Erratum to: ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion

Numerical accuracy of real inversion formulas for the Laplace transform

In this paper we investigate and compare a number of real inversion formulas for the Laplace transform. The focus is on the accuracy and applicability of the formulas for numerical inversion. In this contribution, we study the performance of the formulas for measures concentrated on a positive half-line to continue with measures on an arbitrary half-line.

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

Inversion of the Laplace Transform from the Real Axis Using an Adaptive Iterative Method

In this paper a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function f(t) is continuous with (known) compact support. An adaptive iterative method and an adaptive stopping rule, which yield the convergence of the approximate solution to f(t), are proposed in this paper. MSC: 15A12; 47A5...