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A problem of numerical inversion of implicitly defined Laplace transforms

✍ Scribed by G.A. Frolov; M.Y. Kitaev

Book ID
104353345
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
680 KB
Volume
36
Category
Article
ISSN
0898-1221

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✦ Synopsis

A procedure is proposed for numerical inversion of Laplace transforms z(s) implicitly defined from the functional equation z(s) = g(a(s) -Cz(s)) where a(.) and g(-) axe known functions, C is a known constant. This equation is encountered in queueing, inventory, and insurance problems. The procedure constructs coefficients of the Laguerre series for the original in the Laguerre series inversion method and a sequence of approximants in the Pcet-Widder inversion method. Scalar and matrix cases are treated in the same fashion. The numerical results are compared with those attainable with the Fourier series method.

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