Numerical Inversion of Laplace Transforms
There are many problems whose solution may be found in terms of a Laplace or Fourier transform, which is then too complicated for inversion using the techniques of complex analysis. In this section we discuss some of the methods which have been developed — and in some cases are still being developed — for the numerical evaluation of the Laplace inversion integral. We make no explicit reference to inverse Fourier transforms, although they may obviously be treated by similar methods, because of the close relationship between the two transforms.
KeywordsSpecial Technique Recursion Relation Chebyshev Polynomial Inverse Fourier Transform Laguerre Polynomial
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