A ``multigrid extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms

DOI10.1007/BF01990346zbMath0776.65069MaRDI QIDQ2366654

Germund Dahlquist

Publication date: 28 November 1993

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

fast Fourier transforminverse Laplace transformscubic spline interpolationinverse Fourier transformsequidistant logarithmic grid

Mathematics Subject Classification ID

Numerical methods for discrete and fast Fourier transforms (65T50) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for trigonometric approximation and interpolation (65T40)

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Uses Software

• Algorithm 368

Cites Work

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• Fast Fourier Methods in Computational Complex Analysis
• Numerical Calculation of Certain Definite Integrals by Poisson's Summation Formula
• Numerical Methods in Scientific Computing, Volume I
• An Improved Method for Numerical Inversion of Laplace Transforms
• The Accurate Numerical Inversion of Laplace Transforms
• Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
• New quadrature formulas for the numerical inversion of the Laplace transform