Inverse Laplace transform to R

Question

I am trying to do some calculations using Laplace transforms in R. I used the continuous fraction method to calculate the Laplace transform birth-death process described in Abate 1999 . But I can not find a simple numerical subroutine for calculating the inverse Laplace transform (estimated at 0 in my case). Does anyone have any ideas on how to do this in R?

Answer 1

Numerical calculation of the inverse Laplace transforms is complicated. I remember some relatively recent results at ACM . After taking a little walk, I found some Python code that implements one of these algorithms. Perhaps you can adapt it to your goals.