Numerical inversion of the Laplace transform from the real axis (Q1583961)
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| Language | Label | Description | Also known as |
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| English | Numerical inversion of the Laplace transform from the real axis |
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Numerical inversion of the Laplace transform from the real axis (English)
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16 August 2001
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A numerical method for inversion of the Laplace transform \(F(p)\), \(p>0\) is given. In comparison with the methods based on the decomposition into a series of orthogonal polynomials, the proposed method in some numerical tests gives lower accuracy for large values of \(t\); however in all tests it is much more stable with respect to a random noise as shown in figures of the numerical tests.
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numerical inversion
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numerical examples
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Laplace transform
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