A modification of the Weeks method for numerical inversion of the Laplace transform
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- by J. N. Lyness and G. Giunta PDF
- Math. Comp. 47 (1986), 313-322 Request permission
Abstract:
The Weeks method for calculating numerical values of $f(t)$ from its Laplace transform $F(s)$ involves the numerical evaluation of a set of contour integrals. In this paper, we describe a powerful modification, by means of which results of comparable accuracy can be obtained using approximately half the number of complex function values. This and other possible minor modifications are discussed.References
- R. Piessens and Maria Branders, Numerical inversion of the Laplace transform using generalised Laguerre polynomials, Proc. Inst. Electr. Engrs. 118 (1971), 1517–1522. MR 323084, DOI 10.1049/piee.1971.0278
- William T. Weeks, Numerical inversion of Laplace transforms using Laguerre functions, J. Assoc. Comput. Mach. 13 (1966), 419–429. MR 195241, DOI 10.1145/321341.321351
Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Math. Comp. 47 (1986), 313-322
- MSC: Primary 65R10; Secondary 44A10
- DOI: https://doi.org/10.1090/S0025-5718-1986-0842138-1
- MathSciNet review: 842138