Laplace transform inversion on the real line is truly ill-conditioned

DOI10.1016/j.amc.2013.03.112zbMath1292.44001OpenAlexW1994106796MaRDI QIDQ2016295

Mariyan Milev, Aldo Tagliani, Henryk Gzyl

Publication date: 20 June 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.112

zbMATH Keywords

Laplace transforminverse Laplace transformprobability density functioncompletely monotonic functionill-conditioned inverse problem

Mathematics Subject Classification ID

Laplace transform (44A10) Integral transforms of special functions (44A20)

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Cites Work

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• Prony's method for completely monotonic functions
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• Numerical methods for Laplace transform inversion
• Recovering a function from a finite number of moments
• On the Condition of a Matrix Arising in the Numerical Inversion of the Laplace Transform