Numerical Methods for Laplace Transform

Link assignment

Computational Statistical Mechanics
http://scholar.chem.nyu.edu/2600/classnotes/sm.html

Control Theory

Introduction to Java Algorithms in Control Systems
http://www.developer.com/java/other/article.php/1381491

Finding the Laplace and Inverse Laplace Transforms
http://cnx.rice.edu/content/m10110/latest/

http://www.efunda.com/math/laplace_transform/index.cfm

Inverse Laplace Transform Weeks method

original paper:
W. T. Weeks, 1966. "Numerical Inversion of Laplace Transforms Using Laguerre Functions", J. ACM 13, 419--426.
http://portal.acm.org/citation.cfm?id=321351&jmp=references&coll=GUIDE&dl=ACM#abstract

modified
On The Laguerre Method For Numerically Inverting Laplace Transforms (1996)
Joseph Abate, Gagan L. Choudhury, Ward Whitt INFORMS J. Computing
(PDF)

Bibliography for the Laplace Transform
http://math.fullerton.edu/mathews/c2003/LaplaceTransformBib/Links/LaplaceTransformBib_lnk_2.html

Inverting the Laplace Transform by the Weeks Method
http://dip.sun.ac.za/~weideman/research/weeks.html
http://dip.sun.ac.za/~weideman/research/mfiles/weeks.m

Algorithm 619: automatic numerical inversion of the Laplace transform
Robert Piessens Rudi Huysmans
http://portal.acm.org/citation.cfm?id=319416&jmp=references&dl=GUIDE&dl=ACM
ACM Transactions on Mathematical Software Vol.10 ( 1984): 348 - 353