TY - JOUR
T1 - Numerical accuracy of real inversion formulas for the Laplace transform
AU - Masol, V.
AU - Teugels, J.L.
PY - 2010
Y1 - 2010
N2 - 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.
AB - 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.
U2 - 10.1016/j.cam.2009.10.033
DO - 10.1016/j.cam.2009.10.033
M3 - Article
SN - 0377-0427
VL - 233
SP - 2521
EP - 2533
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 10
ER -