Rd. Purves, ACCURACY OF NUMERICAL INVERSION OF LAPLACE TRANSFORMS FOR PHARMACOKINETIC PARAMETER-ESTIMATION, Journal of pharmaceutical sciences, 84(1), 1995, pp. 71-74
Numerical inversion of the Laplace transform is a useful technique for
pharmacokinetic modeling and parameter estimation when the model equa
tions can be solved in the Laplace domain but the solutions cannot be
inverted back to the time domain. The accuracy of numerical inversion
of the Laplace transform using an infinite series approximation due to
Hosono was systematically studied by reference to 17 widely differing
functions having known inverse transforms. The error of inversion was
found to be very sensitive to the details of the computer implementat
ion of the method; for example, double-precision arithmetic is essenti
al. The method used to sum the series in the least-squares program MUL
TI(FILT) was often unable to achieve a relative error of less than 10(
-4), and a Monte Carlo simulation showed that this method is insuffici
ently accurate for reliable least-squares parameter estimation. Improv
ements to the algorithm are described whereby a better method of apply
ing Euler's transformation is used and the number of terms summed is d
etermined automatically by the rate of convergence of the series. The
improved algorithm is more efficient in inverting easy functions and m
ore reliable in inverting difficult functions, especially those involv
ing a time lag. With its use, pharmacokinetic parameter estimation can
be performed with essentially the same accuracy as when the function
is defined in the time domain.