Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641367 | Journal of Computational and Applied Mathematics | 2010 | 13 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Viktoriya Masol, Jef L. Teugels,