Quadrature formulas for the Laplace and Mellin transforms

DOI10.1007/S10543-009-0234-ZMaRDI QIDQ1035795zbMATH OpenOpenAlexFDO

Authors Rafael G. Campos, Francisco Mejía Díaz

Publication date 4 November 2009

Published in BIT (Search for Journal in Brave)

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

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)

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.

Recommendations

• scientific article; zbMATH DE number 79277
• Gauss-Hermite quadrature for the Bromwich integral
• Generalized quadrature formulas for the Laplace transform numerical inversion
• scientific article; zbMATH DE number 177350
• NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE

Cites work

• scientific article; zbMATH DE number 3477793 (Why is no real title available?)
• 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
• Multi-precision Laplace transform inversion
• Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform

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

This page was built for publication: Quadrature formulas for the Laplace and Mellin transforms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1035795)