A spectral order method for inverting sectorial Laplace transforms
Please always quote using this URN: urn:nbn:de:0297-zib-8607
- Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.
| Author: | Maria Lopez-Fernandez, Cesar Palencia, Achim Schädle |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | Laplace transform; numerical inversion; parabolic; parallelizable; spectral order |
| MSC-Classification: | 65-XX NUMERICAL ANALYSIS / 65Jxx Numerical analysis in abstract spaces / 65J10 Equations with linear operators (do not use 65Fxx) |
| 65-XX NUMERICAL ANALYSIS / 65Rxx Integral equations, integral transforms / 65R10 Integral transforms | |
| Date of first Publication: | 2005/04/20 |
| Series (Serial Number): | ZIB-Report (05-26) |
| ZIB-Reportnumber: | 05-26 |
| Published in: | Appeared in: SIAM J. Numer. Anal., Vol. 44(3) 1332-1350 (2006) |

