An implementation of a Fourier series method for the numerical inversion of the Laplace Transform

被引：47

作者：

D'Amore, L

Laccetti, G

Murli, A

机构：

[1] Natl Res Council, CNR, CPS, Ctr Res Parallel Comp & Supercomp, I-80126 Naples, Italy

[2] Univ Naples Federico II, I-80126 Naples, Italy

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1999年 / 25卷 / 03期

关键词：

automatic stopping criterion; Fourier series methods; Laplace transform inversion;

D O I：

10.1145/326147.326148

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Our method is based on the numerical evaluation of the integral which occurs in the Riemann Inversion formula. The trapezoidal rule approximation to this integral reduces to a Fourier series. We analyze the corresponding discretization error and demostrate how this expression can be used in the development of an automatic routine, one in which the user needs to specify only the required accuracy.

引用

页码：279 / 305

页数：27

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