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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.

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Metadaten
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)
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