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

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.