On the numerical inversion of the Laplace transform of certain holomorphic mappings (Q1886270): Difference between revisions

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On the numerical inversion of the Laplace transform of certain holomorphic mappings
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    On the numerical inversion of the Laplace transform of certain holomorphic mappings (English)
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    18 November 2004
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    This paper contains the numerical inversion by means of a quadrature formula based on sin\(c\) function of the Laplace transform of an original mapping which is analytic in some sector containing the half axis \(x\geq0\). The main theorem in this paper asserts that the error behaves like \(O(e^{-cn/ln\;n})\), which is an improvement over the classical estimate \(O(e^{-c\sqrt n})\) with \(n\) nodes. The method used in this paper is illustrated in the context of an evolutionary equation with memory.
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    Laplace transform
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    numerical inversion
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    sinc method
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    parallelizable algorithm
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    quadrature formula
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    evolutionary equation with memory
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    numerical examples
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