Comparing Four Methods of Numerical Inversion of Laplace Transforms (NILT)
Comparing Four Methods of Numerical Inversion of Laplace Transforms (NILT)
This Demonstration compares the efficiency of four methods for numerical inversion of Laplace transforms (NILT). The algorithms employed refer mainly to [1–3].
The inverse Laplace transform of the selected function (with Laplace variable ) can be approximated numerically (shown as dots) using the selected NILT method. The closed-form expression of inverse Laplace transform is plotted as a full line.
s
f(t)
Numerical inversion can be performed in double precision or using the multi-precision computing mode of Mathematica.