期刊
NUMERICAL ALGORITHMS
卷 68, 期 1, 页码 167-183出版社
SPRINGER
DOI: 10.1007/s11075-014-9895-z
关键词
Inverse Laplace transform; Talbot's method; Trapezoidal rule; Midpoint rule
资金
- DFG Collaborative Research Center TRR 109
- graduate program TopMath of the Elite Network of Bavaria
- TopMath Graduate Center of TUM Graduate School at Technische Universitat Munchen
- National Research Foundation of South Africa
The classical Talbot method for the computation of the inverse Laplace transform is improved for the case where the transform is analytic in the complex plane except for the negative real axis. First, by using a truncated Talbot contour rather than the classical contour that goes to infinity in the left half-plane, faster convergence is achieved. Second, a control mechanism for improving numerical stability is introduced.
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