A Modification of Weeks’ Method for Numerical Inversion of the Laplace Transform in the Real Case Based on Automatic Differentiation

Author:

Cuomo Salvatore,D’Amore Luisa,Rizzardi Mariarosaria,Murli Almerico

Publisher

Springer Berlin Heidelberg

Reference11 articles.

1. Bendtsen, C., Stauning, O.: Tadiff, a flexible C++ package for automatic differentiation using Taylor series expansion. http://citeseer.ist.psu.edu/bendtsen97tadiff.html

2. Cuomo, S., D’Amore, L., Murli, A., Rizzardi, M.: Computation of the inverse Laplace transform based on a collocation method which uses only real values. Journal of Computational and Applied Mathematics 1(198), 98–115 (2007)

3. Garbow, B., Giunta, G., Lyness, N., Murli, A.: Algorithm 662: A Fortran software package for the numerical inversion of a Laplace transform based on Week’s method. ACM, Transaction on Mathematical Software 2(14), 163–170 (1988)

4. Giunta, G., Laccetti, G., Rizzardi, M.: More on Weeks’ method for the numerical inversion of the Laplace transform. Numerische Mathematik 2(54), 193–200 (1988)

5. Giunta, G., Murli, A.: An algorithm for inverting the Laplace transform using real and real sampled function values. In: R. Vichnevetsky, P. Borne, J. Vignes (eds.) Proceedings of IMACS 88: 12th World Congress on Scientific Computation. Paris (1988). Vol. III

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