Laplace transform inversions using optimal contours in the complex plane

Citation
Ga. Evans et Kc. Chung, Laplace transform inversions using optimal contours in the complex plane, INT J COM M, 73(4), 2000, pp. 531-543
Citations number
7
Categorie Soggetti
Engineering Mathematics
Journal title
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN journal
00207160 → ACNP
Volume
73
Issue
4
Year of publication
2000
Pages
531 - 543
Database
ISI
SICI code
Abstract
A numerical method for computing inverse Laplace transforms is proposed. In this method, the complex contour integral defining the inverse transform i s computed over an equivalent contour as proposed by Talbot and Evens. Spec ial contours, called optimal contours, are constructed so that the transfor med real integrand decreases exponentially to zero as z runs along such a c ontour to infinity. The efficient Clenshaw-Curtis quadrature is employed fo r the final evaluation. The presented method is competitive and compares fa vourably with those of Talbot and Evans.