A Unified Framework for Numerically Inverting Laplace Transforms

We introduce and investigate a framework for constructing algorithms to invert Laplace transforms numerically. Given a Laplace transform \hat{f} of a complex-valued function of a nonnegative real-variable, f , the function f is approximated by a finite linear combination of the transform values; i.e...

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Veröffentlicht in:	INFORMS journal on computing Jg. 18; H. 4; S. 408 - 421
Hauptverfasser:	Abate, Joseph, Whitt, Ward
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Linthicum INFORMS 22.09.2006 Institute for Operations Research and the Management Sciences
Schlagworte:	Algorithms Eulers equations Forecasts and trends Fourier analysis Fourier-series method Gaver-Stehfest algorithm Laplace transformation Laplace transforms multi-precision computing multidimensional Laplace transforms multidimensional transform inversion numerical transform inversion Studies Talbot's method United States
ISSN:	1091-9856, 1526-5528, 1091-9856
Online-Zugang:	Volltext
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