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Recursive Pseudo-Inversion of the Laplace
Transform on the Real Line
Nassar H. S. Haidar
Departments of Mathematics and Physics
American University of Beirut, Lebanon
P.O. Box 3085
850 Third Avenue, 18th Floor
New York, NY 10022
ABSTRACT
We develop the double series inverse Laplace transform, advanced by N. H. S.
Haidar [1] into a recursive pseudo-inverse. This development is also based on real
axis numerical data but iterates over both the real and complex domains through a
recursive regularization algorithm. © Elsevier Science Inc., 1997
1. INTRODUCTION
The numerical inversion of the Laplace transform
F(s) =.9:{ f(t)} = fo e-'t f(t) dt (1.1)
on the real line of the complex ( s = v + i~-)-plane is a well known example
of severely ill-posed problems. This problem has been studied or addressed
in a number of works in the past [2-6]. More recently, new methods have
been proposed [1, 7, 8]. In [1] the author derived an inversion formula Which
is based on the double series solution to Fredholm integral equations of the
first-kind with nondegenerate kernels.
The aim of this paper is to develop the real axis inversion method
outlined in [1] into a recursive pseudo-inverse Laplace transform that is
iterative over both the real and complex domains in a way interpolating
between the data points of both the image and its preimage.
APPLIED MA THEMA TICSAND COMPUTATION 84:213-220 (1997)
© Elsevier ScienceInc., 1997 0096-3003/97/$17.00
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