Inverse Laplace Transforms of CTMCs and Fluid Models with the AAA Algorithm

Learn how to apply the AAA (Adaptive Anisotropic Anderson) algorithm for computing inverse Laplace transforms in continuous-time Markov chains (CTMCs) and fluid models through this 31-minute conference talk. Explore advanced mathematical techniques for solving complex stochastic modeling problems, with particular focus on matrix-analytic methods and their practical applications. Discover how the AAA algorithm can be leveraged to efficiently handle inverse Laplace transform computations that arise in the analysis of CTMCs and fluid queueing systems. Gain insights into cutting-edge research at the intersection of numerical analysis, probability theory, and stochastic processes, presented as part of the 12th International Conference on Matrix-Analytic Methods in Stochastic Models.