A New Numerical Method for the Inversion of the Laplace Transform |
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Authors: | PIESSENS R |
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Institution: |
Applied Mathematics Division, University of Leuven Celestijnenlaan 200B, B-3030 Heverlee, Belgium
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Abstract: | This paper presents a new numerical method for the inversionof the Laplace transform, where only real values of the transformare known. This method, based on the approximation of the transformby truncated series of orthogonal functions, related to theJacobi or Laguerre polynomials, avoids the loss of significantfigures inherent in earlier methods. |
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