通过磨光化对逆拉普拉斯变换的正则化
Regularization of the inverse Laplace transform by Mollification
AI总结:
本文针对逆拉普拉斯变换的严重不适定性,提出基于磨光化的正则化方法,给出参数选择准则,并利用全纯延拓构造基于偏微分方程的数值求解方法,通过数值算例验证其有效性。
摘要:
本文研究逆拉普拉斯变换。我们首先推导出一个新的全局对数稳定性估计,表明该反演问题是严重不适定的。然后,我们提出一种利用磨光化概念计算逆拉普拉斯变换的正则化方法。考虑到指数不稳定性,我们推导出正则化参数的选择准则。我们证明,通过取该参数的最优值,可以显著改善方法的收敛性。最后,利用拉普拉斯变换的全纯延拓,我们提出一种新的基于偏微分方程的数值方法来计算解。所提正则化方法的有效性通过若干数值算例得到验证。
英文摘要:
In this paper we study the inverse Laplace transform. We first derive a new global logarithmic stability estimate that shows that the inversion is severely ill-posed. Then we propose a regularization method to compute the inverse Laplace transform using the concept of mollification. Taking into account the exponential instability we derive a criterion for selection of the regularization parameter. We show that by taking the optimal value of this parameter we improve significantly the convergence of the method. Finally, making use of the holomorphic extension of the Laplace transform, we suggest a new PDEs based numerical method for the computation of the solution. The effectiveness of the proposed regularization method is demonstrated through several numerical examples.
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