A REGULARIZATION METHOD FOR THE NUMERICAL INVERSION OF THE LAPLACE TRANSFORM

被引：19

作者：

DONG, CW

机构：

[1] Armored Force Engineering Inst, Beijing

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1993年 / 30卷 / 03期

关键词：

INVERSE LAPLACE TRANSFORM; ILL-POSED PROBLEM; FINITE-DIFFERENCE APPROXIMATION; REGULARIZING OPERATOR; ERROR BOUND;

D O I：

10.1137/0730038

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A method for numerical inversion of the Laplace transform based on Tikhonov regularization is described. The method requires values of u(s) only for real s, and appears relatively reliable in practice, since the ill posedness of this problem has been considered. The precondition to use the algorithm is that the exact solution of the inversion exists and it is Lipschitz continuous with finite (and known) support.

引用

页码：759 / 773

页数：15

共 50 条

[21] NUMERICAL INVERSION OF LAPLACE TRANSFORM - REMARK
PIESSENS, R
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1984, 10 (03): : 354 - 354
[22] NUMERICAL INVERSION OF LAPLACE-TRANSFORM
ALBRECHT, P
HONIG, G
ANGEWANDTE INFORMATIK, 1977, (08): : 336 - 345
[23] COMPLEX VARIABLE AND REGULARIZATION METHODS OF INVERSION OF THE LAPLACE TRANSFORM
ANG, DD
LUND, J
STENGER, F
MATHEMATICS OF COMPUTATION, 1989, 53 (188) : 589 - 608
[24] Analytical and numerical inversion of the Laplace-Carson transform by a differential method
Donolato, C
COMPUTER PHYSICS COMMUNICATIONS, 2002, 145 (02) : 298 - 309
[25] CONVERGENCE OF PIESSEN METHOD FOR NUMERICAL INVERSION OF THE LAPLACE TRANSFORM ON THE REAL LINE
COPE, DK
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1990, 27 (05) : 1345 - 1354
[26] Application of weeks method for the numerical inversion of the Laplace transform to the matrix exponential
Kano, PO
Brio, M
Moloney, JV
COMMUNICATIONS IN MATHEMATICAL SCIENCES, 2005, 3 (03) : 335 - 372
[27] Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
Valkó, PP
Abate, J
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2004, 48 (3-4) : 629 - 636
[28] BELLMAN,R - NUMERICAL INVERSION OF LAPLACE TRANSFORM
MIRANKER, WL
SCIENCE, 1967, 157 (3793) : 1163 - &
[29] An efficient algorithm for regularization of Laplace transform inversion in real case
Campagna, R.
D'Amore, L.
Murli, A.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2007, 210 (1-2) : 84 - 98
[30] A NUMERICAL INVERSION OF LAPLACE TRANSFORM AND ITS APPLICATION
KITAHARA, N
NAGAHARA, D
YANO, H
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1988, 325 (02): : 221 - 233

← 1 2 3 4 5 →