Numerical inversion of Mellin transforms

A method is presented for the numerical inversion of Mellin transforms in which the inverse is obtained as an expansion in terms of Laguerre polynomials. The coefficients of this expansion are obtained as linear combinations of values of the transformed function or, equivalently, in terms of forward differences of this function. Thus, the Mellin transform of the series can be written as a forward interpolation series. Consequently the error of the numerical inversion procedure can be estimated. The practical advantage of the method is that values are needed for real arguments only.     

An efficient algorithm for regularization of Laplace transform inversion in real case

We address design of a numerical algorithm for solving the linear system arising in numerical inversion of Laplace transforms in real case [L. D’Amore, A. Murli, Regularization of a Fourier series method for the Laplace transform inversion with real data, Inverse Problems 18 (2002) 1185–1205]. The matrix has a condition number that grows almost exponentially and the singular values decay gradually towards zero. In such a case, because of this intrinsic strong instability, the main difficulty of any numerical computation is the ability of discovering at run time, only using data, what is the maximum attainable accuracy on the solution.

In this paper, we use GMRES with the aim of relating the current residuals to the maximum attainable accuracy of the approximate solution by using a suitable stopping rule. We prove that GMRES stops after, at most, as many iterations as the number of the largest eigenvalues (compared to the machine epsilon). We use a split preconditioner that symmetrically precondition the initial system. By this way, the largest eigenvalue dynamically provides the estimate of the condition number of the matrix.     

Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions

A method for numerical inversion on the real line of the Mellin transform, without reduction of the problem to the inversion of Laplace transform is described. Maximum entropy technique is invoked in choosing the analytical form of the approximant function. Entropy-convergence and then L₁-norm convergence is proved. A stability analysis in evaluating entropy and expected values is illustrated. An upper bound of the error in the expected values computation is provided in terms of entropy.     

Application of high order numerical quadratures to numerical inversion of the Laplace transform

In this paper, new algorithms are proposed for Fredholm integral equations of the first kind corresponding to the inverse Laplace transform. We apply high order numerical quadratures to the truncated integral equation and apply regularization to the discretized linear systems. The resulted regularized least square problems are then solved by the reduced QR factorization method. Several examples taken from the literature are tested. Numerical results show that the approximate inverse Laplace transform obtained by our approach can be very accurate.     

Two dimensional Mellin transform in Quantum Calculus

In this article, we introduce the two dimensional Mellin transform M_(f)(s, t),give some properties, establish the Paley-Wiener theorem and Plancherel formula, present the Hausdorff-Young inequality, and find several applications for the two dimensional Mellin transform.     

New quadrature formulas for the numerical inversion of the Laplace transform

New quadrature formulas for the evaluation of the Bromwich integral, arising in the inversion of the Laplace transform are discussed. They are obtained by optimal addition of abscissas to Gaussian quadrature formulas. A table of abscissas and weights is given.     

Fractional differential equations solved by using Mellin transform

In this paper, the solution of the multi-order differential equations, by using Mellin transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the Mellin integral operates on the fractional derivatives, may be overcame. Then, the solution may be found for any fractional differential equation involving multi-order fractional derivatives (or integrals). The solution is found in the Mellin domain, by solving a linear set of algebraic equations, whose inverse transform gives the solution of the fractional differential equation at hands.     

The Mellin transform of the square of Riemann's zeta-function

The meromorphic continuation of the function. can be established by a method of Y. Motohashi. We show this by an alternative argument revealing the close afinity of this function with 2 (s).     

Applications of the Mellin transform in quantum calculus

In this paper, we study in quantum calculus the correspondence between poles of the q-Mellin transform (see [A. Fitouhi, N. Bettaibi, K. Brahim, The Mellin transform in Quantum Calculus, Constr. Approx. 23 (3) (2006) 305-323]) and the asymptotic behaviour of the original function at 0 and ∞. As applications, we give a new technique (in q-analysis) to derive the asymptotic expansion of some functions defined by q-integrals or by q-harmonic sums. Finally, a q-analogue of the Mellin-Perron formula is given.     

Mellin transform of quartic products of shifted Airy functions

The Mellin transform of quartic products of shifted Airy functions is evaluated in a closed form. Some particular cases expressed in terms of the logarithm function and complete elliptic integrals special values are presented.     

Some exponentially decreasing error bounds for a numerical inversion of the Laplace transform

Convergence properties of a class of least-squares methods for finding approximate inverses of the Laplace transform are obtained by using reproducing kernel Hilbert space techniques (or, alternatively, related minimization techniques) and some classical interpolation results.     

On the numerical inversion of the Laplace transform in reproducing kernel Hilbert spaces

In this work we propose a method for the numerical inversionof the Laplace transform in two reproducing kernel Hilbert spaces,based on the hypothesis that the recovering function is continuousand that the values at the ends of its range are known. Thesolution is given by a weighted linear combination of Jacobipolynomials whose coefficients are expressed in terms of theLaplace transform evaluated at equally spaced points. The effectivenessof the method is illustrated by the recovery of a number offunctions for the most part already proposed in the literature.     

More on the weeks method for the numerical inversion of the Laplace transform

Summary Most of the numerical methods for the inversion of the Laplace Transform require the values of several incidental parameters. Generally, these parameters are related to the properties of the algorithm and to the analytical properties of the Laplace Transform functionF(s).One of the most promising inversion methods, the Weeks methods, computes the inverse functionf(t) as a series expansion of Laguerre functions involving two parameters, usually denoted by andb. In this paper we characterize the optimal choiceb _opt ofb, which maximizes the rate of convergence of the series, in terms of the location of the singularities ofF(s).     

On the finite Mellin transform in quantum calculus and application

The aim of the present paper is to introduce and study a new type of q-Mellin transform [11], that will be called q-finite Mellin transform. In particular, we prove for this new transform an inversion formula and q-convolution product. The application of this transform is also earlier proposed in solving procedure for a new equation with a new fractional differential operator of a variational type.     

New type Paley-Wiener theorems for the modified multidimensional Mellin transform

New type Paley-Wiener theorems for the modified multidimensional Mellin and inverse Mellin transforms are established. The supports of functions are described in terms of their modified Mellin (or inverse Mellin) transform without passing to the complexification. Acknowledgments and Notes. The work is supported by the Kuwait University research grant SM 112.     

The numerical inversion of the Laplace transform in reproducing kernel Hilbert spaces for ill-posed problems

In this paper we have converted the Laplace transform into an integral equation of the first kind of convolution type, which is an ill-posed problem, and used a statistical regularization method to solve it. The method is applied to three examples. It gives a good approximation to the true solution and compares well with the method given by Rodriguez.