Title of article :
Numerical accuracy of real inversion formulas for the Laplace transform
Author/Authors :
Masol، نويسنده , , Viktoriya and Teugels، نويسنده , , Jef L. Teugels، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
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.
Keywords :
Post–Widder inversion , Shohat–Tamarkin formula , Numerical Inversion , Gaver–Stehfest inversion , Widder inversion , Gamma distribution , Laplace transform
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics