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A computational algorithm for Rjabov’s method for real inversion of Laplace transforms

In: Numerical Mathematics and Advanced Applications

Author

Listed:
  • S. Cuomo

    (Complesso Universario Monte S. Angelo, Università di Napoli “Federico II” and Center for Research on Parallel Computing and Supercomputers CPS-CNR)

  • L. D’Amore

    (Complesso Universario Monte S. Angelo, Università di Napoli “Federico II” and Center for Research on Parallel Computing and Supercomputers CPS-CNR)

  • A. Murli

    (Complesso Universario Monte S. Angelo, Università di Napoli “Federico II” and Center for Research on Parallel Computing and Supercomputers CPS-CNR)

Abstract

Summary The inversion of a Laplace transform on the real axis is an ill-conditioned problem. A complete error analysis of Rjabov’s method for the numerical inversion of the Laplace transform shows that a regularization technique is needed in order to compute an accurate numerical solution. The main contribution of this paper is to provide a reliable error estimate and then to show how readily one could develop an accurate and efficient stopping rule for the related numerical algorithm.

Suggested Citation

  • S. Cuomo & L. D’Amore & A. Murli, 2003. "A computational algorithm for Rjabov’s method for real inversion of Laplace transforms," Springer Books, in: Franco Brezzi & Annalisa Buffa & Stefania Corsaro & Almerico Murli (ed.), Numerical Mathematics and Advanced Applications, pages 881-890, Springer.
    • Handle: RePEc:spr:sprchp:978-88-470-2089-4_79
    DOI: 10.1007/978-88-470-2089-4_79
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