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Journal of Inverse and Ill-posed Problems

Editor-in-Chief: Kabanikhin, Sergey I.

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On regularization method for numerical inversion of the Laplace transforms computable at any point on the real axis

V. V. Kryzhniy
Published Online: 2010-10-20 | DOI: https://doi.org/10.1515/jiip.2010.018


The regularized inversion of real-valued Laplace transforms computable at any point on the real axis is discussed from the point of view of practical calculations. New criterion for selection of free parameters is suggested. Selection of optimal values of free parameters allows to improve the numerical results significantly.

The effectiveness of the proposed criterion is demonstrated with examples. Method can be used in conjunction with other numerical methods for problems where the inverse Laplace transform is expected to tend to a monotonic function.

Keywords.: Laplace transform; regularization; regularization parameter; numerical inversion

Received: 2010-03-13

Published Online: 2010-10-20

Published in Print: 2010-10-01

Citation Information: Journal of Inverse and Ill-posed Problems. Volume 18, Issue 4, Pages 409–419, ISSN (Online) 1569-3945, ISSN (Print) 0928-0219, DOI: https://doi.org/10.1515/jiip.2010.018, October 2010

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