A problem of numerical inversion of implicitly defined Laplace transforms

DOI10.1016/S0898-1221(98)00148-5MaRDI QIDQ1806593zbMATH OpenFDO

Authors G. A. Frolov, M. Yu. Kitaev

Publication date 15 March 2000

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0898-1221(98)00148-5

zbMATH Keywords

busy periodenhancement procedureextrapolation to the limitFourier series inversion methodimplicit functionsLaguerre series inversion methodMarkov-modulated systemsnumerical inversion of Laplace transformsPost-Widder inversion methodruin probabilities

Mathematics Subject Classification ID

Laplace transform (44A10) Queueing theory (aspects of probability theory) (60K25) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

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Cites work

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Cited in

(6)

• Solving probability transform functional equations for numerical inversion
• On posedness of the Laplace transform inversion problem
• Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula
• Priority queueing systems: from probability generating functions to tail probabilities
• An improvement to the Fourier series method for inversion of Laplace transforms applied to elastic and viscoelastic waves
• Extended Jacobi and Laguerre functions and their applications

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