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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022 Volume 9, Issue 1, Pages 46–52 (Mi vspua40)

This article is cited 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

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.

UDC: 519.61

MSC: 65F22

Received: 17.07.2021
Revised: 25.08.2021
Accepted: 02.09.2021

DOI: 10.21638/spbu01.2022.105


 English version:
Vestnik St. Petersburg University, Mathematics, 2022, 9:1, 34–38


© Steklov Math. Inst. of RAS, 2026