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A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the integral Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula for the two-sided Laplace transform if the function to be transformed falls off rapidly to zero and satisfies given conditions of integrability, achieving convergence also for singular functions. The inversion formula becomes a quadrature formula for the Bromwich integral. The use of asymptotic formulae yields an algorithm to compute the discrete Laplace transform by using only exponentials.

Quadrature formulas for the Laplace and Mellin transforms