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An efficient method of numerical inversion of Laplace Transforms

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Summary

TheCooley-Tukey algorithm for the calculation of complexFourier Series is applied to the numerical inversion of Laplace Transforms in which the original function is expanded into Laguerre polynomials.

Zusammenfassung

DerCooley-Tukey-Algorithmus zur Berechnung komplexerFourierscher Reihen wird hier zur numerischen Umkehr der Laplace-Transformation verwendet, wobei die ursprüngliche Funktion nach Laguerre-Polynomen entwickelt wird.

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References

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Authors and Affiliations

  1. Department of Electrical Engineering, Columbia University, 10027, New York, N.Y., U.S.A.

    O. Wing

Authors
  1. O. Wing
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Additional information

This work was done while the author was a Ford Foundation Engineering Resident at IBM Research Center, Yorktown Heights, New York, 1965–1966.

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Wing, O. An efficient method of numerical inversion of Laplace Transforms. Computing 2, 153–166 (1967). https://doi.org/10.1007/BF02239184

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  • DOI: https://doi.org/10.1007/BF02239184

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