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NUMERICAL INVERSION OF MULTIDIMENSIONAL LAPLACE TRANSFORMS USING MOMENT METHODS 被引量:1

NUMERICAL INVERSION OF MULTIDIMENSIONAL LAPLACE TRANSFORMS USING MOMENT METHODS
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摘要 This paper develops a numerical method to invert multi-dimensional Laplace transforms. By a variable transform, Laplace transforms are converted to multi-dimensional Hansdorff moment problems so that the numerical solution can be achieved. Stability estimation is also obtained. Numerical simulations show the efficiency and practicality of the method. This paper develops a numerical method to invert multi-dimensional Laplace transforms. By a variable transform, Laplace transforms are converted to multi-dimensional Hausdorff moment problems so that the numerical solution can be achieved. Stability estimation is also obtained. Numerical simulations show the efficiency and practicality of the method.
基金 the Jiangxi Provincial Natural Scientific Foundation(0211014)Scientific Research Program from Education Office of Jiangxi Province([2005]213)East China Institute of Technology.
关键词 数字倒置 多维Laplace变换 病态问题 数字计算 矩问题 Numerical Inversion of Laplace Transform, ill-posed Problems, multi-dimension, moment Problem, numerical computation
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