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A spectral order method for inverting sectorial Laplace transforms

María López-Fernández, Cesar Palencia, Achim Schädle

math.NAarXiv:math/0504428

Abstract

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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