A Spectral Order Method for Inverting Sectorial Laplace Transforms

Authors:
María López-Fernández;César Palencia;Achim Schädle
Affiliations:
-;-;-
Venue:
SIAM Journal on Numerical Analysis
Year:
2006

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Abstract

Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.