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New quadrature formulas for the numerical inversion of the Laplace transform

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Abstract

New quadrature formulas for the evaluation of the Bromwich integral, arising in the inversion of the Laplace transform are discussed. They are obtained by optimal addition of abscissas to Gaussian quadrature formulas. A table of abscissas and weights is given.

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  1. Department of Applied Mathematics, University of Louvain, Kapeldreef 208 (490.11), Heverlee, Belgium

    Robert Piessens

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  1. Robert Piessens
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Piessens, R. New quadrature formulas for the numerical inversion of the Laplace transform. BIT 9, 351–361 (1969). https://doi.org/10.1007/BF01935866

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  • DOI: https://doi.org/10.1007/BF01935866

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