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Article #807

Numerically inverting Laplace transforms

#807
From: Kenneth John Aarts
Date: Thu, 06 Aug 1992 21:06
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If somebody could point me towards computer code for numerically
inverting Laplace transform, I would appreciate it.
	I have a large data set (1000 channels from an MCA), representing
some fairly smooth function.  I would like to take the laplace transform of
this data set, modify the data in the Laplace space, and then be able to
invert the transform.
	I have looked at the options in the IMSL library, but it seems to
require a knowldege of the function in the complex plane.  I don't know
how to apply this to my case.
	The only book I have found that seems to bear relevance to
this problem is 'Numerical Inversion of the Laplace Transform' by Bellman,
Kalaba, and Lockett (1966).  I would like to know about any more up to 
date references.

Thanks,

Ken
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Path: arc1-ca.pugleaf.net!sparky!uunet!morrow.stanford.edu!decwrl!access.usask.ca!ccu.umanitoba.ca!kaarts
From: kaarts@ccu.umanitoba.ca (Kenneth John Aarts)
Subject: Numerically inverting Laplace transforms
Message-ID: <1992Aug6.210642.27277@ccu.umanitoba.ca>
Originator: kaarts@asimov.cc.umanitoba.ca
Sender: news@ccu.umanitoba.ca
Nntp-Posting-Host: asimov.cc.umanitoba.ca
Organization: University of Manitoba, Winnipeg, Manitoba, Canada
Date: Thu, 6 Aug 1992 21:06:42 GMT
Lines: 18