Numerical accuracy of real inversion formulas for the Laplace transform

V. Masol, J.L. Teugels

Research output: Contribution to journalArticleAcademicpeer-review

10 Citations (Scopus)

Abstract

In this article, we investigate and compare a number of real inversion formulas for the Laplace transform. The focus is on the accuracy and applicability of the formulas for numerical inversion. In this contribution, we study the performance of the formulas for measures concentrated on a positive half-line to continue with measures on an arbitrary half-line. As our trial measure concentrated on a positive half-line, we take the broad Gamma probability distribution family.
Original languageEnglish
Pages (from-to)2521-2533
JournalJournal of Computational and Applied Mathematics
Volume233
Issue number10
DOIs
Publication statusPublished - 2010

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