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.
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页码：759 / 773
页数：15
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