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Summary: Takustraße 7
D-14195 Berlin-Dahlem
Germany
Konrad-Zuse-Zentrum
f¨ur Informationstechnik Berlin
MAR´IA L ´OPEZ-FERN ´ANDEZ
CESAR PALENCIA
ACHIM
SCH ¨ADLE
A spectral order method for inverting
sectorial Laplace transforms
Departamento de Matem´atica Aplicada, Universidad de Valladolid, Valladolid, Spain.
ZIB-Report 05-26 (April 2005)
A SPECTRAL ORDER METHOD FOR INVERTING SECTORIAL
LAPLACE TRANSFORMS
MAR´IA L ´OPEZ-FERN´ANDEZ , CESAR PALENCIA , AND ACHIM SCH¨ADLE ¶
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
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