Numerical Inversion of Two-Dimensional Laplace Transforms Based on Partial Inversions

Abstract

The paper deals with a technique for numerical inversion of two-dimensional Laplace transforms based on the FFT & IFFT in conjunction with a quotient-difference algorithm of Rutishauser. In contrast to the existing FFT-based technique the presented one is based on a repeated application of one-dimensional partial Laplace transform inversions. The method promises a generalization towards multidimensional numerical inverse Laplace transforms because it establishes more effective unified algorithmic approach to a computation. The method was programmed using Matlab language and analyzed as for its accuracy.