Departmental Papers (BE)

Document Type

Journal Article

Date of this Version

August 2008

Abstract

Inverting the Laplace transform is a paradigm for exponentially ill-posed problems. For a class of operators, including the Laplace transform, we give forward and inverse formulae that have fast implementations using the fast Fourier transform. These formulae lead easily to regularized inverses whose effects on noise and filtered data can be precisely described. Our results give cogent reasons for the general sense of dread most mathematicians feel about inverting the Laplace transform.

Comments

Copyright SIAM 2008. Reprinted from Siam Review, Volume 50, Issue 3, pp. 504–520.
Publisher URL: http://dx.doi.org/10.1137/060657273

Keywords

finite Fourier transform, FFT, Laplace transform, spectral theory, SVD, regularized inverse

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Date Posted: 15 September 2008

This document has been peer reviewed.