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Computational error bounds for Laplace transform inversion based on smoothing splines

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  • Campagna, Rosanna
  • Conti, Costanza
  • Cuomo, Salvatore

Abstract

In the numerical methods for the Laplace transform inversion the errors quantification in computational processes is a crucial issue. In this paper, we propose two inversion methods based on smoothing splines combined with a procedure for the derivation of error bounds. In particular, we numerically study the impact of the fitting error amplification through the analysis of several sources of error and their propagation.

Suggested Citation

  • Campagna, Rosanna & Conti, Costanza & Cuomo, Salvatore, 2020. "Computational error bounds for Laplace transform inversion based on smoothing splines," Applied Mathematics and Computation, Elsevier, vol. 383(C).
    • Handle: RePEc:eee:apmaco:v:383:y:2020:i:c:s0096300320303404
    DOI: 10.1016/j.amc.2020.125376
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    References listed on IDEAS

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    1. Abramovich, Felix P., 1993. "The asymptotic mean squared error of L-smoothing splines," Statistics & Probability Letters, Elsevier, vol. 18(3), pages 179-182, October.
    2. Raoofian Naeeni, M. & Campagna, R. & Eskandari-Ghadi, M. & Ardalan, Alireza A., 2015. "Performance comparison of numerical inversion methods for Laplace and Hankel integral transforms in engineering problems," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 759-775.
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