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Inversion of the Laplace Transform from the Real Axis Using an Adaptive Iterative Method

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  • Sapto W. Indratno
  • Alexander G. Ramm

Abstract

A new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function ð ‘“ ( ð ‘¡ ) is continuous with (known) compact support. An adaptive iterative method and an adaptive stopping rule, which yield the convergence of the approximate solution to ð ‘“ ( ð ‘¡ ) , are proposed in this paper.

Suggested Citation

  • Sapto W. Indratno & Alexander G. Ramm, 2009. "Inversion of the Laplace Transform from the Real Axis Using an Adaptive Iterative Method," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2009, pages 1-38, January.
    • Handle: RePEc:hin:jijmms:898195
    DOI: 10.1155/2009/898195
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