Error analysis of a collocation method for numerically inverting a Laplace transform in case of real samples (Q2475361)
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| Language | Label | Description | Also known as |
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| English | Error analysis of a collocation method for numerically inverting a Laplace transform in case of real samples |
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Error analysis of a collocation method for numerically inverting a Laplace transform in case of real samples (English)
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11 March 2008
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The authors propose a collocation method for a real inversion of the Laplace transform based on a truncated Laguerre expansion of the inverse function. The aim of the paper is to perform the error analysis for determining the maximum attainable accuracy on the required inverse function and a computable estimate of the errors. Numerical experiments are given in the finish of the paper.
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Laplace transform inversion
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collocation method
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error analysis
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Laguerre expansion
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discrete data inversion
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Björck-Pereira algorithm
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numerical experiments
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