COMPARISON OF SEVERAL ALGORITHMS FOR LAPLACE TRANSFORM INVERSION

KOTYK, J.

Abstract

It is not always easy to find the inverse of Laplace transform. One possible reason is that the inverse is not a named function or cannot be represented by any simple formula. In such cases one needs a numerical algorithm for the inversion. Many of scientists, mathematicians, engineers and teachers use the MATLAB environment for their computations. Unfortunately there currently are no functions to perform the numerical inversion of Laplace transform in MATLAB, officially supported by the MathWorks, Inc. Therefore, the author focused his attention preferably on several algorithms accessible in this environment. An algorithm has been written in MATLAB by him. Since every method has its weak points, author recommends the simultaneous execution of a few different algorithms in a program and comparison of results, what is demonstrated in the present paper. The coincident digits obtained by several different methods may be considered correct. This approach is especially recommended when the original cannot be represented by an analytical formula and, therefore, the error is not known. From the results of tests and comparison of several different algorithms it can be concluded that the numerical inversion of Laplace transform in MATLAB might be a method precise enough and reliable for calculation of the original.

Coresponding author e-mail: Josef[dot]Kotyk[at]upce[dot]cz

Session: Algorithms and Computing for Control