numerical Laplace inversion and state space approach. The temperature, displacement and stresses are obtained and represented graphically with the help of Mathcad software.

Generalized Thermoelastic Responses of a Piezoelectric Rod Subjected to a Moving Heat Source

2007 ◽  
Vol 353-358 ◽  
pp. 1149-1152
Author(s):  
Tian Hu He ◽  
Li Cao
Keyword(s):  
Numerical Calculation ◽  
Heat Source ◽  
Laplace Transformation ◽  
Moving Heat Source ◽  
Governing Equations ◽  
Laplace Inversion ◽  
Thermally Induced ◽  
Numerical Laplace Inversion ◽  
Generalized Thermoelastic ◽  
Elastic Responses

Based on the Lord and Shulman generalized thermo-elastic theory, the dynamic thermal and elastic responses of a piezoelectric rod fixed at both ends and subjected to a moving heat source are investigated. The generalized piezoelectric-thermoelastic coupled governing equations are formulated. By means of Laplace transformation and numerical Laplace inversion the governing equations are solved. Numerical calculation for stress, displacement and temperature within the rod is carried out and displayed graphically. The effect of moving heat source speed on temperature, stress and temperature is studied. It is found from the distributions that the temperature, thermally induced displacement and stress of the rod are found to decrease at large source speed.

A Recent Laplace Inversion Technique Applied to a Transmission Line Problem

1978 ◽  
Vol 15 (3) ◽  
pp. 243-246 ◽  
Author(s):  
G. Ledda ◽  
N. Mullineux ◽  
J. R. Reed
Keyword(s):  
Transmission Line ◽  
Inversion Method ◽  
Numerical Inversion ◽  
Orthogonal Functions ◽  
Laplace Inversion ◽  
Inversion Technique

A numerical inversion method employing orthogonal functions is tested on an idealized transmission line problem. The reasons for its shortcomings are qualitatively discussed.

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