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Numerical Laplace Inversion

Peter Valkó
Organization: Texas A&M University
Department: Harold Vance Department of Petroleum Engineering
URL: http://www.pe.tamu.edu/valko/public_html/
Joe Abate
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This package provides only one function: GWR. The function calculates the value of the inverse of a Laplace transform at a specified time point. The Laplace transform should be provided as a function ready for multiple-precision evaluation. In other words, approximate numbers (with decimal point) or Mathematica functions starting with the letter 'N' are not allowed.

The method is described in: Valkó, P.P.and Abate J.: Comparison of Sequence Accelerators for the Gaver Method of Numerical Laplace Transform Inversion, Computers & Mathematics with Applications, (2002), accepted for publication (CAM 5307)

More information on multi-precision inversion can be found in: Valkó, P.P.and Vajda, S : Inversion of noise-free Laplace transforms: Towards a standardized set of test problems, Inverse Problems in Engineering, (2002) vol .10.No.5, pp 467-483.

*Mathematics > Calculus and Analysis > Differential Equations

laplace, numerical laplace inversion, gwr
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NumericalLaplaceInversion.m (3.9 KB) - Mathematica package
NumericalLaplaceInversionExample.nb (40.1 KB) - Mathematica notebook