Laguerre polynomials and the inverse Laplace transform using discrete data

Abstract

We consider the problem of finding a function defined on ( 0 , ∞ ) from a countable set of values of its Laplace transform. The problem is severely ill-posed. We shall use the expansion of the function in a series of Laguerre polynomials to convert the problem in an analytic interpolation problem. Then, using the coefficients of Lagrange polynomials we shall construct a stable approximation solution. Error estimate is given. Numerical results are produced.