The Salzer Summation and the numerical inversion of the Laplace Transform: performance analysis for oscillatory, exponential and logarithmic functions

Authors

DOI:

https://doi.org/10.5902/2179460X87225

Keywords:

Laplace Transform, Gaver Functionals, Laplace Inverse Transform, Salzer Summation, Numerical Methods

Abstract

This article presents a study of the Salzer Summation, a technique for the numerical inversion of the Laplace Transform, applied to the inversion of five elementary functions with different behaviors: two oscillatory, two exponential and one logarithmic. Three of the functions studied have a variable parameter a (factor incorporated to investigate the efficiency of the method in dealing with functions of the same class). The algorithm's performance was analyzed for each value of M (number of terms in the sum) and parameter a chosen, through the Mean Absolute Error, graphical representation and execution times approximate. For the set of five functions presented (and for each a), the optimal value of M was determined. It was found
that a does not significantly influence the execution time, unlike the parameter M, which directly interferes. Also, it was concluded that for oscillatory functions, the method presents convergence difficulties as the frequency increases

Downloads

Download data is not yet available.

Author Biographies

Renan de Almeida Schmidt, Universidade Federal do Rio Grande

Master's student in Computational Modeling at the Graduate Program in Computational Modeling (PPGMC) at the Federal University of Rio Grande (FURG). Graduated in Applied Mathematics from the same university in 2019. He is interested in Pure Mathematics, Differential Equations and Numerical Methods.

Murilo da Cunha Paz, Universidade Federal do Rio Grande

Master's student in Computational Modeling at the Graduate Program in Computational Modeling (PPGMC) at the Federal University of Rio Grande (FURG). Graduated in Mathematics degree, from the same university, in 2022.  He is interested in the areas of Pure Mathematics, Mathematics Education and Statistics, with an emphasis on their practical applications.

Bárbara Denicol do Amaral Rodriguez, Universidade Federal do Rio Grande

Bachelor's degree in Applied and Computational Mathematics (2000), Master's degree in Applied and Computational Mathematics (2003) and PhD in Mechanical Engineering (2007), all from the Universidade Federal do Rio Grande do Sul– UFRGS. She is currently Associate Professor IV – DE and permanent professor of the Postgraduate Program in Computational Modeling and the Professional Master's Degree in Mathematics on a National Network at the Universidade Federal do Rio Grande – FURG. Works in Applied Mathematics, Engineering and Mathematics Teaching: in analytical methods development for solving particle transport problems, techniques and problem solving based on the Laplace transform and in the study of alternative teaching and learning methodologies in Higher Education.

João Francisco Prolo Filho, Universidade Federal do Rio Grande

Bachelor's degree in Applied and Computational Mathematics from the Universidade Federal do Rio Grande do Sul - UFRGS (2004), with master's degree (2007) and doctoral degree (2012) in Applied Mathematics from the Universidade Federal do Rio Grande do Sul - UFRGS. He is currently Associate Professor 2 - DE at the Universidade Federal do Rio Grande, collaborator professor of the Graduate Program in Ocean Engineering (PPGEO-FURG) and has co-supervised work in the Graduate Program in Computational Modeling (PPGMC-FURG) and Graduate Program in National Master's Degree in Physics Education (MNPEF/FURG). He works in the areas of Applied Mathematics and Engineering: i) in the development of analytical and spectral methods associated with the Boltzmann Equation and its applications in neutron transport, radioactive transfer and rarefied gas dynamics; ii) study of diffusive phenomena through the Laplace Transform and numerical inversion approaches, iii) theoretical and experimental study of alternative energy generators.

References

Abate, J. and Valk´o, P. P. (2004). Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion. Computers and Mathematics with Applications, 48:629–636.

Adamek, V., Vales, F., and Cerv, J. (2017). Numerical Laplace inversion in problems of elastodynamics: comparison of four algorithms. Advances in Engineering Software, 113:120–129.

Bellman, R., Kalaba, R. E., and Locket, J. A. (1996). Numerical Inversion of the Laplace Transform: Applications to Biology, Economics, Engeneering and Physics. Elsevier, 1st edition.

Boyce, W. E. and DiPrima, R. C. (2001). Elementary Differential Equations and Boundary Value Problems. Wiley, 7th edition.

Buttkus, B. (2000). Spectral Analysis and Filter Theory in Applied Geophysics. Springer-Verlag, 1st edition.

Calixto, G. R. L., Freitas, E. K., Ferreira, J. A., do Amaral Rodriguez, B. D., and Filho, J. F. P. (2022). Influˆencia do parˆametro N no algoritmo de Talbot-Fixo para a Invers˜ao Num´erica da Transformada de Laplace. VETOR - Revista de Ciˆencias Exatas e Engenharias, 32(1):42–51.

Chapra, S. C. and Canale, R. P. (2011). M´etodos Num´ericos para Engenharia. McGraw-Hill, 5th edition.

Cohen, A. M. (2007). Numerical Methods for Laplace Transform Inversion. Springer-Verlag, 1st edition.

Davies, B. and Martin, B. (1979). Numerical inversion of the Laplace transform: a survey and comparison of methods. Journal of Computational Physics, 33:1–32.

De Silva, C. W. (2023). Modeling of Dynamic Systems with Engineering Applications. CRC Press, 2nd edition.

Defreitas, C. and Kane, S. (2022). The numerical inversion of the Laplace transform in a multi-precision environment. Applied Mathematics, 13:401–418.

Dempsey, P. and Duffy, P. (2007). Radiative losses and cut-offs of energetic particles at relativistic shocks. Monthly Notices of the Royal Astronomical Society, 378(2):625–634.

Freitas, E. K. (2022). Algoritmos de invers˜ao num´erica da transformada de Laplace aplicados `a soluc¸˜ao de um problema de difus˜ao de merc´urio na ´agua. Dissertac¸˜ao de P´os-Graduac¸˜ao em Modelagem Computacional, Universidade Federal do Rio Grande – FURG.

Gaver, D. P. (1966). Observing stochastic processes, and approximate transform inversion. Operations Research, 14(3):444–459.

Irwin, J. D. (2000). An´alise de Circuitos em Engenharia. Pearson Makron Books, 4th edition.

Schiff, J. L. (2013). The Laplace Transform: Theory and Applications. Springer-Verlag, 1st edition.

Shirtliffe, C. J. and Stephenson, D. G. (1961). A computer oriented adaption of Salzer’s method for inverting Laplace transforms. Studies in Applied Mathematics, 40:135–141.

Stehfest, H. (1970). Algorithm 368: Numerical inversion of Laplace transforms [d5]. Commun. ACM, 13(1):47–49.

Valk´o, P. P. and Abate, J. (2004). Multi-precision Laplace transform inversion. International Journal for Numerical Methods in Engineering, 60:979–993.

Wang, T., Gu, Y., and Zhang, Z. (2017). An algorithm for the inversion of Laplace transforms using Puiseux expansions. Numerical Algorithms, 78:107–132.

Zakian, V. (1969). Numerical inversion of Laplace transform. Electronics Letters Institution of Engineering and Technology, 5:120–121.

Downloads

Published

2024-11-07

How to Cite

Schmidt, R. de A., Paz, M. da C., Rodriguez, B. D. do A., & Prolo Filho, J. F. (2024). The Salzer Summation and the numerical inversion of the Laplace Transform: performance analysis for oscillatory, exponential and logarithmic functions. Ciência E Natura, 46(esp. 1), e87225. https://doi.org/10.5902/2179460X87225

Issue

Section

Special Edition 1

Most read articles by the same author(s)