Solution of homogeneous ordinary linear differential systems by numerical inversion of Laplace transforms

9 September 1971

journal article
Published by Institution of Engineering and Technology (IET) in Electronics Letters

Vol. 7 (18) , 546-548
https://doi.org/10.1049/el:19710369

Abstract

Algorithms based on the numerical inversion of Laplace transforms are developed for computing the solution x(λ) of a homogeneous ordinary linear differential system of the form dx/dλ = Ax. The local truncation error and the stability of the algorithms are analysed. It is shown how the algorithms can be made unconditionally stable and how the local truncation error can be minimised.

Keywords

STABILITY ERROR ANALYSIS
LAPLACE TRANSFORMS
LINEAR DIFFERENTIAL EQUATIONS
NUMERICAL INSTABILITY
TRUNCATION ERROR PREDICTOR CORRECTOR METHODS
NUMERICAL METHODS

This publication has 1 reference indexed in Scilit:

Orthogonal Polynomials Arising in the Numerical Evaluation of Inverse Laplace Transforms
Mathematical Tables and Other Aids to Computation, 1955