Talbot's method is a general numerical method for the inversion of Laplace Transforms. It uses the Riemann Inversion Formula by approximating the value of the inverse Laplace Transform f(t), for t fixed, by means of suitable samples of the Laplace Transform function F(s) in the complex plane. In this paper a parallel algorithm for Talbot's method, designed for distributed memory MIMD machines, is introduced to enhance the efficiency. It is principally based on a parallel version of the Goertzel-Reinsch algorithm for computing Clenshaw's sums. Such a parallel algorithm allows large scale Laplace inversion problems to be efficiently solved. An analysis of the stability of the parallel algorithm is also carried out and some experimental results of a 16-node INTEL iPSC/860 implementation are reported.
Parallel Talbot's algorithm for distributed memory machines
Rizzardi Mariarosaria
;Giunta Giulio;de Rosa Maria Assunta
1995-01-01
Abstract
Talbot's method is a general numerical method for the inversion of Laplace Transforms. It uses the Riemann Inversion Formula by approximating the value of the inverse Laplace Transform f(t), for t fixed, by means of suitable samples of the Laplace Transform function F(s) in the complex plane. In this paper a parallel algorithm for Talbot's method, designed for distributed memory MIMD machines, is introduced to enhance the efficiency. It is principally based on a parallel version of the Goertzel-Reinsch algorithm for computing Clenshaw's sums. Such a parallel algorithm allows large scale Laplace inversion problems to be efficiently solved. An analysis of the stability of the parallel algorithm is also carried out and some experimental results of a 16-node INTEL iPSC/860 implementation are reported.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
