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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao zbMATH Openarrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article
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SIAM Journal on Scientific and Statistical Computing
Article . 1982 . Peer-reviewed
Data sources: Crossref
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An Improved Method for Numerical Inversion of Laplace Transforms

An improved method for numerical inversion of Laplace transforms
Authors: De Hoog, F. R.; Knight, J. H.; Stokes, A. N.;

An Improved Method for Numerical Inversion of Laplace Transforms

Abstract

An improved procedure for numerical inversion of Laplace transforms is proposed based on accelerating the convergence of the Fourier series obtained from the inversion integral using the trapezoidal rule. When the full complex series is used, at each time-value the epsilon-algorithm computes a .(trigonometric) Pade approximation which gives better results than existing acceleration methods. The quotient-difference algorithm is used to compute the coefficients of the corresponding continued fraction, which is evaluated at each time-value, greatly improving efficiency. The convergence of the continued fraction can in turn be accelerated, leading to a further improvement in accuracy.

Keywords

Laplace transform, continued fractions, quotient-difference algorithm, Pade approximation, acceleration, Fourier series, Numerical methods for integral transforms, epsilon algorithm

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
715
Top 0.1%
Top 0.1%
Average
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