Review of numerical inversion of Laplace transforms using Fourier analysis, fast Fourier transform and orthogonal polynomials (Q2920923)

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scientific article; zbMATH DE number 6349109
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Review of numerical inversion of Laplace transforms using Fourier analysis, fast Fourier transform and orthogonal polynomials
scientific article; zbMATH DE number 6349109

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    29 September 2014
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    Laplace transform
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    Fourier transform
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    orthogonal polynomials
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    Poisson summation formula
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    fast Fourier transform
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    Review of numerical inversion of Laplace transforms using Fourier analysis, fast Fourier transform and orthogonal polynomials (English)
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    We may call this paper a very well composed and viable survey article. In fact it is. The title of the paper is so engrossing and is saturated in mathematical analysis. This survey has discussed series methods for numerically inverting Laplace transform. Methods discussed are due to Euler, due to Post-Widder and then the connection between the Euler and Post-Widder methods is given. Some other methods are also discussed in Section 5.2. It is mentioned that for functions with step first derivatives, these methods do not yield accurate results. The methods also include fast Fourier transform, Laguerre, Legendre and Chebyshev polynomials methods. References are exciting.
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