de Hoog, Frank R., J. H. Knight, and A. N. Stokes, "An Improved Method for Numerical Inversion of Laplace Transforms", SIAM Journal of Scientific Computing, Vol. 3, No. 3, (September 1982), pp. 357-366.

Abstract: An improved procedure for numerical inversion of Laplace transforms is proposed based on accelerating the convergence of the Fourier series obtained from the inversion integral using the trapezoidal rule. When the full complex series is used, at each time-value the epsilon-algorithm computes a .(trigonometric) Padé approximation which gives better results than existing acceleration methods. The quotient-difference algorithm is used to compute the coefficients of the corresponding continued fraction, which is evaluated at each time-value, greatly improving efficiency. The convergence of the continued fraction can in turn be accelerated, leading to a further improvement in accuracy.

Keywords: Laplace transforms, Fourier series, acceleration, -algorithm, continued fractions, quotient-difference algorithm.

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