Computational error bounds for Laplace transform inversion based on smoothing splines

作者：

Highlights：

• Variation of two methods for the numerical Laplace transform inversion.

• Approximation of Laplace transforms by an exponential polynomial smoothing spline.

• Derivation of a computational procedure for error bound in the numerical inversion.

• Impact of the fitting error amplification and its propagation.

摘要

•Variation of two methods for the numerical Laplace transform inversion.•Approximation of Laplace transforms by an exponential polynomial smoothing spline.•Derivation of a computational procedure for error bound in the numerical inversion.•Impact of the fitting error amplification and its propagation.

论文关键词：Laplace transform inversion,Smoothing splines,Exponential splines,Error bounds

论文评审过程：Received 31 January 2020, Revised 30 April 2020, Accepted 11 May 2020, Available online 23 May 2020, Version of Record 23 May 2020.

论文官网地址：https://doi.org/10.1016/j.amc.2020.125376