Quadrature formulas for the Laplace and Mellin transforms

DOI10.1007/S10543-009-0234-ZzbMATH Open1176.65150arXiv0704.2842OpenAlexW2021186744MaRDI QIDQ1035795FDOQ1035795

Authors: Rafael G. Campos, Francisco Mejía Díaz 

Publication date: 4 November 2009

Published in: BIT (Search for Journal in Brave)

Abstract: A discrete Laplace transform and its inversion formula are obtained by using a quadrature of the continuous Fourier transform which is given in terms of Hermite polynomials and its zeros. This approach yields a convergent discrete formula for the two-sided Laplace transform if the function to be transformed falls off rapidly to zero and satisfy certain conditions of integrability, achieving convergence also for singular functions. The inversion formula becomes a quadrature formula for the Bromwich integral. This procedure also yields a quadrature formula for the Mellin transform and its corresponding inversion formula that can be generalized straightforwardly for functions of several variables.

Full work available at URL: https://arxiv.org/abs/0704.2842

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zbMATH Keywords

numerical examplesHermite polynomialsdiscrete Fourier transformquadratureinversion formulaBromwich integraltwo-sided Laplace transform

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for discrete and fast Fourier transforms (65T50)

Cites Work

• Multi-precision Laplace transform inversion
• Title not available (Why is that?)
• Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
• A quadrature formula for the Hankel transform
• Convergence of Piessens’ Method for Numerical Inversion of the Laplace Transform on the Real Line
• Equiconvergence and Almost Everywhere Convergence of Hermite and Laguerre Series

Cited In (3)

• A discretization of the Laplace and Gauss-Weierstrass operators
• New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
• Quadrature formulas obtained by variable transformation and the DE-rule

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