A method for the numerical inversion of Laplace transforms (Q791306)
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scientific article; zbMATH DE number 3850442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for the numerical inversion of Laplace transforms |
scientific article; zbMATH DE number 3850442 |
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A method for the numerical inversion of Laplace transforms (English)
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1984
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The authors describe Durbin's method with consists in approximating in an interval [0,2T] the unknown function by a trigonometric polynomial (with period 2T). They discuss the problem of proper balancing the discretization error (stemming from T being finite) and the truncation error (stemming from the trigonometric polynomial being a finite sum). By combining an asymptotic method of correction with techniques of convergence acceleration they find a way out of this dilemma. The paper contains a FORTRAN subroutine to treat the problem and numerical case studies with impressive results.
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Fourier series expansion
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free parameters
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FORTRAN subroutine
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numerical Laplace inversion
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0.98124534
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0.9764695
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0.9715235
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0.9693979
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0.96933657
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0.96681464
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