正则化方法在拉普拉斯数值反演中的应用

A Regularization Method for the Numerical Inversion of the Laplace Transform

本文用正则化方法给出了拉普拉斯变换的数值反演方法,并考虑了问题的不适定性,此方法在实际中有较强的应用价值.

A method for numerical inversion of the Laplace transform based on Tikhonov reg-ularization is described. The method requires values of u(s) only for real s ,and appears rela-tively reliable in practice,since the ill posedness of this problem has been considered. Theprecondition to use the algorithm is that the exact solution of the inversion exists and it isLipschitz continuous with finite (and known) support.