The Accurate Numerical Inversion of Laplace Transforms

作者：Alan Talbot · 发表于：IMA Journal of Applied Mathematics · 年份：1979 · DOI：10.1093/imamat/23.1.97 · 被引用次数：834 · 研究领域：Iterative Methods for Nonlinear Equations、Numerical Methods and Algorithms、Advanced Measurement and Metrology Techniques

Numerical inversion of almost arbitrary Laplace transforms, for any value of t, to any prescribed accuracy up to atleast three-quarters of the computer precision, is effected by trapezoidal integration along a special contour. The required number of points depends on t, the accuracy, and the transform singularity positions, and for moderate t is typically 11 for errors of order 10−6, 18 for order 10−10, 35 for order 10−20(with double precision working).