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Application of high order numerical quadratures to numerical inversion of the Laplace transform

机译:高阶数值积分在拉普拉斯变换数值反演中的应用

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摘要

In this paper, new algorithms are proposed for Fredholm integral equations of the first kind corresponding to the inverse Laplace transform. We apply high order numerical quadratures to the truncated integral equation and apply regularization to the discretized linear systems. The resulted regularized least square problems are then solved by the reduced QR factorization method. Several examples taken from the literature are tested. Numerical results show that the approximate inverse Laplace transform obtained by our approach can be very accurate.
机译:本文针对对应于拉普拉斯逆变换的第一类Fredholm积分方程提出了新的算法。我们将高阶数值正交应用于截断的积分方程,并将正则化应用于离散线性系统。然后,通过减少的QR因式分解方法解决所得的正则化最小二乘问题。测试了一些来自文献的例子。数值结果表明,通过我们的方法获得的近似拉普拉斯逆变换可以非常精确。

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