Algorithm 619: automatic numerical inversion of the Laplace transform [D5]

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Algorithm 619: automatic numerical inversion of the Laplace transform [D5]

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 10 , Issue 3 (September 1984) table of contents

Pages: 348 - 353

Year of Publication: 1984

ISSN:0098-3500

Authors

Robert Piessens	University of Leuven
Rudi Huysmans	University of Leuven

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 11, Downloads (12 Months): 97, Citation Count: 0

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appendices and supplements references cited by index terms collaborative colleagues

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APPENDICES and SUPPLEMENTS

DLAINV (619.gz) (7 KB)

Durbin formula in combination with the epsilon algorithm: automatic numerical inversion of the Laplace transform
Gams: J3

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	COOLEY, J. W., LEWIS, P. A. W., AND WELCH, P. D. The fast Fourier transform algorithm: Programming considerations in the calculation of sine, cosine and Laplace transforms. J. Sound Vib. 12 (1970), 315-337.
	2	Kenny S. Crump, Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation, Journal of the ACM (JACM), v.23 n.1, p.89-96, Jan. 1976 [doi>10.1145/321921.321931]
	3	DAVIES, B., AND MARTIN, B.L. Numerical inversion of Laplace transform: A critical evaluatmn and review of methods. J. Comp. Phys. 33 (1979), 1-32.
	4	DE HOOG, F. R., KNIGHT, d. H., AND STOKES, A. N. An improved method for numerical inversion of Laplace transforms. SIAM J. ScL Star. Comput. 3 (1982), 357-366.
	5	H. Dubner , J. Abate, Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform, Journal of the ACM (JACM), v.15 n.1, p.115-123, Jan. 1968 [doi>10.1145/321439.321446]
	6	DURBIN, P. Numerical inversion of Laplace transforms: An efficient improvement to Dubner and Abate's method. Comp. J 17 (1974), 371-376.
	7	P. A. Fox , A. D. Hall , N. L. Schryer, Algorithm 528: Framework for a Portable Library [Z], ACM Transactions on Mathematical Software (TOMS), v.4 n.2, p.177-188, June 1978 [doi>10.1145/355780.355789]
	8	HUYSMANS, R. Studie van de numerieke inversie van de Laplace transformatie. Master's thesis, University of Leuven, Belgium, 1975.
	9	PIESSENS, R. A bibliography on numerical inversion of the Laplace transform and application. J. Comp Appl. Math. 1 (1975), 115-128.
	10	PIESSENS, R., AND DANG, N. D. P. A bibliography on numerical inversion of the Laplace transform and applications: A supplement. J. Comp. Appl. Math 2 (1976), 225-228.
	12	WYNN, P. On a device for computing the e=(S,) transformation. MTAC 10 (1958), 91-96.

CITED BY 3

	Luisa D'Amore , Guiliano Laccetti , Almerico Murli, An implementation of a Fourier series method for the numerical inversion of the Laplace transform, ACM Transactions on Mathematical Software (TOMS), v.25 n.3, p.279-305, Sept. 1999
	A. Murli , M. Rizzardi, Algorithm 682: Talbot's method of the Laplace inversion problems, ACM Transactions on Mathematical Software (TOMS), v.16 n.2, p.158-168, June 1990
	B. S. Garbow , G. Giunta , J. N. Lyness , A. Murli, Software for an implementation of Weeks' method for the inverse Laplace transform, ACM Transactions on Mathematical Software (TOMS), v.14 n.2, p.163-170, June 1988