Numerical inversion of the Laplace transform

Abstract

We give a short account on the methods for numerical inversion of the Laplace transform and also propose a new method. Our method is inspired and motivated from a problem of the evaluation of the M?ntz polynomials (see [1]), as well as the construction of the generalized Gaussian quadrature rules for the M?ntz systems (see [2]). As an illustration of our method we consider an example with 100 real poles distributed uniformly on of the proposed method. 1 2 100. A numerical investigation shows the efficiency.