Inversion of the Laplace transform from the real axis using an adaptive iterative method

DOI10.1155/2009/898195MaRDI QIDQ963531zbMATHOpenAlexDBLPWikidataFDO

Authors S. W. Indratno, A. G. Ramm

Publication date 20 April 2010

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.3385

zbMATH Keywords

Laplace transformconvergenceinversioniterative methodquadrature formulaadaptive stopping rule

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Abstract: In this paper a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function $f(t)$ is continuous with (known) compact support. An adaptive iterative method and an adaptive stopping rule, which yield the convergence of the approximate solution to $f(t)$, are proposed in this paper.

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Cited in

(3)

• scientific article; zbMATH DE number 2064959 (Why is no real title available?)
• scientific article; zbMATH DE number 2098785 (Why is no real title available?)
• A Laplace transform inversion method for probability distribution functions

Describes a project that uses

Uses Software

• InvertLT
• exflib

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