Integral Transforms And Volterra Functions
DOWNLOAD
Download Integral Transforms And Volterra Functions PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Integral Transforms And Volterra Functions book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Integral Transforms And Volterra Functions
DOWNLOAD
Author : Alexander Apelblat
language : en
Publisher:
Release Date : 2009
Integral Transforms And Volterra Functions written by Alexander Apelblat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Integral transforms categories.
The occurrence of the Volterra functions in the Laplace transformation is associated with the fact that on one hand their Laplace transforms are expressed in terms of the logarithmic functions, and are useful in a determination of many inverse transforms. On the other hand, the operational calculus is a powerful and an efficient method for the derivation of the Volterra function properties. Dealing with the Volterra functions, Humbert, Colombo, Parodi, Barrucand and others assumed that in most cases the functions under consideration are continuous, differentiable and have the Laplace transforms and mathematical operations under the integral sign (e.g. differentiation with respect to variables and parameters, inversion of order of integration and etc.) when applying rules and theorems of operational calculus are permissible. Since the author's main interest lies in the application of the Volterra functions, the same formal approach will be followed here. They suppose that the readers are familiar with the basic properties and techniques of the Laplace transformation which can be easily found in the literature and many others).
Integral Equations And Integral Transforms
DOWNLOAD
Author : Sudeshna Banerjea
language : en
Publisher: Springer Nature
Release Date : 2023-10-18
Integral Equations And Integral Transforms written by Sudeshna Banerjea and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-18 with Mathematics categories.
This comprehensive textbook on linear integral equations and integral transforms is aimed at senior undergraduate and graduate students of mathematics and physics. The book covers a range of topics including Volterra and Fredholm integral equations, the second kind of integral equations with symmetric kernels, eigenvalues and eigen functions, the Hilbert–Schmidt theorem, and the solution of Abel integral equations by using an elementary method. In addition, the book covers various integral transforms including Fourier, Laplace, Mellin, Hankel, and Z-transforms. One of the unique features of the book is a general method for the construction of various integral transforms and their inverses, which is based on the properties of delta function representation in terms of Green’s function of a Sturm–Liouville type ordinary differential equation and its applications to physical problems. The book is divided into two parts: integral equations and integral transforms. Each chapter is supplemented with numerous illustrative examples to aid in understanding. The clear and concise presentation of the topics covered makes this book an ideal resource for students, researchers, and professionals interested in the theory and application of linear integral equations and integral transforms.
Generalized Integral Transforms In Mathematical Finance
DOWNLOAD
Author : Andrey Itkin
language : en
Publisher: World Scientific
Release Date : 2021-10-12
Generalized Integral Transforms In Mathematical Finance written by Andrey Itkin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-12 with Business & Economics categories.
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Integral Transforms And Their Applications
DOWNLOAD
Author : Lokenath Debnath
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Integral Transforms And Their Applications written by Lokenath Debnath and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Mathematics categories.
Keeping the style, content, and focus that made the first edition a bestseller, Integral Transforms and their Applications, Second Edition stresses the development of analytical skills rather than the importance of more abstract formulation. The authors provide a working knowledge of the analytical methods required in pure and applied mathematics, physics, and engineering. The second edition includes many new applications, exercises, comments, and observations with some sections entirely rewritten. It contains more than 500 worked examples and exercises with answers as well as hints to selected exercises. The most significant changes in the second edition include: New chapters on fractional calculus and its applications to ordinary and partial differential equations, wavelets and wavelet transformations, and Radon transform Revised chapter on Fourier transforms, including new sections on Fourier transforms of generalized functions, Poissons summation formula, Gibbs phenomenon, and Heisenbergs uncertainty principle A wide variety of applications has been selected from areas of ordinary and partial differential equations, integral equations, fluid mechanics and elasticity, mathematical statistics, fractional ordinary and partial differential equations, and special functions A broad spectrum of exercises at the end of each chapter further develops analytical skills in the theory and applications of transform methods and a deeper insight into the subject A systematic mathematical treatment of the theory and method of integral transforms, the book provides a clear understanding of the subject and its varied applications in mathematics, applied mathematics, physical sciences, and engineering.
Volterra Functions
DOWNLOAD
Author : Alexander Apelblat
language : en
Publisher:
Release Date : 2008
Volterra Functions written by Alexander Apelblat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Integral transforms categories.
This book will serve as a reference book that contains a comprehensive list of formulas for the first time, tables of the Volterra functions. It also includes critically evaluated older material on the functions, but many new results that were obtained by the author. These results include: the behaviour of the Volterra Functions as a function of parameters, the integral representations of the functions, many new Laplace and other-one-dimensional and two-dimensional integral transforms, integrals and series as well as extensive numerical computations that are presented in graphical and tabular forms.
Integral Equations And Their Applications
DOWNLOAD
Author : Matiur Rahman
language : en
Publisher: WIT Press
Release Date : 2007
Integral Equations And Their Applications written by Matiur Rahman and has been published by WIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
The book deals with linear integral equations, that is, equations involving an unknown function which appears under the integral sign and contains topics such as Abel's integral equation, Volterra integral equations, Fredholm integral integral equations, singular and nonlinear integral equations, orthogonal systems of functions, Green's function as a symmetric kernel of the integral equations.
Integral Equations
DOWNLOAD
Author : B. L. Moiseiwitsch
language : en
Publisher: Courier Corporation
Release Date : 2011-11-30
Integral Equations written by B. L. Moiseiwitsch and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-30 with Mathematics categories.
This text begins with simple examples of a variety of integral equations and the methods of their solution, and progresses to become gradually more abstract and encompass discussions of Hilbert space. 1977 edition.
Volterra Integral And Functional Equations
DOWNLOAD
Author : G. Gripenberg
language : en
Publisher: Cambridge University Press
Release Date : 1990
Volterra Integral And Functional Equations written by G. Gripenberg and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.
This book looks at the theories of Volterra integral and functional equations.
Integral Transforms And Operational Calculus
DOWNLOAD
Author : H. M. Srivastava
language : en
Publisher: MDPI
Release Date : 2019-11-20
Integral Transforms And Operational Calculus written by H. M. Srivastava and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-20 with Technology & Engineering categories.
Researches and investigations involving the theory and applications of integral transforms and operational calculus are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences. This Special Issue contains a total of 36 carefully-selected and peer-reviewed articles which are authored by established researchers from many countries. Included in this Special Issue are review, expository and original research articles dealing with the recent advances on the topics of integral transforms and operational calculus as well as their multidisciplinary applications
Handbook Of Integral Equations
DOWNLOAD
Author : Andrei D. Polyanin
language : en
Publisher: CRC Press
Release Date : 2008-02-12
Handbook Of Integral Equations written by Andrei D. Polyanin and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-12 with Mathematics categories.
Unparalleled in scope compared to the literature currently available, the Handbook of Integral Equations, Second Edition contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equa