Accuracy Comparison of Some 2D Numerical Inverse Laplace Transform Methods

Abstract

Numerical Laplace inversions are essential to use when the analytical manipulations of the Laplace transform tables are not possible to apply, and this becomes more and more difficult for applications with higher number of variables. In this paper we describe three methods for 2D numerical inverse Laplace transforms and analyse the methods as for their accuracy and calculation efficiency by implementing them in the Matlab environment. The relative and absolute errors for three different testing functions with previously known originals are presented in a comparative table for the selected points, and the 3D resulting plots for the inversion of a test function are displayed.