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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022, Volume 9, Issue 4, Pages 636–643
DOI: https://doi.org/10.21638/spbu01.2022.406
(Mi vspua58)
 

MATHEMATICS

Regularization of the procedure for inverting the Laplace transform using quadrature formulas

A. V. Lebedeva, V. M. Ryabov

St Petersburg State University, 7-9, Universitetskaya nab., St Petersburg, 199034, Russian Federation
References:
Abstract: The problem of inversion of the integral Laplace transform, which belongs to the class of ill-posed problems, is considered. Integral equations are reduced to ill-conditioned systems of linear algebraic equations (SLAE), in which the unknowns are either the expansion coefficients in a series in terms of shifted Legendre polynomials, or the approximate values of the desired original at a number of points. The first step of reduction to SLAE is to apply quadrature formulas that provide the minimum values of the condition number of SLAE. Regularization methods are used to obtain a reliable solution of the system. A common strategy is to use the Tikhonov stabilizer or its modifications. A variant of the regularization method for systems with oscillatory-type matrices is presented, which significantly reduces the conditionality of the problem in comparison with the classical Tikhonov scheme. A method is given for actually constructing special quadratures leading to problems with oscillation matrices.
Keywords: system of linear algebraic equations, integral equations of the first kind, ill-posed problems, ill-conditioned problems, condition number, oscillation matrices, 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: 05.05.2022
Revised: 03.06.2022
Accepted: 09.06.2022
English version:
Vestnik St. Petersburg University, Mathematics, 2022, Volume 9, Issue 4, Pages 414–418
DOI: https://doi.org/10.1134/S1063454122040136
Document Type: Article
UDC: 519.61
MSC: 65F22
Language: Russian
Citation: A. V. Lebedeva, V. M. Ryabov, “Regularization of the procedure for inverting the Laplace transform using quadrature formulas”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:4 (2022), 636–643; Vestn. St. Petersbg. Univ., Math., 9:4 (2022), 414–418
Citation in format AMSBIB
\Bibitem{LebRya22}
\by A.~V.~Lebedeva, V.~M.~Ryabov
\paper Regularization of the procedure for inverting the Laplace transform using quadrature formulas
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2022
\vol 9
\issue 4
\pages 636--643
\mathnet{http://mi.mathnet.ru/vspua58}
\crossref{https://doi.org/10.21638/spbu01.2022.406}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2022
\vol 9
\issue 4
\pages 414--418
\crossref{https://doi.org/10.1134/S1063454122040136}
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