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Performance comparison of numerical inversion methods for Laplace and Hankel integral transforms in engineering problems

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  • Raoofian Naeeni, M.
  • Campagna, R.
  • Eskandari-Ghadi, M.
  • Ardalan, Alireza A.

Abstract

Different methods for the numerical evaluations of the inverse Laplace and inverse of joint Laplace–Hankel integral transforms are applied to solve a wide range of initial-boundary value problems often arising in engineering and applied mathematics. The aim of the paper is to present a performance comparison among different numerical methods when they are applied to transformed functions related to actual engineering problems found in the literature. Most of our selected test functions have been found in the solution of boundary value problems of applied mechanics such as those related to transient responses of isotropic and transversely isotropic half-space to concentrated impulse or those related to viscoelastic wave motion in layered media. These classes of test functions are frequently encountered in similar problems such as those in boundary element or boundary integral equations, theoretical seismology, soil–structure-interaction in time domain and so on. Therefore, their behavior with different numerical inversion algorithms could make a useful guide to a precise choice of more suitable inversion method to be used in similar problems. Some different methods are also investigated in detail and compared for the inversion of the joint Hankel–Laplace transforms, where more sophisticated integrand functions are encountered. It is shown that Durbin, Crump, D’Amore, Fixed-Talbot, Gaver–Whyn–Rho (GWR), and Direct Integration methods have excellent performance and produce good results when applied to the same problems. On the contrary, Gaver–Stehfest and Piessens methods furnish results not very reliable for almost all classes of transformed functions and they seem good only for “simple” transformed functions. Particularly the performance of GWR algorithm is very good even for transformed functions with infinite number of singularities, where the other methods fail. In addition, in case of double integral transforms, only the Fixed-Talbot, Durbin and Weeks methods are recommended.

Suggested Citation

  • Raoofian Naeeni, M. & Campagna, R. & Eskandari-Ghadi, M. & Ardalan, Alireza A., 2015. "Performance comparison of numerical inversion methods for Laplace and Hankel integral transforms in engineering problems," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 759-775.
    • Handle: RePEc:eee:apmaco:v:250:y:2015:i:c:p:759-775
    DOI: 10.1016/j.amc.2014.10.102
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    References listed on IDEAS

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    1. D. P. Gaver, 1966. "Observing Stochastic Processes, and Approximate Transform Inversion," Operations Research, INFORMS, vol. 14(3), pages 444-459, June.
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    Cited by:

    1. Li, Bin & Kang, Hongchao & Chen, Songliang & Ren, Shanjing, 2023. "On the approximation of highly oscillatory Volterra integral equations of the first kind via Laplace transform," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 214(C), pages 92-113.
    2. Campagna, Rosanna & Conti, Costanza & Cuomo, Salvatore, 2020. "Computational error bounds for Laplace transform inversion based on smoothing splines," Applied Mathematics and Computation, Elsevier, vol. 383(C).

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