We propose a generalization of Laplace transformations to the case of linear partial differential operators (LPDOs) of arbitrary order in R . Practically all previously proposed differential transformations of LPDOs are particular cases of this transformation (intertwining Laplace transformation, ILT ). We give a complete algorithm of construction of ILT and describe the classes of operators in...

Based on recent results for 2-D continuous-discrete systems, this paper develops 2-D Laplace-z transform, which can be used to analyze 2-D continuous-discrete signals and system in Laplace-z hybrid domain. Current 1-D Laplace transformation and z transform can be combined into the new 2-D s-z transform. However, 2-D s-z transformation is not a simple extension of 1D transform, in 2-D case, we n...

small scale thermal devices, such as micro heater, have led researchers to consider more accurate models of heat in thermal systems. moreover, biological applications of heat transfer such as simulation of temperature field in laser surgery is another pathway which urges us to re-examine thermal systems with modern ones. non-fourier heat transfer overcomes some shortcomings of fourier heat tran...

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating various option prices. Existence and uniqueness properties of the Laplace transfo...

We propose a LT (Laplace transformation) method for solving the PIDE (partial integro-differential equation) arising from the financial mathematics. An option model under a jump-diffusion process is given by a PIDE, whose non-local integral term requires huge computational costs. In this work, the PIDE is transformed into a set of complex-valued elliptic problems by taking the Laplace transform...

advection-diffusion equation and its related analytical solutions have gained wide applications in different areas. compared with numerical solutions, the analytical solutions benefit from some advantages. as such, many analytical solutions have been presented for the advection-diffusion equation. the difference between these solutions is mainly in the type of boundary conditions, e.g. time pat...

The main idea behind the Laplace transformation is that we can solve an equation (or system of equations) containing differential and integral terms by transforming the equation in time (t) domain into Laplace (2) domain. For example, we can use Laplace transforms to turn an initial value problem into an algebraic problem which is easier to solve. After we solved the problem in Laplace domain w...