Comparison of Epsilon and Quotient-Difference Algorithms in Numerical Inverse Laplace Transformation

Comparison of Epsilon and Quotient-Difference Algorithms in Numerical Inverse Laplace Transformation

Paper in proceedings (conference paper)

In the paper two methods usable to accelerate a convergence of a complex Fourier series arrising in formulae for the numerical inversion of Laplace transforms are compared. The first method is the epsilon-algorithm of Wynn and the second one the quotient-difference algorithm of Rutishauser. The NILT methods based on these accelerating techniques have been programmed and verified using the universal language Matlab.

In the paper two methods usable to accelerate a convergence of a complex Fourier series arrising in formulae for the numerical inversion of Laplace transforms are compared. The first method is the epsilon-algorithm of Wynn and the second one the quotient-difference algorithm of Rutishauser. The NILT methods based on these accelerating techniques have been programmed and verified using the universal language Matlab.

Epsilon algorithm, Quotient-difference algorithm, Laplace transform, Numerical inversion, Matlab language

Epsilon algorithm, Quotient-difference algorithm, Laplace transform, Numerical inversion, Matlab language

BRANČÍK, L.

10.09.2001

University of West Bohemia

Plzeň

80-7082-756-4

Proceedings of the 5th International Conference on Advanced Methods in the Theory of Electrical Engineering Applied to Power Systems AMTEE’01

F01

4