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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022, Volume 9, Issue 1, Pages 46–52
DOI: https://doi.org/10.21638/spbu01.2022.105
(Mi vspua40)
 

This article is cited in 2 scientific papers (total in 2 papers)

MATHEMATICS

Method of moments in the problem of inversion of the Laplace transform and its regularization

A. V. Lebedeva, V. M. Ryabov

St Petersburg State University, 7-9, Universitetskaya nab., St Petersburg, 199034, Russian Federation
Full-text PDF (413 kB) Citations (2)
References:
Abstract: Integral equations of the first kind are considered, which belong to the class of ill-posed problems. This also includes the problem of inverting the integral Laplace transform, which is used to solve a wide class of mathematical problems. Integral equations are reduced to illconditioned systems of linear algebraic equations, in which the unknowns are the coefficients of the expansion in a series in the shifted Legendre polynomials of some function that simply expresses in terms of the sought original. This function is found as a solution to a certain finite moment problem in a Hilbert space. To obtain a reliable solution to the system, regularization methods are used. The general strategy is to use the Tikhonov stabilizer or its modifications. A specific type of stabilizer in the regularization method is indicated, focused on a priori low degree of smoothness of the desired original. The results of numerical experiments are presented, confirming the effectiveness of the proposed inversion algorithm.
Keywords: system of linear algebraic equations, integral equations of the first kind, ill-posed problems, ill-conditioned problems, condition number, regularization method.
Funding agency Grant number
Saint Petersburg State University 75207094
This paper was prepared with the support by a grant from St Petersburg State University (Event 3, Pure ID 75207094).
Received: 17.07.2021
Revised: 25.08.2021
Accepted: 02.09.2021
English version:
Vestnik St. Petersburg University, Mathematics, 2022, Volume 9, Issue 1, Pages 34–38
DOI: https://doi.org/10.1134/S1063454122010071
Document Type: Article
UDC: 519.61
MSC: 65F22
Language: Russian
Citation: A. V. Lebedeva, V. M. Ryabov, “Method of moments in the problem of inversion of the Laplace transform and its regularization”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:1 (2022), 46–52; Vestn. St. Petersbg. Univ., Math., 9:1 (2022), 34–38
Citation in format AMSBIB
\Bibitem{LebRya22}
\by A.~V.~Lebedeva, V.~M.~Ryabov
\paper Method of moments in the problem of inversion of the Laplace transform and its regularization
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2022
\vol 9
\issue 1
\pages 46--52
\mathnet{http://mi.mathnet.ru/vspua40}
\crossref{https://doi.org/10.21638/spbu01.2022.105}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2022
\vol 9
\issue 1
\pages 34--38
\crossref{https://doi.org/10.1134/S1063454122010071}
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  • This publication is cited in the following 2 articles:
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    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
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