A technique for increasing the accuracy of the FFT-based method of numerical inversion of Laplace transforms

AbstractThe FFT-based methods of numerical inversion of Laplace transforms use the trapezoidal rule to the Bromwich integral. We present in this paper a technique for reducing the truncation error in evaluating the Bromwich integral. The technique employs the differentiation property of the Laplace transform and performs the inversion on F(n)(s), the nth order derivative of the Laplace transform of a time function f(t). The improvement in the solution accuracy by incorporating the presented technique into the FFT-based numerical Laplace inversion method is demonstrated via numerical examples