We propose a numerical method for computing a function, given its Laplace transform function on the real axis. The inversion algorithm is based on the Fourier series expansion of the unknown function and the Fourier coefficients are approximated using a Tikhonov regularization method. The key point of this approach is the use of the regularization scheme in order to improve the conditioning of the discrete problem: the value of the regularization parameter is that giving a tradeoff between the discretization error, including the regularization error, and the conditioning of the discrete problem.
Regularization of a Fourier Series Method for the Laplace Transform inversion with real data / D'Amore, Luisa; Murli, A.. - In: INVERSE PROBLEMS. - ISSN 0266-5611. - STAMPA. - 18:4(2002), pp. 1185-1205. [10.1088/0266-5611/18/4/315]
Regularization of a Fourier Series Method for the Laplace Transform inversion with real data
D'AMORE, LUISA;
2002
Abstract
We propose a numerical method for computing a function, given its Laplace transform function on the real axis. The inversion algorithm is based on the Fourier series expansion of the unknown function and the Fourier coefficients are approximated using a Tikhonov regularization method. The key point of this approach is the use of the regularization scheme in order to improve the conditioning of the discrete problem: the value of the regularization parameter is that giving a tradeoff between the discretization error, including the regularization error, and the conditioning of the discrete problem.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.