Algorithm 796

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Algorithm 796: a Fortran software package for the numerical inversion of the Laplace transform based on a Fourier series method

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 25 , Issue 3 (September 1999) table of contents

Pages: 306 - 315

Year of Publication: 1999

ISSN:0098-3500

Authors

Luisa D'Amore	Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy
Guiliano Laccetti	Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy
Almerico Murli	Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy

Publisher

ACM New York, NY, USA

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ABSTRACT

A software package for the numerical inversion of a Laplace Transform function is described. Besides function values of F (z) for complex and real z, the user has only to provide the numerical value of the Laplace convergence abscissa &sgr;0 or, failing this, an upper bound to this quantity, and the accuracy he or she requires in the computed value of the inverse Transform. The method implemented is based on a Fourier series expansion of the inverse transform, and it is especially suitable when such inverse Laplace Transform is sectionally continuous.

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