Analysis Of the Performance of Numerical Methods of Inversion of the Laplace Transform
DOI:
https://doi.org/10.22481/intermaths.v2i2.9716Keywords:
Transformada de Laplace, Transformada inversa de Laplace, Métodos numéricos de inversãoAbstract
In general, the calculation of the inverse Laplace transform directly from the definition, given by the Bromwich integral, is very difficult. As an alternative, numerical inversion methods are used. In this article, we study the precision and machine time of the Fixed Talbot, Dubner- Abate, Durbin, Gaver-Stehfest and Euler methods. Specifically, we performed several computational experiments based on our own implementation of these methods. Furthermore, performance is evaluated for test functions that usually occur as part of solutions to ordinary differential equations. The results of the computational experimentation allow us to conclude that the Fixed Talbot method presents the best performance.
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