| A modification of Talbot's method for the simultaneous approximation of several values of the inverse Laplace transform |
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ACM Transactions on Mathematical Software (TOMS)
archive
Volume 21 , Issue 4 (December 1995)
table of contents
Pages: 347 - 371
Year of Publication: 1995
ISSN:0098-3500
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Downloads (6 Weeks): 4, Downloads (12 Months): 42, Citation Count: 3
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ABSTRACT
In recent years many results have been obtained in the field of the numerical inversion of Laplace transforms. Among them, a very accurate and general method is due to Talbot: this method approximates the value of the inverse Laplace transform f(t), for t fixed, using the complex values of the Laplace transform F(s) sampled on a suitable contour of the complex plane. On the basis of the interest raised by Talbot's method implementation, the author has been induced to investigate more deeply the possibilities of this method and has been able to generalize Talbot's method, to approximate simultaneously several values of f(t) using the same sampling values of the Laplace transform. In this way, the only unfavorable aspect of the classical Talbot method, that is, that of recomputing all of the samples of F(s) for each t, has been eliminated.
REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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MURLI, A. AND RIZZARDI, M. 1983. Sull'implementazione del metodo di Talbot per la inversione numerica della Trasformata di Laplace. Rep. SOFMAT 10.83, Progetto Finalizzato Informatica del CNR, Rome, Italy.
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TALBOT, A. 1979. The accurate numerical inversion of Laplace transforms. J. Inst. Math. Appl. 23.
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