An improved Talbot method for numerical Laplace transform inversion

The classical Talbot method for the computation of the inverse Laplace transform is improved for the case where the transform is analytic in the complex plane except for the negative real axis. First, by using a truncated Talbot contour rather than the classical contour that goes to infinity in the...

Full description

Saved in:

Bibliographic Details
Published in:	Numerical algorithms Vol. 68; no. 1; pp. 167 - 183
Main Authors:	Dingfelder, Benedict, Weideman, J. A. C.
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.01.2015 Springer Nature B.V
Subjects:	Algebra Algorithms Computer Science Contours Convergence Half planes Infinity Inverse Laplace transforms Mathematical analysis Mathematical models Numeric Computing Numerical Analysis Numerical stability Original Paper Shape Theory of Computation Transforms 65R10 Trapezoidal rule Midpoint rule 65Z05 Talbot’s method Inverse Laplace transform
ISSN:	1017-1398, 1572-9265
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!