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Numerical inversion of Laplace transform on the real line of probability density functions

✍ Scribed by Aldo Tagliani

Book ID
108395480
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
136 KB
Volume
123
Category
Article
ISSN
0096-3003

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πŸ“œ SIMILAR VOLUMES

Numerical Inversion of the Laplace Trans
Numerical Inversion of the Laplace Transform from the Real Axis
✍ Ruben G. Airapetyan; Alexander G. Ramm πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 121 KB

A numerical method for inversion of the Laplace transform F p given for p ) 0 only is proposed. Recommendations for the choice of the abscissa of convergence and parameters of numerical integration are given. The results of the numerical tests are discussed.