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Computational error bounds for Laplace transform inversion based on smoothing splines

Rosanna Campagna, Costanza Conti and Salvatore Cuomo

Applied Mathematics and Computation, 2020, vol. 383, issue C

Abstract: In the numerical methods for the Laplace transform inversion the errors quantification 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.

Keywords: Laplace transform inversion; Smoothing splines; Exponential splines; Error bounds (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:383:y:2020:i:c:s0096300320303404

DOI: 10.1016/j.amc.2020.125376

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