An Improvement of Convergence of FFT-Based Numerical Laplace Transformation

概要

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This paper presents an improvement on the FFT-based numerical inversion of Laplace transforms. Since the inversion obtained by the FFT-based method contains large errors especially for the latter half of the region, only the former half is acceptable. We analyze the truncation error which is the most part of the errors, and propose the acceleration method using the property of the complex frequency variable s acting as the differential operator in the time domain. The errors are markedly reduced by this method, and almost the entire result become valid.
社団法人電子情報通信学会の論文
2002-02-25