On the Accuracy of Quadrature Laplace Transform Inversion and the Solution of State Space Equations

1978 ◽  
Vol 22 (3) ◽  
pp. 283-296
Author(s):  
A. J. RODRIGUES
2021 ◽  
Vol 197 ◽  
pp. 107342
Author(s):  
L.J. Castañón ◽  
J.L. Naredo ◽  
J.R. Zuluaga ◽  
E. Bañuelos-Cabral ◽  
Pablo Gómez

1975 ◽  
Vol 65 (4) ◽  
pp. 927-935
Author(s):  
I. M. Longman ◽  
T. Beer

Abstract In a recent paper, the first author has developed a method of computation of “best” rational function approximations ḡn(p) to a given function f̄(p) of the Laplace transform operator p. These approximations are best in the sense that analytic inversion of ḡn(p) gives a function gn(t) of the time variable t, which approximates the (generally unknown) inverse f(t) of f̄(p in a minimum least-squares manner. Only f̄(p) but not f(t) is required to be known in order to carry out this process. n is the “order” of the approximation, and it can be shown that as n tends to infinity gn(t) tends to f(t) in the mean. Under suitable conditions on f(t) the convergence is extremely rapid, and quite low values of n (four or five, say) are sufficient to give high accuracy for all t ≧ 0. For seismological applications, we use geometrical optics to subtract out of f(t) its discontinuities, and bring it to a form in which the above inversion method is very rapidly convergent. This modification is of course carried out (suitably transformed) on f̄(p), and the discontinuities are restored to f(t) after the inversion. An application is given to an example previously treated by the first author by a different method, and it is a certain vindication of the present method that an error in the previously given solution is brought to light. The paper also presents a new analytical method for handling the Bessel function integrals that occur in theoretical seismic problems related to layered media.


2019 ◽  
Vol 489 (6) ◽  
pp. 558-563
Author(s):  
A. G. Pavelyev ◽  
A. A. Pavelyev

New equations for Laplace transform inversion are obtained. The equations satisfy the causality principle. The impulse response of a channel is determined in order to analyze dispersion distortions in inhomogeneous media. The impulse response excludes the possibility that the signal exceeds the speed of light in the medium. The transmission bandwidth, the angular spectrum, and the Doppler shift in the ionosphere are computed.


1980 ◽  
Vol 47 (4) ◽  
pp. 769-774 ◽  
Author(s):  
S. R. Swanson

Laplace transform techniques greatly simplify many problems in linear viscoelasticity. However, if realistic material property representations are used, inversion of the resulting transforms can be difficult. Although approximate transform inversion methods have been widely used in quasi-static viscoelastic problems, the application of these techniques to wave propagation problems has been less successful. Inaccuracy of the transform inversion has been noted previously in the literature. The present work shows that one of the numerical Laplace transform inversion techniques of Bellman can successfully be applied to dynamic viscoelasticity. Comparisons with literature solutions and exact functions indicate accuracies to within ±1 percent can be obtained.


2000 ◽  
Vol 16 (5) ◽  
pp. 1441-1456 ◽  
Author(s):  
L D'Amore ◽  
A Murli ◽  
M Rizzardi

2016 ◽  
Vol 48 (A) ◽  
pp. 203-215 ◽  
Author(s):  
Patrick J. Laub ◽  
Søren Asmussen ◽  
Jens L. Jensen ◽  
Leonardo Rojas-Nandayapa

AbstractLet (X1,...,Xn) be multivariate normal, with mean vector 𝛍 and covariance matrix 𝚺, and letSn=eX1+⋯+eXn. The Laplace transform ℒ(θ)=𝔼e-θSn∝∫exp{-hθ(𝒙)}d𝒙 is represented as ℒ̃(θ)I(θ), where ℒ̃(θ) is given in closed form andI(θ) is the error factor (≈1). We obtain ℒ̃(θ) by replacinghθ(𝒙) with a second-order Taylor expansion around its minimiser 𝒙*. An algorithm for calculating the asymptotic expansion of 𝒙*is presented, and it is shown thatI(θ)→ 1 as θ→∞. A variety of numerical methods for evaluatingI(θ) is discussed, including Monte Carlo with importance sampling and quasi-Monte Carlo. Numerical examples (including Laplace-transform inversion for the density ofSn) are also given.


2012 ◽  
Vol 63 (1) ◽  
pp. 187-211 ◽  
Author(s):  
Luisa D’Amore ◽  
Rosanna Campagna ◽  
Valeria Mele ◽  
Almerico Murli

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