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Numerical Inversion of a Characteristic Function

Biometrika, 1973
SUMMARY A method is described for finding a bound on the error when a version of the usual characteristic function inversion formula is evaluated by numerical integration. The method is applied to the calculation of the distribution function of a quadratic form in normal random variables.
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Numerical analysis of inverse problems

Journal of Inverse and Ill-Posed Problems, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Numerical inversion of characteristic functions

Scandinavian Actuarial Journal, 1977
Abstract To anyone working with characteristic functions, or with Laplace transforms of a non-negative random variable, the three papers by Harald Bohman (1971, 1974, 1975) are invaluable. Numerical integration over an infinite interval is extraordinarily beset with pitfalls (vide Davis & Rabinowitz, 1975) and the publication of actual results achieved
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Numerical inversions of characteristic functions

Scandinavian Actuarial Journal, 1975
abstract This paper contains a comparison between different methods to evaluate numerically the integral leading from the characteristic function to the corresponding probability distribution function.
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Numerische Systeminversion (Numerical System Inversion)

auto, 2000
Ein Teilproblem bei Trajektorienfolgeregelungen ist die Berechnung eines Eingangssignals für ein gewünschtes Ausgangsverhalten. Bei nichtlinearen Prozessmodellen ist diese Aufgaben-stellung oft nur mit sehr hohem Aufwand oder nur in grober Näherung lösbar. In diesem Beitrag wird ein effizientes Verfahren zur Systeminversion vorgestellt, welches auf dem
Klaus Röbenack, O. Vogel
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Numerical inversion of discontinuous conductivities

Inverse Problems, 2000
Summary: An inverse problem is considered to identify the geometry of discontinuities in a conductive material \(\Omega\subset \mathbb{R}^2\) with conductivity \(1+ (k-1)\chi_D\) frm the measurements taken on the boundary \(\partial\Omega\), where \(D\Subset \Omega\) and \(k\) is a known positive constant.
Ki, Hosam, Sheen, Dongwoo
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Numerical Case Studies: Inverse Problems

2019
Optimization plays a key role in the design of any device or system, and this is especially true for MEMSs. The issue is to find a design space for a device which will satisfy the performance specifications. Often, they include several design criteria which cannot all be met at the same time. This leads to the concept of multi-objective optimization, i.
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Numerical inverse computation of reflectivity

High Power Laser and Particle Beams, 2013
By analyzing the one-dimensional heat transfer equation under the heat flux boundary condition, a numerical method for inverse computation from the back surface temperature data to the front surface reflectivity data is proposed. The inversely computing program is verified by the positive and inverse computation of one-dimensional heat transfer.
金云声 Jin Yunsheng   +6 more
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Numerical inversion of Laplace transform

Calcolo, 1967
The paper describes a general method for the numerical calculation of Laplace's inverse transform of a given function. The general method is then specialized to two cases in which the computer is shown to be of great use. An appendix contains the solution of the collateral problem of the numerical derivation of a function.
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Inverse Problems Light: Numerical Differentiation

The American Mathematical Monthly, 2001
(2001). Inverse Problems Light: Numerical Differentiation. The American Mathematical Monthly: Vol. 108, No. 6, pp. 512-521.
Martin Hanke, Otmar Scherzer
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