On the numerical inversion of the Laplace transform of certain holomorphic mappings

Authors:
M. López-Fernández;C. Palencia
Affiliations:
Departamento de Matemática Aplicada y Computación, Universidad de Valladolid, Valladolid, Spain;Departamento de Matemática Aplicada y Computación, Universidad de Valladolid, Valladolid, Spain
Venue:
Applied Numerical Mathematics
Year:
2004

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Abstract

The paper considers the numerical inversion by means of a quadrature formula based on the sinc function, of the Laplace transform of an original mapping which is analytic in some sector containing the half axis x≥0. It is shown that the classical estimate O(e-c√n) improves to O(e-cn/lnn, where n stands for the number of nodes used in the quadrature. The method is illustrated in the context of an evolutionary equation with memory.