2005
DOI: 10.2298/fuee0503515m
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Numerical inversion of the Laplace transform

Abstract: We give a short account on the methods for numerical inversion of the Laplace transform and also propose a new method. Our method is inspired and motivated from a problem of the evaluation of the Müntz polynomials (see [1]), as well as the construction of the generalized Gaussian quadrature rules for the Müntz systems (see [2]). As an illustration of our method we consider an example with 100 real poles distributed uniformly on ¢ ¡ 1£ 2¤ 100¥. A numerical investigation shows the efficiency of the proposed meth… Show more

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Cited by 3 publications
(4 citation statements)
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“…In such cases we must use some methods for its approximative computation for a given t > 0. Different methods for numerical inversion of the Laplace transform were described in several papers [11], [35], [16], [1], [2], [36], [26], [38], [14], [10], [37], which include Fourier series expansions, Laguerre and Puiseux expansions, a combination of Gaver functionals, different deformations of the Bromwich contour, as well as a method based on Müntz systems (see [24], [25]). By determining the values f 1 (t ν ) on a particular discrete set T = {t ν } ν , we are able to obtain an approximation formula, usually interpolation (cf.…”
Section: Laplace Transform Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…In such cases we must use some methods for its approximative computation for a given t > 0. Different methods for numerical inversion of the Laplace transform were described in several papers [11], [35], [16], [1], [2], [36], [26], [38], [14], [10], [37], which include Fourier series expansions, Laguerre and Puiseux expansions, a combination of Gaver functionals, different deformations of the Bromwich contour, as well as a method based on Müntz systems (see [24], [25]). By determining the values f 1 (t ν ) on a particular discrete set T = {t ν } ν , we are able to obtain an approximation formula, usually interpolation (cf.…”
Section: Laplace Transform Methodsmentioning
confidence: 99%
“…where to (26) and using Cauchy's integral formula, we can get the corresponding approximation of i(t) at t = nh.…”
Section: Convolution Quadrature Methodsmentioning
confidence: 99%
“…If the Laplace inverse is not straight forward, one would try Bromwich contour integrals [8,9]. Definition 5.…”
Section: Model Solutionmentioning
confidence: 99%
“…Numerous studies are related to the numerical inversion of the Laplace transform obtained using the Fourier series [6][7][8][9][10]. There have also been numerous crucial studies and reviews related to the numerical inversion of Laplace transform [11][12][13][14][15][16][17][18][19][20][21].…”
Section: Introductionmentioning
confidence: 99%