Luisa D'Amore
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.
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Index Terms
- An implementation of a Fourier series method for the numerical inversion of the Laplace transform
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Reviews
Friedemann W. Stallmann
A software package for the inversion of the Laplace transform using the Riemann inversion formula is described. This technique assumes, of course, that the transform is known in the complex plane, information not always available in engineering applications. Step size and integration boundaries are adjusted automatically to satisfy the desired tolerances. The theory behind the error estimates is discussed in some detail, and numerous examples are tabulated for functions whose transforms are known explicitly. The performance of this method is compared with that of other software packages.
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