Quadrature formulas for the Laplace and Mellin transforms
A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the integral Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula for the two-sided Laplace transform if the function to be transformed falls off rapidly to zero and satisfies given conditions of integrability, achieving convergence also for singular functions. The inversion formula becomes a quadrature formula for the Bromwich integral. The use of asymptotic formulae yields an algorithm to compute the discrete Laplace transform by using only exponentials.
quadrature inversion formula hermite polynomials two-sided laplace transform discrete fourier transform