A spectral order method for inverting sectorial Laplace transforms

Abstract

Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.

17 pages 11 figures

References in corpus (2)

• Fast and oblivious convolution quadrature
• Fast Runge-Kutta approximation of inhomogeneous parabolic equations

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