Software for an implementation of Weeks' method for the inverse Laplace transform

Authors:
B. S. Garbow;G. Giunta;J. N. Lyness;A. Murli
Affiliations:
Argonne National Laboratory, Argonne, IL;Univ. di Napoli, Naples, Italy;Argonne National Laboratory, Argonne, IL;Univ. di Napoli, Naples, Italy
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1988

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Abstract

A software package based on a modification of the Weeks' method is presented for calculating function values f(t) of the inverse Laplace transform. This method requires transform values F(z) at arbitrary points in the complex plane, and is suitable when f(t) has continuous derivatives of all orders; it is especially attractive when f(t) is required at a number of different abscissas t.