Laplace's method is a way of approximating integrals and related quantities, like expectations, see https://en.wikipedia.org/wiki/Laplace%27s_method
Questions tagged [laplace-method]
182 questions
2
votes
1 answer
laplace transform two forms
$$L[f'''(t)]=\int e^{-st}f'(t)dt=L[f'(t)]$$
im not sure if this is how it works. please advice
Jean Low
- 45
1
vote
1 answer
How to approximate this integral
I am trying to approximate an integral of the following form
$$
F_n = \int_{-1}^1(1-u^2)^{(n-3)/2}e^{Anu}du
$$
(I am trying to work through this paper....https://ieeexplore.ieee.org/document/6875199)
I am just not seeing the substitution I need to…
Pablitorun
- 179
1
vote
1 answer
What is the meaning and intuition behind Laplace's method for the maximum of a function?
I am reading the book Bandit Algorithms. On page 257, it talks about how to approximate the maximum of a function with Laplace's method. I cannot understand how this method can be used to find the maximum of a function. The book presents Laplace's…
Amin
- 85
1
vote
0 answers
How can I find an approximate solution to this integral?
I am stuck in integrating the following integral
$I(x) = \int_{a}^{b}t^{2}e^{-xf(t)}\,dt$
where $f(t)=(1-e^{-t})^2$. The main problem here is at the point where $f(t)$ is zero, $t^2$ is zero. I am not sure how to evaluate this integral. Thank you…
Vip
- 35
1
vote
1 answer
laplace transform ($t$-shifting)
Find the Laplace transform of:
$f(t)=\begin{Bmatrix}
\sin (\pi t), & 12
\end{Bmatrix}$
I know how to find the transform by integration of $\sin( \pi t)$ but I'd like to know how to find the transform by using…
user300988
- 11