Algorithm 682: Talbot's method of the Laplace inversion problems
- 1 June 1990
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 16 (2) , 158-168
- https://doi.org/10.1145/78928.78932
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.Keywords
This publication has 3 references indexed in Scilit:
- Algorithm 644ACM Transactions on Mathematical Software, 1986
- Algorithm 619: automatic numerical inversion of the Laplace transform [D5]ACM Transactions on Mathematical Software, 1984
- Algorithm 528: Framework for a Portable Library [Z]ACM Transactions on Mathematical Software, 1978