Algorithm 796: A Fortran software package for the numerical inversion of the Laplace Transform based on a Fourier series method
A software package for the numerical inversion of a Laplace Transform function is described. Besides function values of F(z) for complex and real z, the user has only to provide the numerical Value of the Laplace convergence abscissa ao of, failing this, an upper bound to this quantity, and the accuracy he or she requires in the computed value of the inverse Transform. The method implemented is based on a Fourier series expansion of the inverse transform, and it is especially suitable when such inverse Laplace Transform is sectionally continuous.
fourier series methods automatic stopping criterion laplace transform inversion