# Numerical Methods for Laplace Transform Inversion

@inproceedings{Cohen2007NumericalMF, title={Numerical Methods for Laplace Transform Inversion}, author={Alan M. Cohen}, year={2007} }

Operational methods have been used for over a century to solve problems such as ordinary and partial differential equations. When solving such problems, in many cases it is fairly easy to obtain the Laplace transform, while it is very demanding to determine the inverse Laplace transform that is the solution of a given problem. Sometimes, after some difficult contour integration, we may find that a series solution results, but this may be quite difficult to evaluate in order to get an answer at…

## 398 Citations

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Compared to the existing contour quadratures, error analysis shows that the newquadrature possesses competitive asymptotic order of accuracy and numerical results show that when regularity of the initial term and/or differentiability of f(t) is not satisfied, the new quadrature is more accurate.

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Tests show that the algorithm can be used to invert a wide range of Laplace transforms automatically with high accuracy and the output error estimator matches well with the true error.

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