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 |
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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) |