Numerical Inversion of the Laplace Transform

By Gradimir V. Milovanovic, Aleksandar S. Cvetkovic. 2005

229 citations recorded by the source corpus.

We give a short account on the methods for numerical inversion of the Laplace transform and also propose a new method. Our method is inspired and moti- vated from a problem of the evaluation of the M¤

Subfields: Applied Mathematics, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/6392a71f2b8185616f268043b01218226e67c44b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Fernando López-Blázquez
2. A. Castaño-Martínez
3. Ward Whitt
4. Joseph Abate
5. H. Zhan
6. Quanrong Wang

In Modeling and Simulation

1. Fernando López-Blázquez
2. A. Castaño-Martínez
3. Ward Whitt
4. Joseph Abate

In Numerical Analysis

1. Ward Whitt
2. Fernando López-Blázquez
3. A. Castaño-Martínez
4. Joseph Abate
5. Gradimir V. Milovanovic
6. Aleksandar S. Cvetkovic

Citations in the corpus

• A Unified Framework for Numerically Inverting Laplace Transforms (2006, methodology): “The framework for one-dimensional inversion was originally introduced in several short papers by Zakian (1969, 1970, 1973), but it does not seem to have received much attention, if any.”
• Distribution of a sum of weighted noncentral chi-square variables (2005, methodology): “For instance, if we consider 0 = p = a+ 1 we obtain the expression given by Piessens and Branders (1971).”