A Statistical Perspective on Numerical Inversion of Laplace Transform

概要

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In this paper we have converted the Laplace transform into Fredholrn integral equation ofthe first kind of convolution type, which is an ill-posed problem and used nnaximum likelihoodregularization method to solve it. The method is applied to various test examples taken from theliterature. The method gives a good approxiraaation to the true solution and compares well xvithmaximttm entropy"' and other regularization"' naethods. Our results confirm that our naethodis competitive with other recently presented ra'rethods. The results are shown in the table andthe diagrarns.
社団法人日本物理学会の論文
1998-03-15