Improved FFT-based numerical inversion of Laplace transforms via fast Hartley transform algorithm

DOI10.1016/0898-1221(91)90021-UMaRDI QIDQ1179372zbMATH OpenOpenAlexFDO

Authors Chyi Hwang, Ming-Jeng Lu, Leang-San Shieh

Publication date 26 June 1992

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(91)90021-u

zbMATH Keywords

Bromwich integralfast Fourier transformfast Hartley transformnumerical inversion of the Laplace transform

Mathematics Subject Classification ID

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

Review text

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.

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Cites work

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• A bibliography on numerical inversion of the Laplace transform and applications: A supplement
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• Application of best rational function approximation for Laplace transform inversion
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• scientific article; zbMATH DE number 3983811 (Why is no real title available?)
• scientific article; zbMATH DE number 3237318 (Why is no real title available?)
• scientific article; zbMATH DE number 3329470 (Why is no real title available?)
• Numerical Inversion of Laplace Transforms by Relating Them to the Finite Fourier Cosine Transform
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Cited in

(9)

• A fast algorithm for the discrete Laplace transformation
• A technique for increasing the accuracy of the FFT-based method of numerical inversion of Laplace transforms
• An FFT-based algorithm for \(2\)D power series expansions
• A ``multigrid extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms
• Accelerations of Zhao's methods for the numerical inversion of Laplace transform
• scientific article; zbMATH DE number 1061890 (Why is no real title available?)
• scientific article; zbMATH DE number 749848 (Why is no real title available?)
• Numerical inversion of 2-D Laplace transforms by fast Hartley transform computations
• Impact of microscopic interactions and non-local dynamics on rotating nanobeam structures under external moving loads

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