An analysis of bilinear transform polynomial methods of inversion of Laplace transforms

DOI10.1007/S002110050092MaRDI QIDQ1347045zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 30 June 1996

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050092

zbMATH Keywords

\(C\)-methodsbilinear transformationconditioningconvergenceLagrange interpolationLaplace transformnumerical inversion

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

Review text

Several methods for the numerical inversion of a Laplace transform \(F(s)\) exploit a special bilinear transformation of \(s\). This paper analyzes the convergence and conditioning properties of a special class of such methods, characterized by the use of Lagrange interpolation. The results derived apply both to complex and real inversion, and show that some known inversion methods are in fact in this class. In particular, a useful discussion of relationships between methods due to \textit{W. T. Weeks} [J. Assoc. Comput. Machin. 13, 419-429 (1966; Zbl 0141.33401)], to \textit{J. N. Lyness} and \textit{G. Giunta} [Math. Comput. 47, 313-322 (1986; Zbl 0611.65088)], and to \textit{R. Piessens} [J. Inst. Math. Appl. 10, 185-192 (1972; Zbl 0246.65035)] in the context of \(C\)-methods is included.

Recommendations

• Inversion of Laplace transforms using polynomial series
• On the numerical inversion of Laplace transforms
• A Modification of the Weeks Method for Numerical Inversion of the Laplace Transform
• Numerical inversion of the Laplace transform by the use of Pollaczek polynomials
• Numerical inversion of the Laplace transform from the real axis

Cited in

(4)

• Numerical inversion of the Laplace transform from the real axis
• ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion
• Computation of the inverse Laplace transform based on a collocation method which uses only real values
• A Laguerre series methodology for the inversion of Laplace transforms

Describes a project that uses

Uses Software

• Algorithm 662

This page was built for publication: An analysis of bilinear transform polynomial methods of inversion of Laplace transforms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1347045)