Numerical inversion of Laplace transforms by weighted least-squares approximation
Open Access
- 1 January 1973
- journal article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 16 (1) , 66-68
- https://doi.org/10.1093/comjnl/16.1.66
Abstract
A general class of formulae for numerical inversion of Laplace transforms is defined. Each formula yields a weighted least-squares approximant to the exact inverse. Using Legendre polynomials, a specific formula is constructed; it relation to other known formulae, some of its general properties, and practical computational aspects are discussed.Keywords
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