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.
Algorithm 682: Talbot's method for the Laplace Inversion Problem
RIZZARDI, Mariarosaria
1990-01-01
Abstract
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.File in questo prodotto:
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