An efficient algorithm for numerical inversion of the Laplace transform

MaRDI QIDQ5954718zbMATH OpenFDO

Authors D. K. Andrejchenko

Publication date 29 September 2002

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

continued fractionsconvergenceefficient algorithmLaplace transformnumerical inversionsingularities

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Review text

This paper is devoted to an efficient algorithm for numerical inversion of the Laplace transform. The numerical inversion of the Laplace transform is an important problem in the control of deformable structures, fast manipulators, heat conduction theory, etc. The algorithm proposed is based on the convolution of the original Laplace transform with the transform of an auxiliary finite, infinitely differentiable function.

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