A modification of the weeks method for numerical inversion of the Laplace transform
Mathematics of Computation
Software for an implementation of Weeks' method for the inverse Laplace transform
ACM Transactions on Mathematical Software (TOMS)
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)
An implementation of a Fourier series method for the numerical inversion of the Laplace transform
ACM Transactions on Mathematical Software (TOMS)
A Unified Framework for Numerically Inverting Laplace Transforms
INFORMS Journal on Computing
An accurate numerical inversionof Laplace transforms based on the location of their poles
Computers & Mathematics with Applications
Computers & Mathematics with Applications
Expected Tardiness Computations in Multiclass Priority M/M/c Queues
INFORMS Journal on Computing
ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion
Numerical Algorithms
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Three frequently used methods for numerically inverting Laplace transforms are tested on complicated transforms taken from the literature. The first method is a straightforward application of the trapezoidal rule to Bromwich's integral. The second method, developed by Weeks [22], integrates Bromwich's integral by using Laguerre polynomials. The third method, devised by Talbot [18], deforms Bromwich's contour so that the integrand of Bromwich's integral is small at the beginning and end of the contour. These methods are also applied to joint Laplace-Fourier transform problems. All three methods give satisfactory results; Talbot's, however, has an accurate method for choosing required parameters.