Parameter N Analysis on the Rational-Talbot Algorithm for Numerical Inversion of Laplace Transform

Authors

  • Elisandra Freitas FURG
  • George Ricardo Libardi Calixto Programa de Pós-Graduação em Modelagem Computacional, PPGMC/FURG - Rio Grande, RS, Brasil
  • Juciara Alves Ferreira Programa de Pós-Graduação em Modelagem Computacional, PPGMC/FURG - Rio Grande, RS, Brasil
  • Bárbara Denicol do Amaral Rodriguez Programa de Pós-Graduação em Modelagem Computacional, PPGMC/FURG - Rio Grande, RS, Brasil https://orcid.org/0000-0001-8211-6418
  • João Francisco Prolo Filho Programa de Pós-Graduação em Engenharia Oceânica, PPGEO/FURG - Rio Grande, RS, Brasi

DOI:

https://doi.org/10.14295/vetor.v31i2.13756

Keywords:

Laplace Transform, Numerical Inversion, Rational Approximation

Abstract

This article investigates the numerical inversion of the Laplace Transform by the Rational-Talbot method and analyzes the influence on the variation of the free parameter N established by the technique when applied to certain functions. The set of elementary functions, for which the method is tested, has exponential and oscillatory characteristics. Based on the results obtained, it was concluded that the Rational-Talbot method is e cient for the inversion of decreasing exponential functions. At the same time, to perform the inversion process effectively for trigonometric forms, the algorithm requires a greater amount of terms in the sum. For higher values of N, the technique works well. In fact, this is observed in inverting the functions transform, that combine trigonometric and polynomial factors. The method numerical results have a good precision for the treatment of decreasing exponential functions when multiplied by trigonometric functions.

Downloads

Download data is not yet available.

References

A. Talbot, The Accurate Numerical Inversion of Laplace Transforms. Berlim, Alemanha: IMA Journal of Applied Mathematics, 1979, vol. 23, no. 1. Available at: https://doi.org/10.1093/imamat/23.1.97

A. Murli e M. Rizzardi, “Algorithm 682: Talbot’s method for the Laplace inversion problem,” ACMTransactions on Mathematical Software, vol. 16, pp. 158–168, 1990. Available at: https://doi.org/10.1145/78928.78932

J. Abate e P. P. Valkó, “Multi-precision Laplace Tansform inversion,” International Journal for Numerical Methods in Engineering, vol. 60, no. 5, pp. 979–993, 2004. Available at: https://doi.org/10.1002/nme.995

J. A. C.Weideman, “Optimizing Talbot’s contours for the inversion of the Laplace Transforms,” SIAM Journal on Numerical Analysis, vol. 44, pp. 2342–2362, 2006. Available at: https://doi.org/10.1137/050625837

A. M. Cohen, “Numerical methods for Laplace Transform inversion,” Springer Science&BusinessMedia, vol. 5, pp. 97–120, 2007.

J. A. Ferreira, G. R. L. Calixto, E. K. Freitas, B. D. A. Rodriguez, e J. F. P. Filho, “Aspectos computacionais da inversão numérica da Transformada de Laplace aplicada a um problema de transporte,” Revista Interdisciplinar de Pesquisa em Engenharia, vol. 6, no. 2, pp. 139–152, 2020. Available at: https://periodicos.unb.br/index.php/ripe/article/view/35142

L. N. Trefethen, J. Weideman, e T. Schmelze, “Talbot quadratures and rational approximations,” BIT

Numerical Mathematics, vol. 46, pp. 653–670, 2006. Available at: https://doi.org/10.1007/s10543-006-0077-9

B. Dingfelder e J. Weideman, “An improved Talbot method for numerical Laplace Transform inversion,” Springer Science+Business, vol. 68, pp. 167–183, 2014. Available at: https://doi.org/10.1007/s11075-014-9895-z

L. B. Barichello, “Inversão numérica da Transformada de Laplace por polinômios trigonométricos e de Laguerre,” Dissertação de mestrado, Programa de Pós-Graduação em Matemática, Instituto de Matemática, Universidade Federal do Rio Grande do Sul, Porto Alegre, Brasil, 1988. Available at: https://lume.ufrgs.br/handle/10183/1382

J. W. Brown e R. V. Churchill, “Complex variables and applications,” IMA Journal of Applied Mathematics, vol. 23, no. 5, pp. 97–120, 1960.

Downloads

Published

2021-12-17

How to Cite

Freitas, E., Libardi Calixto, G. R., Alves Ferreira, J., Denicol do Amaral Rodriguez, B., & Prolo Filho, J. F. (2021). Parameter N Analysis on the Rational-Talbot Algorithm for Numerical Inversion of Laplace Transform. VETOR - Journal of Exact Sciences and Engineering, 31(2), 50–60. https://doi.org/10.14295/vetor.v31i2.13756

Issue

Section

Articles

Most read articles by the same author(s)

Similar Articles

1 2 3 4 5 > >> 

You may also start an advanced similarity search for this article.