1999
DOI: 10.1145/326147.326148
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An implementation of a Fourier series method for the numerical inversion of the Laplace transform

Abstract: Our method is based on the numerical evaluation of the integral which occurs in the Riemann Inversion formula. The trapezoidal rule approximation to this integral reduces to a Fourier series. We analyze the corresponding discretization error and demostrate how this expression can be used in the development of an automatic routine, one in which the user needs to specify only the required accuracy.

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Cited by 52 publications
(35 citation statements)
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“…In order to show that these assumptions are reasonable and to show the error resulting from decoupling of the whole process, the results from the present model are compared with those from numerical simulator TOUGH 2. An automatic Laplace inversion technique developed by D' Amore et al [53] based on Fourier series is used in the present model to obtain the values in the time space. Figure 2 shows spatial discretization of the rock formation for the numerical calculation by using TOUGH2.…”
Section: Methods Validationmentioning
confidence: 99%
“…In order to show that these assumptions are reasonable and to show the error resulting from decoupling of the whole process, the results from the present model are compared with those from numerical simulator TOUGH 2. An automatic Laplace inversion technique developed by D' Amore et al [53] based on Fourier series is used in the present model to obtain the values in the time space. Figure 2 shows spatial discretization of the rock formation for the numerical calculation by using TOUGH2.…”
Section: Methods Validationmentioning
confidence: 99%
“…Based on Fourier series, D'Amore et al [11] presented another inversion algorithm and made a suitable choice of the free parameters by means of the error analysis. Their solution is expressed as [11]:…”
Section: From Talbot Methods To Fixed-talbot Algorithmmentioning
confidence: 99%
“…However the convergence is slow and the method is computationally prohibitive when multiple time domain evaluations are needed. The Fourier Series technique of De Hoog (De Hoog et al 1982;D'Amore et al 1999) is a good choice because it is highly efficient for multiple time evaluations and straightforward to program. In this algorithm, the path of the contour integration of (11) is discretized as:…”
Section: Inversion Of the Laplace Transformmentioning
confidence: 99%