2014
DOI: 10.1007/s11075-014-9895-z
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An improved Talbot method for numerical Laplace transform inversion

Abstract: Abstract. The classical Talbot method for the computation of the inverse Laplace transform is improved for the case where the transform is analytic in the complex plane except for the negative real axis. First, by using a truncated Talbot contour rather than the classical contour that goes to infinity in the left half-plane, faster convergence is achieved. Second, a control mechanism for improving numerical stability is introduced.

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Cited by 85 publications
(83 citation statements)
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“…The version with 0 < β < 1 is known as the modified Talbot contour [40]. The optimal choices of parameters in the modified contour appear in the code and in Table 15.1, where the expected rate of convergence is also listed.…”
Section: Laplace Transforms and Hankel Contours The Laplace Transformentioning
confidence: 99%
See 2 more Smart Citations
“…The version with 0 < β < 1 is known as the modified Talbot contour [40]. The optimal choices of parameters in the modified contour appear in the code and in Table 15.1, where the expected rate of convergence is also listed.…”
Section: Laplace Transforms and Hankel Contours The Laplace Transformentioning
confidence: 99%
“…This decay is too fast, and the reason for considering 0 < β < 1 in (15.7) is precisely to control it better [40,180]. Figure 15.2 shows most of the contours we have discussed.…”
Section: Laplace Transforms and Hankel Contours The Laplace Transformentioning
confidence: 99%
See 1 more Smart Citation
“…6 R. GARRAPPA Several families of contours have been proposed so far. After the original work of Talbot [34] on contours of cotangent shape (see also [7,28,38]), a special attention has been paid to parabolic [2,14,39,40] and hyperbolic contours [21,14,33,40].The convergence rates of the N -points trapezoidal rule on cotangent, hyperbolic and parabolic contours have been studied in [36]; the respective rates of O 3.89 −N , O 3.20 −N and O 2.85 −N indicate a fast convergence with all these contours. Although the convergence with cotangent and hyperbolic contours is slightly faster, the simpler representation of parabolic contours makes them much more easy to handle; therefore, parabolas appear to be preferable especially when the presence of a certain number of singularities demands the fulfillment of tightened constraints.…”
mentioning
confidence: 99%
“…6 R. GARRAPPA Several families of contours have been proposed so far. After the original work of Talbot [34] on contours of cotangent shape (see also [7,28,38]), a special attention has been paid to parabolic [2,14,39,40] and hyperbolic contours [21,14,33,40].…”
mentioning
confidence: 99%