More on the Weeks method for the numerical inversion of the Laplace transform (Q1112579)

The Weeks-Tricomi approach to the numerical inversion of the Laplace transform F(s) involves the numerical evaluation of the series \(f(t)=\sum_{s}C_ s(\sigma,b,f)L_ s(bt)\) where L is a Laguerre polynomial and b and \(\sigma\) are incidental parameters satisfying \(b>0\) and \(\sigma >\sigma_ 0\), the Laplace convergence index. The authors present an elegant proof of the following result, which characterizes the optimum value of b to use in terms of \(\sigma\) and the singularities of F(s). This is: ``Of the set of circles which enclose all singularities of F(s) but exclude \(\sigma\), let the one which subtends the smallest angle at \(\sigma\) have tangent segment of length \(\ell\). Then \(2\ell\) is the value of b for which the series converges most rapidly.'' Unfortunately, this is helpful only in the comparatively straightfoward situations in which the locations of the singularities of F(s) is available and all these happen to lie within a finite region of the complex plane.