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Re: Numerical inversion of the Laplace Transform: Potential ilaplace may


From: Robert Durkacz
Subject: Re: Numerical inversion of the Laplace Transform: Potential ilaplace maybe?
Date: Mon, 4 Feb 2013 22:13:54 +1100

On Sun, Feb 3, 2013 at 7:26 AM, Fernando <address@hidden> wrote:

> See attached a algorithm for computing the inversion of the Laplace
> Transform, algorithm developed by my thesis supervisor JAC Weideman back in
> the day and co authored by N. Trefethen. The user must still choose the
> number of functions evaluations. Maybe someone can do some error truncation
> to avoid manual selection of function evaluations.

I looked at the code and understood enough to know that the question I
have is a little off-topic but I will ask it anyway. Suppose I have
numerically evaluated the Laplace transform of some function of t and
therefore have a big table of the transform for real values s. How can
I invert this numerically? (Not by using any form of contour
integration as Fernando's algorithm does, I think because this will
ask for complex values of s.)


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