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Computing values of a function on [0,1] from its moments

Published online by Cambridge University Press:  14 November 2011

Jet Wimp
Jet Wimp
Affiliation:
University of Strathclyde, Glasgow and Drexel University, Philadelphia, U.S.A.
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Extract

In this work we present an algorithm for computing an integrable function almost everywhere on (0,1) when its moments are known. The method is based on the use of certain delta-shaped sequences, and can be adjusted to take advantage of the local smoothness of the function.

As an application, we give an algorithm for the pointwise inversion of the Laplace transform which utilizes the values of the image function at equidistant points.

Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 82 , Issue 3-4 , 1979 , pp. 273 - 289
Copyright
Copyright © Royal Society of Edinburgh 1979

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