A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables and the concept of Laplacianness in statistics, alpha-Laplace and Mittag-Leffler stochastic processes, the concepts of infinite divisibility and geometric infinite divisibility problems in probability theory and certain fractional integrals and fractional derivatives. A number of applications are pointed out with special reference to solutions of fractional reaction and reaction-diffusion equations and their generalizations.
This paper uses the convolution theorem of the Laplace transform to derive new inverse Laplace transforms for the product of two parabolic cylinder functions in which the arguments may have opposite sign. These transforms are subsequently specialized for products of the error function and its complement thereby yielding new integral representations for products of the latter two functions. The transforms that are derived in this paper also allow to correct two inverse Laplace transforms that are widely reported in the literature and subsequently uses one of the corrected expressions to obtain …
In this note we propose a generalization of the Laplace and Fourier transforms which we call symmetric Laplace transform. It combines both the advantages of the Fourier and Laplace transforms. We give the definition of this generalization, some examples and basic properties. We also give the form of its inverse by using the theory of the Fourier transform. Finally, we apply the symmetric Laplace transform to a parabolic problem and to an ordinary differential equation.
Using a special case of the Efros theorem which was derived by Wlodarski, and operational calculus, it was possible to derive many infinite integrals, finite integrals and integral identities for the function represented by the inverse Laplace transform. The integral identities are mainly in terms of convolution integrals with the Mittag-Leffler and Volterra functions. The integrands of determined integrals include elementary functions (power, exponential, logarithmic, trigonometric and hyperbolic functions) and the error functions, the Mittag-Leffler functions and the Volterra functions. Some…
We provide an analytic expression for the Laplace transform of the digamma fuction. This complements work of L. Glasser, D. Manna and O. Oloa on this question. The Laplace transform is continuous in the Laplace-variable a. The derivative admits a jump at a= ln 2.
Two $(p,q)$-Laplace transforms are introduced and their relative properties are stated and proved. Applications are made to solve some $(p,q)$-linear difference equations.
We obtain necessary and sufficient conditions on a function in order that it be the Laplace transform of an absolutely monotonic function. Several closely related results are also given.
We introduce four q-analogs of the double Laplace transform and prove some of their main properties. Next we show how they can be used to solve some q-functional equations and partial q-differential equations.
The author's method (math-ph/9804010) that uses the Laplace transform to find exact values for a large class of convergent series is extended to trigonometric series.
Sufficient conditions are given for a function $F(p)$, analytic in Re$p>0$, to be a Laplace transform of a function $f(t)$, such that $max_{t\ge 0}|f(t)|<\infty$, $f(0)=0$.
In this short note, using the variable-order differential operator introduced by means of the inverse Laplace transform \cite{coimbra}, we questioned the result obtained by Yang and Tenreiro Machado \cite{yang}.
After introducing the concept of null functions, we shall present a uniqueness result in the sense of the null functions for the Laplace transform on time scales with arbitrary graininess. The result can be regarded as a dynamic extension of the well-known Lerch's theorem.
Classical integral representation of the Mellin type kernel in terms of the Laplace integral gives an idea to construct a new class of non-convolution (index) transforms. Particular examples give the Kontorovich-Lebedev-like transformation and new transformations with hypergeometric functions as kernels. Mapping properties and inversion formulas are obtained. Finally we prove a new inversion theorem for the modified Kontorovich-Lebedev transform
We use a probabilistic approach to describe the behavior as $n -> \infty$ of the Laplace transforms of $P^n$, where $P$ a fixed complex polynomial. As a consequence we obtain a new elementary proof of an result of Gillis-Ismail-Offer in the combinatorial theory of derangements.
We present a new criterion for the weighted $L^p-L^q$ boundedness of multiplier operators for Laguerre and Hermite expansions that arise from a Laplace-Stieltjes transform. As a special case, we recover known results on weighted estimates for Laguerre and Hermite fractional integrals with a unified and simpler approach.
We give a definition of the topological local Laplace transformation for a Stokes-filtered local system on the complex affine line and we compute in a topological way the Stokes data of the Laplace transform of a differential system of elementary type.
In this paper, we obtain the analytical solutions of Laplace transforms based some novel integrals with suitable convergence conditions, by using hypergeometric approach (some algebraic properties of Pochhammer symbol and classical summation theorems of hypergeometric series ${}_{2}F_{1}(1)$, ${}_{2}F_{1}(-1)$ , ${}_{4}F_{3}(-1)$) . Also, we obtain the Laplace transforms of arbitrary powers of some finite series containing hyperbolic sine and cosine functions having different arguments, in terms of hypergeometric and Beta functions. Moreover, Laplace transforms of even and odd positive integra…
We present a elementary approach to asymptotic behavior of generalized functions in the Cesàro sense. Our approach is based on Yosida's subspace of Mikusiński operators. Applications to Laplace and Stieltjes transforms are given.
Using the Fourier-Laplace transform, we describe the isomonodromy equations for meromorphic connections on the Riemann sphere with unramified irregular singularities as those for connections with a (possibly ramified) irregular singularity and a regular singularity. This generalizes some results of Harnad and Woodhouse.
We investigate Laplace type and Laplace-Stieltjes type multipliers in the $d$-dimensional setting of the Dunkl harmonic oscillator with the associated group of reflections isomorphic to $\mathbb{Z}_2^d$ and in the related context of Laguerre function expansions of convolution type. We use Calderón-Zygmund theory to prove that these multiplier operators are bounded on weighted $L^p$, $1<p<\infty$, and from $L^1$ to weak $L^1$.
The 1993 Laplace transform approach of Geman and Yor is a celebrated advance in valuing Asian options. Its insights are fundamental from both a mathematical and a financial perspective. In this paper, we discuss two observations regarding the financial relevance of its results. First, we show that the Geman and Yor Laplace transform is not that of an Asian option price, as reported in Geman and Yor and other papers. We nonetheless show how the Geman and Yor Laplace transform can be used to obtain the price of an Asian option. Second, we find that following Geman and Yor these Laplace transfoms…
We continue a program generalizing classical results from the analysis on symmetric cones to the Dunkl setting for root systems of type A. In particular, we prove a Dunkl-Laplace transform identity for Heckman-Opdam hypergeometric functions of type A and more generally, for the associated Cherednik kernel. This is achieved by analytic continuation from a Laplace transform identity for non-symmetric Jack polynomials which was stated, for the symmetric case, as a key conjecture in an unpublished manuscript of Macdonald (2013). Our proof for the Jack polynomials is based on Dunkl operator techniq…
An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $Ψ$-fractional calculus. The operational calculus approach has proved useful for understanding and extending this topic of study. Motivated by fractional differential equations, we present an operational calculus approach for Laplace transforms with respect to functions and their relationship with fractional operators with respect to functions. This approach makes the generalised Laplace transforms much easier to analyse and to apply in …
The prime number theorem provided the chief impulse for complex Tauberian theory, in which the boundary behavior of a transform in the complex plane plays a crucial role. We consider Laplace transforms of bounded functions. Our Tauberian theorem does not allow first-order poles on the imaginary axis, but any milder singularities, characterized by pseudofunction boundary behavior, are permissible. In this context we obtain a useful Tauberian theorem by exploiting Newman's `contour method'.
In this paper, the product of parabolic cylinder functions $D_ν(\pm z)D_{ν+μ-1}(z)$, with different parameters $μ$ and $ν$, are established in terms of Laplace and Fourier transforms of Kummer's confluent hypergeometric functions. The provided integral representations are transformed to easily yield Nicholson-type integral forms and used to derive other series expansions for products of parabolic cylinder functions.
We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the inverse Laplace transform on time scales. Useful properties of the new fractional operators are proved.
Motivated by the new Laplace transforms for the Kummer's confluent hypergeometric functions $_1F_1$ obtained recently by Kim et al. [Math $\&$ Comput. Modelling, 55 (2012), pp. 1068--1071], the authors aim is to establish so far unknown Laplace transforms of rather general case of generalized hypergeometric functions $_2F_2(x)$ and $_3F_3(x)$ by employing extensions of classical summation theorems for the series $_2F_1$ and $_3F_2$ obtained recently by Kim et al. [Int. J. Math. Math. Sci., 309503, 26 pages, 2010]. Certain known results obtained earlier by Kim et al. follow cases of our main fi…
Maximal angular operator sends a function defined in a sector of the complex plane to a Maximal angular operator sends a function defined in a sector of the complex plane with vertex at 0 to the function of modulus obtained by maximizing over argument. Compositions of the so defined maximal angular operator (in suitable sectors) with the Poisson, Stieltjes and Laplace transforms are shown to be bounded (nonlinear) operators from $L^p$ to $L^q$ for the same values of $p$ and $q$ as their standard counterparts.
Let $\mathcal{L}\{f(t)\} = \int_{0}^{\infty}e^{-st}f(t)dt$ denote the Laplace transform of $f$. It is well-known that if $f(t)$ is a piecewise continuous function on the interval $t:[0,\infty)$ and of exponential order for $t > N$; then $\lim_{s\to\infty}F(s) = 0$, where $F(s) = \mathcal{L}\{f(t)\}$. In this paper we prove that the lesser known converse does not hold true; namely, if $F(s)$ is a continuous function in terms of $s$ for which $\lim_{s\to\infty}F(s) = 0$, then it does not follow that $F(s)$ is the Laplace transform of a piecewise continuous function of exponential order.
We calculate exactly the Laplace transform of the Fréchet distribution in the form $γx^{-(1+γ)} \exp(-x^{-γ})$, $γ> 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $γ$, i.e. for $γ= l/k$ with $l, k = 1,2, \ldots$. The method employs the inverse Mellin transform. The closed form expressions are obtained in terms of Meijer G functions and their graphical illustrations are provided. A rescaled Fréchet distribution serves as a kernel of Fréchet integral transform. It turns out that the Fréchet transform of one-sided Lévy law reproduces the Fréchet distribution.
Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation. This article shows how to generalize the Borel--Laplace transformation in order to investigate bounded solutions of parameter dependent non-linear differential systems with two simple (regular) singular points unfolding a double (irregular) singularity. We construct parametric solutions on domains attached to both singularities, that converge locally uniforml…
We study the asymptotics near the origin of the Fourier transform in weighted Hardy spaces of analytic functions in the upper half-plane, and of the Laplace transform in weighted spaces of entire functions of zero exponential type. These results are applied to two closely related problems posed by E. Dyn'kin: we find the asymptotics of the depth of zero in non-quasianalytic Denjoy-Carleman classes, and of the exact Levinson-Sjoberg majorant.
We provide several Tauberian theorems for Laplace transforms with local pseudofunction boundary behavior. Our results generalize and improve various known versions of the Ingham-Fatou-Riesz theorem and the Wiener-Ikehara theorem. Using local pseudofunction boundary behavior enables us to relax boundary requirements to a minimum. Furthermore, we allow possible null sets of boundary singularities and remove unnecessary uniformity conditions occurring in earlier works; to this end, we obtain a useful characterization of local pseudofunctions. Most of our results are proved under one-sided Tauberi…
