An Inversion Formula for the Generalised Laplace Transform

Inversion of the Laplace transform

Let J% exp(-PQf(t) dt = F(P) P > 0 where b > 0 is a given number. We give a formula for f (t) in terms of F (p) , p > 0. The object of this Letter is to give a formula for the inverse Laplace transform in which the data used are given on the semi-axis p > 0 only. Let P>O where b > 0 is a fixed number. We have (1, formula 4.14.1) where Jo is a Bessel function. It follows from (1) and (2) that s,...

Laplace transform numerical inversion v3.0

When running an analytical liquid rate simulation on a bounded reservoir an artefact due to Laplace transform numerical inversion algorithm can be noticed. This issue can be illustrated with a simple example: liquid rate simulation on a closed circular homogeneous reservoir with a fracture. The details of the simulation are graphically given in Figure 1(a). The simulation results can be seen in...

Numerical Methods for Laplace Transform Inversion

Numerical Inversion of the Laplace Transform

We give a short account on the methods for numerical inversion of the Laplace transform and also propose a new method. Our method is inspired and motivated from a problem of the evaluation of the Müntz polynomials (see [1]), as well as the construction of the generalized Gaussian quadrature rules for the Müntz systems (see [2]). As an illustration of our method we consider an example with 100 r...

Optimizing Talbot's Contours for the Inversion of the Laplace Transform

Talbot’s method for the numerical inversion of the Laplace transform consists of numerically integrating the Bromwich integral on a special contour by means of the trapezoidal or midpoint rules. In this paper we address the issue of parameter selection in the method, for the particular situation when parabolic PDEs are solved. In the process the well-known subgeometric convergence rate O(exp(−c...