Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
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The sequence of Gaver functionajs is useful in the numerical inversion of Laplace transforms. The convergence behavior of the sequence is logarithmic, therefore, an acceleration scheme U required. The accepted procedure utilizes Salzer summation, because in many cases the Gaver functional have the asymptotic behavior fn(t)-fn-i(t) An-2 as n for fixed t. It seems that no other acceleration schemes have been investigated in this area. Surely, the popular nonlinear methods should be more effective. However, to our surprise, only one nonlinear method was superior to Salzer summation, namely the Wynn rho algorithm. 2004 Elsevier Ltd. All rights reserved.
Computers & Mathematics with Applications
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