A statistical perspective on numerical inversion of Laplace transform

被引:1
|
作者
Iqbal, M [1 ]
机构
[1] King Fahd Univ Petr & Minerals, Dept Math Sci, Dhahran 31261, Saudi Arabia
关键词
ill-posed problem; inversion of Laplace transform; convolution equation; maximum likelihood method; filter function; maximum entropy method; regularization parameter;
D O I
10.1143/JPSJ.67.767
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper we have converted the Laplace transform into Fredholm integral equation of the first kind of convolution type, which is an ill-posed problem and used maximum likelihood regularization method to solve it. The method is applied to various test examples taken from the literature. The method gives a good approximation to the true solution and compares well with maximum entropy(23)) and other regularization(32)) methods. Our results confirm that our method is competitive with other recently presented methods. The results are shown in the table and the diagrams.
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页码:767 / 771
页数:5
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