Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula

DOI10.1016/S0898-1221(98)00147-3MaRDI QIDQ1806592zbMATH 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)00147-3

zbMATH Keywords

numerical examples[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Pad%EF%BF%BD%EF%BF%BD+approximation&go=Go Pad�� approximation]extrapolation to the limitPost-Widder formulanumerical inversion of Laplace transformsGaver-Stehfest method

Mathematics Subject Classification ID

Laplace transform (44A10) 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

(12)

• Laplace transform inversion using Bernstein operational matrix of integration and its application to differential and integral equations
• Convergence rate of Post-Widder approximate inversion of the Laplace transform
• A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
• Inversion of the laplace transform via post—widder formula
• Impulsive displacement of a quasi-linear viscoelastic material through accurate numerical inversion of the Laplace transform
• A problem of numerical inversion of implicitly defined Laplace transforms
• Numerical inversion of the Laplace transform from the real axis
• Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
• scientific article; zbMATH DE number 4123243 (Why is no real title available?)
• Numerical computation of first-passage times of increasing Lévy processes
• Analytical and numerical inversion of the Laplace-Carson transform by a differential method

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