Numerical methods for Laplace transform inversion (Q2644257)

This book gives background material on the theory of Laplace transforms together with a comprehensive list of numerical methods for determination of the inverse Laplace transform. Computer programs are included for those methods that perform consistently well on a wide range of Laplace transforms. It provides a balanced course of Laplace transforms consisting of theory, numerical techniques and applications. The book is divided into eleven chapters. The preface gives a brief historical introduction. Chapters 1 and 2 provide basic theory concerning the Laplace transform. Chapters 3--8 outline methods that have been developed to find \(f(t)\) for a given \(t\) and \(\widetilde f(s)\) where \[ \widetilde f(s)= \int^\infty_0e^{-st}f(t)\,dt. \] Chapter 9 presents the conclusions of various surveys which have been carried out on the efficacies of these methods. Chapter 10 deals with some case studies of applications while the last chapter 11 gives background material required to understand the methods discussed in earlier chapters. A comprehensive bibliography is also included in the book. This book may be a useful tool for all those who use Laplace transforms in their work whether they are mathematicians, engineers or financial planners.