Numerical accuracy of real inversion formulas for the Laplace transform

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• 作者：Viktoriya Masol ; Jef L. Teugels
• 关键词：Laplace transform ; Numerical inversion ; Post– ; Widder inversion ; Widder inversion ; Shohat– ; Tamarkin formula ; Gaver– ; Stehfest inversion ; Gamma distribution
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2010
• 出版时间：15 March 2010
• 年：2010
• 卷：233
• 期：10
• 页码：2521-2533
• 全文大小：2762 K

文摘

In this article, we investigate and compare a number of real inversion formulas for the Laplace transform. The focus is on the accuracy and applicability of the formulas for numerical inversion. In this contribution, we study the performance of the formulas for measures concentrated on a positive half-line to continue with measures on an arbitrary half-line. As our trial measure concentrated on a positive half-line, we take the broad Gamma probability distribution family.