A spectral order method for inverting sectorial Laplace transforms

Details A spectral order method for inverting sectorial Laplace transforms A spectral order method for inverting sectorial Laplace transforms

2005-04-21

arxiv.org/abs/math/0504428v1

SINUM Vol. 44 (3), 1332-1350, 2006

Mathematics

Numerical Analysis

17 pages 11 figures

Scientific paper

10.1137/050629653

Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.

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