An improved Talbot method for numerical Laplace transform inversion

DOI10.1007/s11075-014-9895-zzbMath1432.65190arXiv1304.2505OpenAlexW1986135809MaRDI QIDQ2514277

J. A. C. Weideman, Benedict Dingfelder

Publication date: 3 February 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2505

zbMATH Keywords

inverse Laplace transformtrapezoidal ruleTalbot's methodmidpoint rule

Mathematics Subject Classification ID

Numerical methods for integral transforms (65R10) Numerical methods for inverse problems for integral equations (65R32)

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Uses Software

• Algorithm 682

Cites Work

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• On the numerical inversion of the Laplace transform of certain holomorphic mappings
• Talbot quadratures and rational approximations
• Multi-precision Laplace transform inversion
• Parabolic and hyperbolic contours for computing the Bromwich integral
• A Spectral Order Method for Inverting Sectorial Laplace Transforms
• The Accurate Numerical Inversion of Laplace Transforms
• On the numerical inversion of Laplace transforms
• A modification of Talbot's method for the simultaneous approximation of several values of the inverse Laplace transform
• Algorithm 682: Talbot's method of the Laplace inversion problems
• A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
• Improved contour integral methods for parabolic PDEs
• Optimizing Talbot’s Contours for the Inversion of the Laplace Transform
• Exponentially Convergent Algorithms for the Operator Exponential with Applications to Inhomogeneous Problems in Banach Spaces

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