Algorithm 946

Author:

D'amore Luisa1,Campagna Rosanna1,Mele Valeria1,Murli Almerico2

Affiliation:

1. University of Naples Federico II, Naples, Italy

2. CMCC - Lecce and SPACI, c/o University of Naples Federico II, Naples, Italy

Abstract

Algorithm 662 of the ACM TOMS library is a software package, based on the Weeks method, which is used for calculating function values of the inverse Laplace transform. The software requires transform values at arbitrary points in the complex plane. We developed a software package, called ReLIADiff, which is a modification of Algorithm 662 using transform values at arbitrary points on real axis. ReLIADiff, implemented in C++, relies on TADIFF software package designed for Algorithmic Differentiation. In this article, we present ReLIADiff focusing on its design principles, performance, and use.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Reference45 articles.

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2. On the Laguerre method for numerically inverting Laplace transforms;Abate J.;J. Comput.,1996

3. Finite difference methods for the numerical differentiation of non-exact data

4. R. Bellman R. Kalaba and J. A. Lockett. 1966. Numerical inversion of the Laplace transform: Applications to biology economics engineering and physics. Elsevier. R. Bellman R. Kalaba and J. A. Lockett. 1966. Numerical inversion of the Laplace transform: Applications to biology economics engineering and physics. Elsevier.

5. C. Bendtsen and O. Stauning. 1997. TADIFF A flexible C++ package for automatic differentiation using Taylor series expansion. http://citeseer.ist.psu.edu/bendtsen97tadiff.html. C. Bendtsen and O. Stauning. 1997. TADIFF A flexible C++ package for automatic differentiation using Taylor series expansion. http://citeseer.ist.psu.edu/bendtsen97tadiff.html.

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