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 19 条

[11] ON THE NUMERICAL INVERSION OF THE LAPLACE TRANSFORM
ESSAH, WA
DELVES, LM
[J]. INVERSE PROBLEMS, 1988, 4 (03) : 705 - 724
[12] GENERALIZED CROSS-VALIDATION AS A METHOD FOR CHOOSING A GOOD RIDGE PARAMETER
GOLUB, GH
HEATH, M
WAHBA, G
[J]. TECHNOMETRICS, 1979, 21 (02) : 215 - 223
[13] NUMERICAL INVERSION OF LAPLACE TRANSFORM AND SIMILAR FREDHOLM INTEGRAL-EQUATIONS OF 1ST KIND
MCWHIRTER, JG
PIKE, ER
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1978, 11 (09): : 1729 - 1745
[14] Miller M., 1966, SIAM J NUMER ANAL, V3, P624, DOI DOI 10.1137/0703055
[15] RAMM AG, 1986, INV PROBLEMS, V2, P55
[16] SHOU H, 1985, J COMPUT MATH, V3, P27
[17] NUMERICAL-METHODS BASED ON WHITTAKER CARDINAL, OR SINC FUNCTIONS
STENGER, F
[J]. SIAM REVIEW, 1981, 23 (02) : 165 - 224
[18] Tikhonov A.N., 1977, SOLUTIONS ILL POSED
[19] PITFALLS IN THE NUMERICAL-SOLUTION OF LINEAR ILL-POSED PROBLEMS
VARAH, JM
[J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1983, 4 (02): : 164 - 176

← 1 2 →