A TECHNIQUE FOR INCREASING THE ACCURACY OF THE FFT-BASED METHOD OF NUMERICAL INVERSION OF LAPLACE TRANSFORMS

The FFT-based methods of numerical inversion of Laplace transforms use the trapezoidal rule to the Bromwich integral. We present in this pap er a technique for reducing the truncation error in evaluating the Bro mwich integral. The technique employs the differentiation property of the Laplace transform and performs the inversion on F(n)(s), the n(th) order derivative of the Laplace transform of a time function f(t). Th e improvement in the solution accuracy by incorporating the presented technique into the FFT-based numerical Laplace inversion method is dem onstrated via numerical examples.