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Improved FFT-based numerical inversion of Laplace transforms via fast Hartley transform algorithm - MaRDI portal

Improved FFT-based numerical inversion of Laplace transforms via fast Hartley transform algorithm (Q1179372)

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scientific article; zbMATH DE number 24490
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Improved FFT-based numerical inversion of Laplace transforms via fast Hartley transform algorithm
scientific article; zbMATH DE number 24490

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    Improved FFT-based numerical inversion of Laplace transforms via fast Hartley transform algorithm (English)
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    26 June 1992
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    The authors give a new inversion formula of the Laplace transform via the fast Fourier transform. The method is based on the integration step length \(\Delta \omega=\pi/mT\) for trapezoidal-rule approximation of the Bromwich integral. For the numerical compuation by this formula the authors use the fast Hartley transform. In the introduction a good survey of the known methods for numerical inversion of the Laplace transform is given.
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    fast Fourier transform
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    Bromwich integral
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    fast Hartley transform
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    numerical inversion of the Laplace transform
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