An improvement of convergence of FFT-based numerical inversion of Laplace transforms
An improvement of convergence of FFT-based numerical inversion of Laplace transforms
复制标题
基于FFT的拉普拉斯变换数值反演收敛性的改进
DOI：
10.1109/iscas.2002.1010817
复制
发表时间：
2002
期刊：
影响因子：
--
通讯作者：
K. Okumura
中科院分区：
文献类型：
--
作者：
A. Yonemoto;T. Hisakado;K. Okumura
本文提出了基于 FFT 的拉普拉斯变换数值反演的改进。由于基于FFT的方法得到的反演结果的后半部分存在较大误差，因此仅前半部分是可以接受的。我们分析了误差中最大的截断误差，并考虑到复频率s作为时域微分算子的性质，提出了加速方法。通过这种方法，错误明显减少，整个结果变得可以接受。
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 for the latter half of the result, only the former half is acceptable. We analyze the truncation error which is the largest part of the error, and propose the acceleration method, taking notice of the property of the complex frequency s as the differential operator in the time domain. The errors are markedly reduced by this method, and the entire result becomes acceptable.