International Journal of Mathematics and Mathematical Sciences
Volume 2009 (2009), Article ID 898195, 38 pages
doi:10.1155/2009/898195

Inversion of the Laplace transform from the real axis using an adaptive iterative method

Abstract

A new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function f(t) is continuous with (known) compact support. An adaptive iterative method and an adaptive stopping rule, which yield the convergence of the approximate solution to f(t), are proposed in this paper.