An implementation of a Fourier series method for the numerical inversion of the Laplace transform

Author:

D'Amore Luisa1,Laccetti Guiliano1,Murli Almerico1

Affiliation:

1. Italian National Research Council; and Univ. of Naples “Federico II”, Naples, Italy

Abstract

Our method is based on the numerical evaluation of the integral which occurs in the Riemann Inversion formula. The trapezoidal rule approximation to this integral reduces to a Fourier series. We analyze the corresponding discretization error and demonstrate how this expression can be used in the development of an automatic routine , one in which the user needs to specify only the required accuracy.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Reference18 articles.

1. Numerical evalution of continued fractions;BLANCH G.;SIAM Rev.,1964

2. Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation

3. D'ALESSIO A. D'AMORE L. AND LACCETTI G. 1994. An effective discretization error estimate of Fourier series methods for the numerical inversion of the Laplace transform. Ricerche di Matematica 43 2 293-307. D'ALESSIO A. D'AMORE L. AND LACCETTI G. 1994. An effective discretization error estimate of Fourier series methods for the numerical inversion of the Laplace transform. Ricerche di Matematica 43 2 293-307.

4. Numerical inversion of the Laplace transform: A survey and comparison of methods;DAVIES B.;J. Comput. Phys.,1979

5. An improved method for numerical inversion of Laplace Transforms;DE HOOG F.R.;SIAM J. Sci. Stat. Comput.,1982

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