Performance of numerical inversion of Laplace transforms

Abstract

The Laplace transformation is one of the most powerful tools in mathematics. However, the analytical inversion of a function in the Laplace field to the real field may sometimes be very difficult, or impossible. In 1970, Stehfest presented an algorithm to invert numerically these Laplace-field functions. The purpose of this work is to discuss the performance of this algorithm, and present a Turbo Pascal 5.0 program to perform numerical inversions of Laplace-field functions.