Laguerre polynomials and the inverse Laplace transform using discrete data

Details Laguerre polynomials and the inverse Laplace transform using discrete data Laguerre polynomials and the inverse Laplace transform using discrete data

2007-05-19

arxiv.org/abs/0705.2825v1

Journal of Mathematical Analysis and applications 337 (2008) 1302-1314

Mathematics

Analysis of PDEs

14 pages

Scientific paper

We consider the problem of finding a function defined on $(0,\infty)$ from a countable set of values of its Laplace transform. The problem is severely ill-posed. We shall use the expansion of the function in a series of Laguerre polynomials to convert the problem in an analytic interpolation problem. Then, using the coefficients of Lagrange polynomials we shall construct a stable approximation solution.

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