Application of high order numerical quadratures to numerical inversion of the Laplace transform

作者：Lin Fu Rong^*; Liang Fen

来源：Advances in Computational Mathematics, 2012, 36(2): 267-278.

DOI：10.1007/s10444-011-9202-7

• Inverse Laplace transform
• Numerical quadratures
• Regularization
• Reduced QR factorization

In this paper, new algorithms are proposed for Fredholm integral equations of the first kind corresponding to the inverse Laplace transform. We apply high order numerical quadratures to the truncated integral equation and apply regularization to the discretized linear systems. The resulted regularized least square problems are then solved by the reduced QR factorization method. Several examples taken from the literature are tested. Numerical results show that the approximate inverse Laplace transform obtained by our approach can be very accurate.

• 出版日期2012-2
• 单位汕头大学