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

  • Authors:
  • Luisa D'Amore;Guiliano Laccetti;Almerico Murli

  • Affiliations:
  • Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy;Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy;Italian National Research Council and Univ. of Naples “Federico II”, Naples, Italy

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1999

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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.