Summary
Numerical inversion of the Laplace transform on the real axis is an inverse and ill-posed problem. We describe a powerful modification of Weeks’ Method, based on automatic differentiation, to be used in the real inversion. We show that the automatic differentiation technique assures accurate and efficient numerical computation of the inverse Laplace function.
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© 2008 Springer-Verlag Berlin Heidelberg
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Cuomo, S., D’Amore, L., Rizzardi, M., Murli, A. (2008). A Modification of Weeks’ Method for Numerical Inversion of the Laplace Transform in the Real Case Based on Automatic Differentiation. In: Bischof, C.H., Bücker, H.M., Hovland, P., Naumann, U., Utke, J. (eds) Advances in Automatic Differentiation. Lecture Notes in Computational Science and Engineering, vol 64. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68942-3_5
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DOI: https://doi.org/10.1007/978-3-540-68942-3_5
Publisher Name: Springer, Berlin, Heidelberg
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