Laplace transform inversion on the real line is truly ill-conditioned

DOI10.1016/J.AMC.2013.03.112zbMATH Open1292.44001OpenAlexW1994106796MaRDI QIDQ2016295FDOQ2016295

Mariyan Milev, Henryk Gzyl, Aldo Tagliani

Publication date: 20 June 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.112

zbMATH Keywords

Laplace transformprobability density functioncompletely monotonic functioninverse Laplace transformill-conditioned inverse problem

Mathematics Subject Classification ID

Laplace transform (44A10) Integral transforms of special functions (44A20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• Numerical methods for Laplace transform inversion
• Recovering a function from a finite number of moments
• Prony's method for completely monotonic functions
• On the Condition of a Matrix Arising in the Numerical Inversion of the Laplace Transform

Cited In (9)

• Numerical inversion of the Laplace transform and its application to fractional diffusion
• Computational analysis on the influence of damping in solid body deformation during thermoelastic mass diffusion
• An algorithm for the inversion of Laplace transforms using Puiseux expansions
• Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
• A new fractional viscoelastic model for an infinitely thermoelastic body with a spherical cavity including Caputo-Fabrizio operator without singular kernel
• Title not available (Why is that?)
• Robust numerical algorithm to the European option with illiquid markets
• Open-closed-loop PD iterative learning control with a variable forgetting factor for a two-wheeled self-balancing mobile robot
• Conditional stability of a real inverse formula for the Laplace transform

This page was built for publication: Laplace transform inversion on the real line is truly ill-conditioned

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2016295)