Gaver-Stehfest algorithm for inverse Laplace transform


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Description - 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)



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