• Title/Summary/Keyword: Laplace Transform

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Theoretical analysis of transient wave propagation in the band gap of phononic system

  • Lin, Yi-Hsien;Ma, Chien-Ching
    • Interaction and multiscale mechanics
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    • v.6 no.1
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    • pp.15-29
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    • 2013
  • Phononic system composed of periodical elastic structures exhibit band gap phenomenon, and all elastic wave cannot propagate within the band gap. In this article, we consider one-dimensional binary materials which are periodically arranged as a 20-layered medium instead of infinite layered system for phononic system. The layered medium with finite dimension is subjected to a uniformly distributed sinusoidal loading at the upper surface, and the bottom surface is assumed to be traction free. The transient wave propagation in the 20-layered medium is analyzed by Laplace transform technique. The analytical solutions are presented in the transform domain and the numerical Laplace inversion (Durbin's formula) is performed to obtain the transient response in time domain. The numerical results show that when a sinusoidal loading with a specific frequency within band gap is applied, stress response will be significantly decayed if the receiver is away from the source. However, when a sinusoidal force with frequency is out of band gap, the attenuation of the stress response is not obvious as that in the band gap.

PRICING STEP-UP OPTIONS USING LAPLACE TRANSFORM

  • KIM, JERIM;KIM, EYUNGHEE;KIM, CHANGKI
    • Journal of applied mathematics & informatics
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    • v.38 no.5_6
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    • pp.439-461
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    • 2020
  • A step-up option is a newly developed financial instrument that simultaneously provides higher security and profitability. This paper introduces two step-up options: step-up type1 and step-up type2 options, and derives the option pricing formulas using the Laplace transform. We assume that the underlying equity price follows a regime-switching model that reflects the long-term maturity of these options. The option prices are calculated for the two types of funds, a pure stock fund composed of risky assets only and a mixed fund composed of stocks and bonds, to reflect possible variety in the fund underlying asset mix. The impact of changes in the model parameters on the option prices is analyzed. This paper provides information crucial to product developments.

EXACT SOLUTIONS OF GENERALIZED STOKES' PROBLEMS FOR AN INCOMPRESSIBLE COUPLE STRESS FLUID FLOWS

  • SIDDIQUE, IMRAN;UMBREEN, YOUSRA
    • Journal of applied mathematics & informatics
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    • v.37 no.5_6
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    • pp.507-519
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    • 2019
  • The ground for this paper is to examine the generalized Stokes' first and second issues for an incompressible couple pressure liquid under isothermal conditions. Exact solutions for each problem are acquired by using the Laplace transform (LT) with respect to the time variable t and the sine Fourier transform (FT) with respect to the y-variable. Further, a comparison is given of the obtained results and the results of Devakar and Lyengar [1] and by using the four inverse Laplace transform algorithms (Stehfest's, Tzou's, Talbot, Fourier series) in the space time domain utilizing a numerical methodology. Moreover, velocity profiles are plotted and considered for various occasions and distinctive estimations of couple stress parameters. At the end, the outcomes are exhibited by graphs and in tabular forms.

Analysis of Diffusion Equations by Coupling of Laplace Transform and Finite Element Method (라플라스 변환과 유한요소법의 결합에 의한 확산방정식의 해석)

  • 성병철;이준호;이기식
    • Journal of the Korean Magnetics Society
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    • v.8 no.3
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    • pp.161-168
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    • 1998
  • In this paper, a algorithm is proposed, which is applicable to the transient analysis of diffusion equations by combined use of the Laplace transform and the finite element method. The proposed method removes the time terms using the Laplace transform and then solves the associated equation with the finite element method. The solution which is solved at frequency domain is transformed into time domain by use of the Laplace inversion. To verify the proposed algorithm, a heat conduction problem is analysed. And the solution showed a good agreement with analytic solution. Because the time-step method is not needed, the proposed method is very useful in solving various kinds of diffusion equations.

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CERTAIN FRACTIONAL INTEGRALS AND IMAGE FORMULAS OF GENERALIZED k-BESSEL FUNCTION

  • Agarwal, Praveen;Chand, Mehar;Choi, Junesang;Singh, Gurmej
    • Communications of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.423-436
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    • 2018
  • We aim to establish certain Saigo hypergeometric fractional integral formulas for a finite product of the generalized k-Bessel functions, which are also used to present image formulas of several integral transforms including beta transform, Laplace transform, and Whittaker transform. The results presented here are potentially useful, and, being very general, can yield a large number of special cases, only two of which are explicitly demonstrated.

Numerical Inversion Technique for the One and Two-Dimensional L2-Transform Using the Fourier Series and Its Application to Fractional Partial Differential Equations

  • Aghili, Arman;Ansari, Alireza
    • Kyungpook Mathematical Journal
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    • v.52 no.4
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    • pp.383-395
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    • 2012
  • In this paper, we use a computational algorithm for the inversion of the one and two-dimensional $\mathcal{L}_2$-transform based on the Bromwich's integral and the Fourier series. The new inversion formula can evaluate the inverse of the $\mathcal{L}_2$-transform with considerable accuracy over a wide range of values of the independent variable and can be devised for the functions which are not Laplace transformable and have damping motion in small interval near origin.

On Pricing Equity-Linked Investment Products with a Threshold Expense Structure

  • Bae, Tae-Han;Ko, Bang-Won
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.621-633
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    • 2010
  • This paper considers a certain expense structure where a vendor of equity-linked investment product will collect its expenses continuously from the investor's account whenever the investment performance exceeds a certain threshold level. Under the Black-Scholes framework, we derive compact convolution formulas for evaluating the total expenses to be collected during the investment period by using the joint Laplace transform of the Brownian motion and its excursion time. We provide numerical examples for illustration.

AN ELECTROMAGNETIC FREE CONVECTION FLOW OF A MICROPOLAR FLUID WITH RELAXATION TIME

  • Zakaria, M.
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.539-550
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    • 2001
  • In the present investigation, we study the influence of a transverse magnetic field through a porous medium. Laplace transform techniques are used to derive the solution in the Laplace transform domain. The inversion process is carried out using a numerical method based on Fourier series expansions. Numerical computations for the temperature, the microrotation and the velocity distributions as well as for the induced magnetic and electric fields and carried out and represented graphically.

Analysis of Forward Recurrence Time in Alternating Renewal Process

  • Lee, Eui-Yong;An, Hye-Ran;Choi, Seung-Kyoung
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.115-117
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    • 2002
  • In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

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A Note on the Inter-Loss Time Distribution of an M/G/1/1 Queuing System (M/G/1/1 대기체계의 고객 손실간격 분포에 대한 소고)

  • Lee, Doo Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.37-43
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    • 2016
  • This note discusses the inter-loss time ofan M/G/1/1 queuing system. The inter-loss time is defined as the time duration between two consecutive losses of arriving customers. In this study, we present the explicit Laplace transform of the inter-loss time distribution of an M/G/1/1 queuing system.