Gaver-Stehfest algorithm for inverse Laplace transform
%
% ilt=gavsteh(funname,t,L)
%
% funname The name of the function to be transformed.
% t The transform argument (usually a snapshot of time).
% ilt The value of the inverse transform
% L number of coefficient ---> depends on computer word length used
% (examples: L=8, 10, 12, 14, 16, so on..)
%
% Numerical Inverse Laplace Transform using Gaver-Stehfest method
%
%Refferences:
% 1. Villinger, H., 1985, Solving cylindrical geothermal problems using
% Gaver-Stehfest inverse Laplace transform, Geophysics, vol. 50 no. 10 p.
% 1581-1587
% 2. Stehfest, H., 1970, Algorithm 368: Numerical inversion of Laplace transform,
% Communication of the ACM, vol. 13 no. 1 p. 47-49
%
% Simple (and yet rush) examples included in functions fun1 and fun2 with
% their comparisons to the exact value (use testgs.m to run the examples)
Cite As
Wahyu Srigutomo (2024). Gaver-Stehfest algorithm for inverse Laplace transform (https://www.mathworks.com/matlabcentral/fileexchange/9987-gaver-stehfest-algorithm-for-inverse-laplace-transform), MATLAB Central File Exchange. Retrieved .
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- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Transforms >
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gavsteh/
Version | Published | Release Notes | |
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1.0.0.0 | This is the version 1.0 |