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 how to choose the parameters that define the contour, for the...

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Bibliographic Details
Main Author: Weideman, J
Format: Report
Published: Unspecified 2005