The accurate numerical inversion of laplace transforms

Abstract

Inversion of almost arbitrary Laplace transforms is effected by trapezoidal integration along a special contour. The number n of points to be used is one of several parameters, in most cases yielding absolute errors of order 10-7 for n = 10, 10-11 for n = 20, 10-23 for n = 40 (with double precision working), and so on, for all values of the argument from 0+ up to some large maximum. The extreme accuracy of which the method is capable means that it has many possible applications of various kinds, and some of these are indicated.