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heltonmc/Laplace.jl

Numerical inversion of the Laplace Transform

Laplace.jl

Numerical procedures to perform inverse Laplace transforms

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Overview

Numerical implementations to numerically invert the Laplace transform

$$ \mathscr{L}^{-1} \{ \bar{f}(s) \} = f(t) = \frac{1}{2 \pi i} {\int_{\sigma - i \infty}^{\sigma + i \infty} \bar{f}(s) e^{st} \, ds} $$

Current algorithms

Real arguments

  • Gaver-Stehfest method

Complex arguments

  • Bromwich contour integration
    • Hyperbola
    • Fixed hyperbola (inversion at many time points)
    • Improved talbot

Languages

Julia100.0%

Contributors

MIT License
Created March 29, 2021
Updated December 6, 2024
heltonmc/Laplace.jl | GitHunt