Numerical accuracy of real inversion formulas for the Laplace transform

V. Masol, J.L. Teugels

Research output: Book/ReportReportAcademic

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Abstract

In this paper we investigate and compare a number of real inversion formulas for the Laplace transform. The focus is on the accuracy and applicability of the formulas for numerical inversion. In this contribution, we study the performance of the formulas for measures concentrated on a positive half-line to continue with measures on an arbitrary half-line.
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages17
Publication statusPublished - 2008

Publication series

NameReport Eurandom
Volume2008044
ISSN (Print)1389-2355

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