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.
Downloads
Metrics
References
D. A. V. Tonidandel, “Transformada de Laplace: uma obra de engenharia”, Revista Brasileira de Ensino de Física, vol. 34, no. 2, pp. 2601-1 – 2601-6, 2012. https://doi.org/10.1590/S1806-11172012000200016
G.L. Zeng, M. Zeng, “Laplace Transform in Circuit Analysis”, In: Electric Circuits, Springer, Cham, 2021, pp. 171–180. https://doi.org/10.1007/978-3-030-60515-5_23
Camila P. da Costa, Leslie D. Pérez-Fernández, Julián Bravo-Castillero, “Pollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer Methods”, In:Towards Mathematics, Computers and Environment: A Disasters Perspective. Springer, Cham, 2019, pp. 59–82. https://doi.org/10.1007/978-3-030-21205-6_4
J.Abate, P. P. Valkó, “Multi-precision Laplace transform inversion”, International Journal for Numerical Methods in Engineering, vol. 60, no. 5, pp. 979–993, 2004. https://doi.org/10.1002/nme.995
A. M. Ferreira, “Homogeneização Assintótica com Transformada de Laplace na Modelagem de Meios Microperiódicos”, Master’s thesis, Modelagem Matemática, Universidade Federal de Pelotas - UFPel, Pelotas, 2019.
J. T. Hsu, J. S. Dranoff, “Numerical inversion of certain laplace transforms by the direct application of fast fourier transform (FFT) algorithm”, Computers & Chemical Engineering, vol. 11, no. 2, pp. 101 –110, 1987. https://doi.org/10.1016/00981354(87)80011-X
R. Dubner and J. Abate, “Numerical inversion of Laplace transforms by relating them to the finite Fourier Cosine transform”, Journal of the ACM, vol. 15, no. 1, pp. 115–123, 1968. https://doi.org/10.1145/321439.321446
F. Durbin, “Numerical inversion of Laplace transforms: an efficient improvement to Dubner and Abate’s method”, The Computer Journal, vol. 17, no. 4, pp. 371–376, 1974. https://doi.org/10.1093/comjnl/17.4.371
A. Kuznetsov, “On the Convergence of the Gaver-StehfestAlgorithm”, SIAM Journal on Numerical Analysis, vol. 51, no. 6, pp. 2984–2998, 2013. http://dx.doi.org/10.1137/13091974X
F.K.Tomaschewski, “Solução da Equação SN Multigrupo de Transporte Dependente do Tempo em Meio Heterogêneo”, Master’s thesis, Matemática Aplicada, Universidade Federal do Rio Grande do Sul - UFRGS, Porto Alegre, 2012.
J.Abate, W. Whitt, “Numerical Inversion of Laplace Transforms of Probability Distributions”, ORSA Journal on Computing, vol. 7, no. 1, pp. 36–43, 1995. https://doi.org/10.1287/ijoc.7.1.36
Williams Zanga, “Stable numerical Laplace Transform inversion technique without over-and undershoot”, Master’s thesis, Computing Science, Imperial College London, London, United Kingdom, 2018.
E. C. Da Silva, “HOMOGENEIZAÇÃO DA EQUAÇÃO DA ONDA”, XIII ENPÓS - Encontro de Pós-Graduação, Universidade Federal de Pelotas - UFPel, Pelotas, 2021.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2021 INTERMATHS
This work is licensed under a Creative Commons Attribution 4.0 International License.
- Responsibility: The scientific content and the opinions expressed in the manuscript are the sole responsibility of the author(s).
- Copyrights: INTERMATHS.
- All content of Revista INTERMATHS/INTERMATHS journal is licensed under a Creative Commons - Atribuição 4.0 Internacional