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Re: numeric inverse laplace transform of numeric data


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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