Table of Contents - Laplace transform numerical inversion
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Table of Contents
Laplace transform numerical inversion issue
3
The Laplace transform
6
Direct transform
6
Inverse transform
6
Laplace numerical inversion algorithms testing
6
Algorithms
6
Testing function
8
Inversion algorithms testing
9
Algorithms with real Laplace argument: p R
9
Gaver-Stehfest algorithm
9
Big number Gaver-Stehfest algorithm
12
Polynomials series expansion algorithms
13
Legendre polynomials
14
Chebyshev polynomials
14
Laguerre polynomials
14
Conclusion on polynomials series expansion algorithms
14
Algorithms with complex Laplace argument: p C
16
Fourier algorithm
16
Den Iseger algorithm
16
Discussion
17
A word about algorithms running time
17
Tests results
18
Pre-correction
18
Post-correction
18
Analytic continuation & inversion in the complex plane
19
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