Inversion of the Laplace transform from the real axis using an adaptive iterative method

Details Inversion of the Laplace transform from the real axis using an adaptive iterative method Inversion of the Laplace transform from the real axis using an adaptive iterative method

2009-10-18

arxiv.org/abs/0910.3385v3

Mathematics

Numerical Analysis

38 pages, 12 figures

Scientific paper

In this paper a new method for inverting the Laplace transform from the real
axis is formulated. This method is based on a quadrature formula. We assume
that the unknown function $f(t)$ is continuous with (known) compact support. An
adaptive iterative method and an adaptive stopping rule, which yield the
convergence of the approximate solution to $f(t)$, are proposed in this paper.

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