A modification of the weeks method for numerical inversion of the Laplace transform
Mathematics of Computation
More on the Weeks method for the numerical inversion of the Laplace transform
Numerische Mathematik
Algorithm 682: Talbot's method of the Laplace inversion problems
ACM Transactions on Mathematical Software (TOMS)
ACM Transactions on Mathematical Software (TOMS)
Numerical Inversion of Laplace Transforms Using Laguerre Functions
Journal of the ACM (JACM)
Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation
Journal of the ACM (JACM)
Algorithms for Parameter Selection in the Weeks Method for Inverting the Laplace Transform
SIAM Journal on Scientific Computing
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We introduce an efficient and easily implemented numerical method for the inversion of Laplace transforms, using the analytic continuation of integrands of Bromwich's integrals. After deforming the Bromwich's contours so that it consists of the union of small circles around singular points, we evaluate the Bromwich's integrals by quadrature rules. We prove that the error bound of our method has spectral accuracy of type @?^N + eps/@?^P, 0