invlap {pracma}

Inverse Laplacian

Description

Numerical inversion of Laplace transforms.

Usage

invlap(Fs, t1, t2, nnt, a = 6, ns = 20, nd = 19)

Arguments

Fs

function representing the function to be inverse-transformed.

t1, t2

end points of the interval.

nnt

number of grid points between t1 and t2.

a

shift parameter; it is recommended to preserve value 6.

ns, nd

further parameters, increasing them leads to lower error.

Details

The transform Fs may be any reasonable function of a variable s^a, where a is a real exponent. Thus, the function invlap can solve fractional problems and invert functions Fs containing (ir)rational or transcendental expressions.

Value

Returns a list with components x the x-coordinates and y the y-coordinates representing the original function in the interval [t1,t2].

Note

Based on a presentation in the first reference. The function invlap on MatlabCentral (by ) served as guide. The Talbot procedure from the second reference could be an interesting alternative.

References

J. Valsa and L. Brancik (1998). Approximate Formulae for Numerical Inversion of Laplace Transforms. Intern. Journal of Numerical Modelling: Electronic Networks, Devices and Fields, Vol. 11, (1998), pp. 153-166.

L.N.Trefethen, J.A.C.Weideman, and T.Schmelzer (2006). Talbot quadratures and rational approximations. BIT. Numerical Mathematics, 46(3):653–670.

Examples

Fs <- function(s) 1/(s^2 + 1)           # sine function
Li <- invlap(Fs, 0, 2*pi, 100)

## Not run: 
plot(Li[[1]], Li[[2]], type = "l", col = "blue"); grid()

Fs <- function(s) tanh(s)/s             # step function
L1 <- invlap(Fs, 0.01, 20, 1000)
plot(L1[[1]], L1[[2]], type = "l", col = "blue")
L2 <- invlap(Fs, 0.01, 20, 2000, 6, 280, 59)
lines(L2[[1]], L2[[2]], col="darkred"); grid()

Fs <- function(s) 1/(sqrt(s)*s)
L1 <- invlap(Fs, 0.01, 5, 200, 6, 40, 20)
plot(L1[[1]], L1[[2]], type = "l", col = "blue"); grid()

Fs <- function(s) 1/(s^2 - 1)           # hyperbolic sine function
Li <- invlap(Fs, 0, 2*pi, 100)
plot(Li[[1]], Li[[2]], type = "l", col = "blue"); grid()

Fs <- function(s) 1/s/(s + 1)           # exponential approach
Li <- invlap(Fs, 0, 2*pi, 100)
plot(Li[[1]], Li[[2]], type = "l", col = "blue"); grid()

gamma <- 0.577215664901532              # Euler-Mascheroni constant
Fs <- function(s) -1/s * (log(s)+gamma) # natural logarithm
Li <- invlap(Fs, 0, 2*pi, 100)
plot(Li[[1]], Li[[2]], type = "l", col = "blue"); grid()

Fs <- function(s) (20.5+3.7343*s^1.15)/(21.5+3.7343*s^1.15+0.8*s^2.2+0.5*s^0.9)/s
L1 <- invlap(Fs, 0.01, 5, 200, 6, 40, 20)
plot(L1[[1]], L1[[2]], type = "l", col = "blue")
grid()
## End(Not run)