DocumentCode
839776
Title
Accuracy improvement of the FFT-based numerical inversion of Laplace transforms
Author
Yonemoto, A. ; Hisakado, T. ; Okumura, K.
Volume
150
Issue
5
fYear
2003
Abstract
The authors present an improvement on the FFT-based numerical inversion of Laplace transforms. Since inversions obtained by the FFT-based method contain large errors, especially for the latter half of the computed region, only the former half is acceptable. The truncation error, which is the greater part of the errors, is analysed and an acceleration method is proposed that uses a property of the complex frequency variable s. This acts as the differential operator in the time domain. The errors are significantly reduced by the proposed method, and thus the inversions become acceptable for almost the entire region
Keywords
Laplace transforms <FFT-based num. inversion of Laplace transforms, accuracy improv.>; convergence of numerical methods <FFT-based num. inversion of Laplace transforms, accuracy improv.>; error analysis <FFT-based num. inversion of Laplace transforms, accuracy improv.>; fast Fourier transforms <FFT-based num. inversion of Laplace transforms, accuracy improv.>; roundoff errors <FFT-based num. inversion of Laplace transforms, accuracy improv.>; Bromwich integral; FFT-based numerical inversion; Laplace transforms; accuracy improvement; complex frequency variable; computational round off errors; convergence; differential operator; discretisation error; step function; time domain; truncation error;
fLanguage
English
Journal_Title
Circuits, Devices and Systems, IEE Proceedings -
Publisher
iet
ISSN
1350-2409
Type
jour
DOI
10.1049/ip-cds:20030482
Filename
1251659
Link To Document