Fast numerical inverse Laplace transform

[Chris Zarowski]

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

http://www.nanodottek.com

 

Cheers,

C. Zarowski

DANILT.m
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F.m
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