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MathGroup Archive 2000

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Re: numeric inverse laplace transform of numeric data

  • To: mathgroup at smc.vnet.net
  • Subject: [mg21935] Re: numeric inverse laplace transform of numeric data
  • From: "Kevin J. McCann" <kevinmccann at home.com>
  • Date: Sat, 5 Feb 2000 00:49:12 -0500 (EST)
  • References: <87b0g8$o47@smc.vnet.net> <87e292$s3o@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Actually there was an article in the old Mathematica Journal that addressed
just this problem. You can find it on the Wolfram website. Maybe
MathSource->Periodicals->??
Something like that.

Anyway it can be a numerically difficult thing since the integral runs from
a-i infinity to a +i infinity. Have a look though.

Kevin
"John Doty" <jpd at w-d.org> wrote in message news:87e292$s3o at smc.vnet.net...
> Why not use the Fourier transform? It has properties analogous to the
> Laplace transform: you may think of it as the Laplace transform flipped
> over on its side in the complex plane. It is appropriate for the same
> sorts of jobs.
>
> Note that the path integral method of analytically inverting the Laplace
> transform implicitly converts it to a Fourier transform, and then
> inverse Fourier transforms that!
>
> I've never seen the Laplace transform used numerically. I suspect this
> is because its inverse is numerically unstable. This does not, of
> course, impede its use analytically.
>
> Tom Pratum wrote:
> >
> > Is there a known way to perform a numeric inverse laplace transform on a
> > list (as opposed to a function) in Mathematica? The methods provided in
> > mathsource are aimed at functions as opposed to lists.
>
> --
> John Doty "You can't confuse me, that's my job."
> Home: jpd at w-d.org
> Work: jpd at space.mit.edu
>



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