Advances in Automatic Differentiation pp 45-54 | Cite as
A Modification of Weeks’ Method for Numerical Inversion of the Laplace Transform in the Real Case Based on Automatic Differentiation
Conference paper
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.
Keywords
Automatic differentiation Laguerre expansion numerical Laplace inversionPreview
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References
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