Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation
Journal of the ACM (JACM)
Crank-Nicolson-Galerkin model for transport in groundwater: refined criteria for accuracy
Applied Mathematics and Computation
Application of high order numerical quadratures to numerical inversion of the Laplace transform
Advances in Computational Mathematics
Mathematical and Computer Modelling: An International Journal
A Laplace transform finite difference method for the Black-Scholes equation
Mathematical and Computer Modelling: An International Journal
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A flexible efficient and accurate inverse Laplace transform algorithm is developed. Based on the quotient-difference methods the algorithm computes the coefficients of the continued fractions needed for the inversion process. By combining diagonalwise operations and the recursion relations in the quotient-difference schemes, the algorithm controls the dimension of the inverse Laplace transform approximation automatically. Application of the algorithm to the solute transport equations in porous media is explained in a general setting. Also, a numerical simulation is performed to show the accuracy and efficiency of the developed algorithm.