Numerical Inversion of the Laplace Transform: The Zakian Method
This Demonstration shows how to numerically invert the Laplace transform of a simple function : , where you can set for . The magenta curve is the analytical inverse function obtained with the help of the built-in Mathematica function InverseLaplaceTransform and the blue dots are the selected values of the numerical inverse of . It is clear that the Zakian method performs well for this kind of test function.