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

DOI10.1016/J.AMC.2013.03.112MaRDI QIDQ2016295zbMATH OpenOpenAlexFDO

Authors Aldo Tagliani, Mariyan Milev, Henryk Gzyl

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)

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Cites work

• scientific article; zbMATH DE number 3237318 (Why is no real title available?)
• scientific article; zbMATH DE number 7759068 (Why is no real title available?)
• Numerical methods for Laplace transform inversion
• On the Condition of a Matrix Arising in the Numerical Inversion of the Laplace Transform
• Prony's method for completely monotonic functions
• Recovering a function from a finite number of moments
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems

Cited in

(10)

• Conditional stability of a real inverse formula for the Laplace transform
• 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
• The Bad Truth about Laplace's Transform
• An algorithm for the inversion of Laplace transforms using Puiseux expansions
• Boundedness and convergence analysis of stochastic differential equations with Hurst Brownian motion
• 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
• 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

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