An analysis of bilinear transform polynomial methods of inversion of Laplace transforms (Q1347045)

Several methods for the numerical inversion of a Laplace transform \(F(s)\) exploit a special bilinear transformation of \(s\). This paper analyzes the convergence and conditioning properties of a special class of such methods, characterized by the use of Lagrange interpolation. The results derived apply both to complex and real inversion, and show that some known inversion methods are in fact in this class. In particular, a useful discussion of relationships between methods due to \textit{W. T. Weeks} [J. Assoc. Comput. Machin. 13, 419-429 (1966; Zbl 0141.33401)], to \textit{J. N. Lyness} and \textit{G. Giunta} [Math. Comput. 47, 313-322 (1986; Zbl 0611.65088)], and to \textit{R. Piessens} [J. Inst. Math. Appl. 10, 185-192 (1972; Zbl 0246.65035)] in the context of \(C\)-methods is included.