[sci.math.num-analysis] Numerical Inversion of a Laplace Transform

bodoff@apollo.COM (Stephanie Bodoff) (05/15/89)

I would like to obtain (c or f77) source or (less preferable) an algorithm 
for performing numerical inversion of a Laplace Transform.

Thanks in advance,
-- 
  Stephanie Bodoff        UUCP: ...{decwrl!decvax, mit-eddie, attunix}!apollo!bodoff
  Apollo Computer Inc.    ARPA: bodoff@apollo.com (preferred)        
                          USPS: Apollo Computer, 330 Billerica Rd. Chelmsford MA 01824

abs@rti.UUCP (Anita Shagnea) (05/16/89)

bodoff@apollo.COM (Stephanie Bodoff) writes:

>I would like to obtain (c or f77) source or (less preferable) an algorithm 
>for performing numerical inversion of a Laplace Transform.

There is an algorithm in the article, "Numerical inversion of Laplace
transforms," by H.Stehfest in the Communications of the ACM, 13 (1970)
I've used it in PL/1, and it worked.

-Anita

Anita M. Shagnea                        ARPA: abs@rti.rti.org
Research Triangle Institute             USE: !mcnc!rti!abs
Research Triangle Park, NC     

trh@ukc.ac.uk (T.R.Hopkins) (05/17/89)

In article <2960@rti.UUCP>, abs@rti.UUCP (Anita Shagnea) writes:
>
> There is an algorithm in the article, "Numerical inversion of Laplace
> transforms," by H.Stehfest in the Communications of the ACM, 13 (1970)
> I've used it in PL/1, and it worked.
> 
> -Anita
> 
There is a more recent algorithm in ACM 17 p587.

Tim