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Numerical Inverse Laplace Transform

version 1.0.0.0 (176 KB) by Tucker McClure
Numerical approximation of the inverse Laplace transform for use with any function defined in "s".

4.9K Downloads

Updated 04 Jan 2013

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This set of functions allows a user to numerically approximate an inverse Laplace transform for any function of "s". The function to convert can be passed in as an argument, along with the desired times at which the function should be evaluated. The output is the response of the system at the requested times.

For instance, consider a ramp function.
f = @(s) 2/s^2;
t = [1 2 3 4 5]';
talbot_inversion(f, t)

The time response output is [2 4 6 8 10], as expected.

These methods can be used on problems of considerably more difficulty as well and are intended to approximate an inverse Laplace transform where an exact solution is unknown.

Two basic solvers (Euler and Talbot) are included, along with *symbolic* versions of those solvers. The symbolic solutions take substantially longer to calculate, but are capable of any desired accuracy. Also, the symbolic versions require the Symbolic Toolbox, whereas the basic versions do not.

Please see example_inversions.pdf or html/example_inversions.html to get started!

Cite As

Tucker McClure (2022). Numerical Inverse Laplace Transform (https://www.mathworks.com/matlabcentral/fileexchange/39035-numerical-inverse-laplace-transform), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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