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Fast numerical inverse Laplace transform

From: Chris Zarowski
Subject: Fast numerical inverse Laplace transform
Date: Wed, 31 Jan 2007 19:33:56 -0500

Hello everyone.
A while back someone asked about a numerical
inverse Laplace transform (NILT).
I have attached a stripped-down Octave code
DANILT (and typical test function F(s) = exp(-s/5)/s) )
that implements the Dubner-Abate algorithm.
Just today I had a reason to write something
quickly to do the job.
An advantage of this code is that F(s) can be
irrational in s (e.g., as one would find in transient
problems for transmission lines).
The theory behind the method is in NDT1 at
C. Zarowski

Attachment: DANILT.m
Description: Binary data

Attachment: F.m
Description: Binary data

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