This paper examines the performance of five algorithms for numerically inverting the Laplace transform, in standard, 16-digit and multi-precision environments. The algorithms are taken from three of the four main clas...This paper examines the performance of five algorithms for numerically inverting the Laplace transform, in standard, 16-digit and multi-precision environments. The algorithms are taken from three of the four main classes of numerical methods used to invert the Laplace transform. Because the numerical inversion of the Laplace transform is a perturbed problem, rounding errors which are generated in numerical approximations can adversely affect the accurate reconstruction of the inverse transform. This paper demonstrates that working in a multi-precision environment can substantially reduce these errors and the resulting perturbations exist in transforming the data from the s-space into the time domain and in so doing overcome the main drawback of numerically inverting the Laplace transform. Our main finding is that both the Talbot and the accelerated Gaver functionals perform considerably better in a multi-precision environment increasing the advantages of using Laplace transform methods over time-stepping procedures in solving diffusion and more generally parabolic partial differential equations.展开更多
In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution o...In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution obtained using the Gaver-Stehfest algorithm, direct Laplace transforms are taken of the numerically inverted transforms to compare with the original function. The numerical direct Laplace transform is implemented with a composite Simpson’s rule. Challenging numerical examples involving periodic and oscillatory functions, are investigated. The numerical examples illustrate the computational accuracy and efficiency of the direct Laplace transform and its inverse due to increasing the precision level and the number of terms included in the expansion. It is found that the number of expansion terms and the precision level selected must be in a harmonious balance in order for correct and stable results to be obtained.展开更多
文摘This paper examines the performance of five algorithms for numerically inverting the Laplace transform, in standard, 16-digit and multi-precision environments. The algorithms are taken from three of the four main classes of numerical methods used to invert the Laplace transform. Because the numerical inversion of the Laplace transform is a perturbed problem, rounding errors which are generated in numerical approximations can adversely affect the accurate reconstruction of the inverse transform. This paper demonstrates that working in a multi-precision environment can substantially reduce these errors and the resulting perturbations exist in transforming the data from the s-space into the time domain and in so doing overcome the main drawback of numerically inverting the Laplace transform. Our main finding is that both the Talbot and the accelerated Gaver functionals perform considerably better in a multi-precision environment increasing the advantages of using Laplace transform methods over time-stepping procedures in solving diffusion and more generally parabolic partial differential equations.
文摘In order to find stable, accurate, and computationally efficient methods for performing the inverse Laplace transform, a new double transformation approach is proposed. To validate and improve the inversion solution obtained using the Gaver-Stehfest algorithm, direct Laplace transforms are taken of the numerically inverted transforms to compare with the original function. The numerical direct Laplace transform is implemented with a composite Simpson’s rule. Challenging numerical examples involving periodic and oscillatory functions, are investigated. The numerical examples illustrate the computational accuracy and efficiency of the direct Laplace transform and its inverse due to increasing the precision level and the number of terms included in the expansion. It is found that the number of expansion terms and the precision level selected must be in a harmonious balance in order for correct and stable results to be obtained.
