An implementation of a Fourier series method for the numerical inversion of the Laplace transform
L D'amore, G Laccetti, A Murli - ACM Transactions on Mathematical …, 1999 - dl.acm.org
L D'amore, G Laccetti, A Murli
ACM Transactions on Mathematical Software (TOMS), 1999•dl.acm.orgOur 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.
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.
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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