A Unified Framework for Numerically Inverting Laplace Transforms
By Joseph Abate, Ward Whitt. INFORMS journal on computing, 2006
534 citations recorded by the source corpus.
Subfields: Applied Mathematics, Computational Theory and Mathematics
View Paper: https://www.semanticscholar.org/paper/9719cb953b323486fe73df9fa5ea74b96a7b3e31
How researchers see this paper
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In Applied Mathematics
- Andreas E. Kyprianou
- V. Rivero
- H. Zhan
- Alexey Kuznetsov
- Quanrong Wang
- Lotfi Boudabsa
- Pierre Patie
- Mladen Savov
In Computational Theory and Mathematics
- V. Rivero
- H. Zhan
- Alexey Kuznetsov
- Andreas E. Kyprianou
- Quanrong Wang
- Elie Aidékon
- Zhan Shi
- S. Harris
Citations in the corpus
- On different numerical inverse Laplace methods for solute transport problems (2015, methodology): “For example, Abate and Whitt [48] proposed an unified framework and pointed out that the Stehfest algorithm, a version of the Fourier-series method with the Euler summation, and a version of the Talbot algorithm could fit into their unified framework.”
- The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, methodology): “For this algorithm, Abate and Valko [1] (see also [3]) recommend using the same precision parameters as for the Euler algorithm: one should set M = 1.7j if j significant digits of are required, and then set the system precision at M .”