gwtails

gwtails is a Python package to analyze post-merger late-time tails in eccentric binary black hole (BBH) mergers.

This code is based on the papers:

• Phenomenology and origin of late-time tails in eccentric binary black hole mergers — Islam, Faggioli, Khanna, Field, van de Meent, Buonanno (2024)

• Bayesian analysis of late-time tails in spin-aligned eccentric binary black hole mergers — Islam, Faggioli, Khanna (2025)

Features

• Least-squares fitting of QNM, tail, and cross-term components via PostMergerAmplitudeFit

• Bayesian MCMC fitting with flexible parameter fixing via TailFitMCMC

• Auxiliary utilities for computing tail exponents, frequencies, and finding tail start times

• Built-in visualization for fit diagnostics and corner plots

Contents

• Installation
  • From PyPI
  • From source
  • Dependencies
  • Building the documentation
• Quick Start
  • Least-squares fitting with PostMergerAmplitudeFit
  • Bayesian MCMC fitting with TailFitMCMC
  • Utility functions
• API Reference
  • PostMergerAmplitudeFit
  • TailFitMCMC
  • Auxiliary Functions
• Notebook Tutorials
  • Post-merger late-time tail analysis example
  • 1. Import gwtails
  • 2. Analyze post-merger waveforms
  • Post-merger tail analysis with Bayesian
• Citation
  • Papers using gwtails
• Contributing
  • Reporting Issues
  • Development Setup
  • Pull Requests
  • Code Style