In the numerical methods for the Laplace transform inversion, the quantification of the errors in computational processes is a crucial issue. In this paper, we propose two inversion methods based on smoothing splines combined with a procedure for the derivation of error bounds. In particular, we numerically study the impact of the fitting error amplification through the analysis of several sources of error and their propagation.
Computational error bounds for Laplace transform inversion based on smoothing splines / Rosanna Campagna, Costanza Conti, Salvatore Cuomo. - In: APPLIED MATHEMATICS AND COMPUTATION. - ISSN 1873-5649. - STAMPA. - 383:(2020), pp. 1-11. [10.1016/j.amc.2020.125376]
Computational error bounds for Laplace transform inversion based on smoothing splines
Costanza Conti;
2020
Abstract
In the numerical methods for the Laplace transform inversion, the quantification of the errors in computational processes is a crucial issue. In this paper, we propose two inversion methods based on smoothing splines combined with a procedure for the derivation of error bounds. In particular, we numerically study the impact of the fitting error amplification through the analysis of several sources of error and their propagation.
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