Numerical inversion for Laplace transforms of functions with discontinuities

DOI10.1239/aap/1086957588zbMath1064.65151OpenAlexW1990395532MaRDI QIDQ4819498

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Publication date: 24 September 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1086957588

zbMATH Keywords

algorithmsnumerical exampleserror boundinverse Laplace transformFourier seriestrigonometric seriesacceleration of convergencePoisson summation formulaEuler method of summation

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for trigonometric approximation and interpolation (65T40) Numerical summation of series (65B10)

Related Items (6)

NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE ⋮ Priority queueing systems: from probability generating functions to tail probabilities ⋮ Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations ⋮ Generalized Moore‐Gibson‐Thompson thermoelastic fractional derivative model without singular kernels for an infinite orthotropic thermoelastic body with temperature‐dependent properties ⋮ A Laplace transform inversion method for probability distribution functions ⋮ A numerical scheme for the one-dimensional wave equation subject to an integral conservation condition

Uses Software

• EULER
• MCQueue

Cites Work

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