Algorithm 368: Numerical inversion of Laplace transforms [D5]
β Scribed by Stehfest, Harald
- Book ID
- 121432687
- Publisher
- Association for Computing Machinery
- Year
- 1970
- Tongue
- English
- Weight
- 672 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0001-0782
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π SIMILAR VOLUMES
A new technique of inverting Moments and Laplace Transforms is presented, using a finite series of generalized Laguerre polynomials in the variable t = ln(1/x). The method is tested with two different functions, with particular emphasis on the estimation of errors involved. The applications of momen
Most methods for the numerical calculation of inverse Laplace transformations f(t) = L -1 [F(s)] have serious limitations concerning the class of functions F(s) that can be inverted or the achievable accuracy. The procedures described in the paper can be used to invert rational as well as irrational