Complex variable and regularization methods of inversion of the Laplace transform

Author:

Ang D. D.,Lund John,Stenger Frank

Abstract

In this paper three methods are derived for approximating f, given its Laplace transform g on ( 0 , ) (0,\infty ) , i.e., 0 f ( t ) exp ( s t ) d t = g ( s ) \smallint _0^\infty {f(t)\exp ( - st)\,dt = g(s)} . Assuming that g L 2 ( 0 , ) g \in {L^2}(0,\infty ) , the first method is based on a Sinc-like rational approximation of g, the second on a Sinc solution of the integral equation 0 f ( t ) exp ( s t ) d t = g ( s ) \smallint _0^\infty {f(t)\exp ( - st)\,dt = g(s)} via standard regularization, and the third method is based on first converting 0 f ( t ) exp ( s t ) d t = g ( s ) \smallint _0^\infty {f(t)\exp ( - st){\mkern 1mu} dt = g(s)} to a convolution integral over R \mathbb {R} , and then finding a Sinc approximation to f via the application of a special regularization procedure to solve the Fourier transform problem. We also obtain bounds on the error of approximation, which depend on both the method of approximation and the regularization parameter.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

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