Multi‐precision Laplace transform inversion

International Journal for Numerical Methods in Engineering - Tập 60 Số 5 - Trang 979-993 - 2004
Joseph Abate1, Peter P. Valkó2
1900 Hammond Road, Ridgewood, NJ 07450‐2908, U.S.A.
23116 TAMU, College Station, TX, 77843, U.S.A.

Tóm tắt

AbstractFor the numerical inversion of Laplace transforms we suggest to use multi‐precision computing with the level of precision determined by the algorithm. We present two such procedures. The Gaver–Wynn–Rho (GWR) algorithm is based on a special sequence acceleration of the Gaver functionals and requires the evaluation of the transform only on the real line. The fixed Talbot (FT) method is based on the deformation of the contour of the Bromwich inversion integral and requires complex arithmetic. Both GWR and FT have only one free parameter: M, which is the number of terms in the summation. Both algorithms provide increasing accuracy as M increases and can be realized in a few lines using current Computer Algebra Systems. Copyright © 2004 John Wiley & Sons, Ltd.

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International Journal for Numerical Methods in Engineering

Tập 60 Số 5

979-993

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