A Modification of the Weeks Method for Numerical Inversion of the Laplace Transform

Abstract

The Weeks method for calculating numerical values of f(t) from its Laplace transform F(s) involves the numerical evaluation of a set of contour integrals.In this paper, we describe a powerful modification, by means of which results of comparable accuracy can be obtained using approximately half the number of complex function values.This and other possible minor modifications are discussed.