Numerical inversion of certain laplace transforms by the direct application of fast fourier transform (FFT) algorithm

Abstract The numerical inversion of Laplace transforms by means of the finite Fourier cosine transform, as presented by Dubner and Abate, was analysed, and it was found that the proper inversion formula should contain the Fourier sine series as well. Based on this complete Fourier series approach, the Fast Fourier Transform (FFT) algorithm has been directly adapted to invert Laplace transforms numerically, and the method has been applied to several chemical engineering problems. Compared with the results obtained by other conventional techniques, the direct FFT technique was found to be very simple, accurate, efficient and generally superior.

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