Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order
ACM Transactions on Mathematical Software (TOMS)
Algorithm 619: automatic numerical inversion of the Laplace transform [D5]
ACM Transactions on Mathematical Software (TOMS)
Algorithm 528: Framework for a Portable Library [Z]
ACM Transactions on Mathematical Software (TOMS)
ACM Transactions on Mathematical Software (TOMS)
ACM Transactions on Mathematical Software (TOMS)
Numerical Inversion Methods for Computing Approximate p-Values
Computational Economics
Numerical Transform Inversion Using Gaussian Quadrature
Probability in the Engineering and Informational Sciences
A Unified Framework for Numerically Inverting Laplace Transforms
INFORMS Journal on Computing
An accurate numerical inversionof Laplace transforms based on the location of their poles
Computers & Mathematics with Applications
A note on the numerical inversion of the laplace transform
PPAM'05 Proceedings of the 6th international conference on Parallel Processing and Applied Mathematics
Computers & Mathematics with Applications
ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion
Numerical Algorithms
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We describe a FORTRAN implementation, and some related problems, of Talbot's method which numerically solves the inversion problem of almost arbitrary Laplace transforms by means of special contour integration.The basic idea is to take into account computer precision to derive a special contour where integration will be carried out.