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Article #215

Complex integration and bilateral Laplace transform

#215
From: Ken Vetzal
Date: Fri, 07 Aug 1992 20:53
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I am looking for two types of routines (preferably Fortran
source code).  First, I need a routine to numerically
integrate a complex-valued function (I have checked the NAG
library for this and been unable to find one).  Second, I need
a routine to numerically compute a bilateral Laplace transform
and its inverse transform.  Libraries such as NAG seem to deal
only with the conventional (one-sided) Laplace transform,
where the integration is from zero to inf, whereas in the
bilateral transform the integration is from -inf to inf.  Any
helpful suggestions would be much appreciated.  Please respond
via e-mail to kvetzal@watarts.uwaterloo.ca.  Thanks in
advance.

Ken Vetzal
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Newsgroups: sci.math.num-analysis
Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!torn!watserv2.uwaterloo.ca!watserv1!watarts.uwaterloo.ca!kvetzal
From: kvetzal@watarts.uwaterloo.ca (Ken Vetzal)
Subject: Complex integration and bilateral Laplace transform
Message-ID: <BsMspK.GJn@watserv1.uwaterloo.ca>
Originator: kvetzal@watarts.uwaterloo.ca
Sender: news@watserv1.uwaterloo.ca
Organization: University of Waterloo
Date: Fri, 7 Aug 1992 20:53:43 GMT
Lines: 14