Mv. Moorthy, INVERSION OF THE MULTIDIMENSIONAL LAPLACE TRANSFORM-EXPANSION BY LAGUERRE SERIES, Zeitschrift fur angewandte Mathematik und Physik, 46(5), 1995, pp. 793-806
In this paper an algorithm to numerically invert two-dimensional Lapla
ce transform known in closed form as an analytic function is presented
. The method is based on expanding the inverse function in a series of
products of(generalized) Laguerre polynomials. It is based on the met
hod by Weeks (1966) and the generalized version presented by Piessens
and Branders (1971) for the one-dimensional case.