Algorithm 682: Talbot's Method of the Laplace Inversion Problems

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Abstract

We describe a FORTRAN implementation, and some related problems, of Talbot's method which numerically solves the inversion problem of almost arbitrary Laplace transforms by means of special contour integration. The basic idea is to take into account computer precision to derive a special contour where integration will be carried out. © 1990, ACM. All rights reserved.

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Murli, A., & Rizzardi, M. (1990). Algorithm 682: Talbot’s Method of the Laplace Inversion Problems. ACM Transactions on Mathematical Software (TOMS), 16(2), 158–168. https://doi.org/10.1145/78928.78932

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