Konferenz: Symposium about Applied Mathematics


The numerical inversion of the Laplace transform with applications to evolution problems

{{_Ltalk:R}} Prof. Dr. María López Fernández
Datum: 18.12.09   Zeit: 10.00 - 11.00   Raum: Y27H35/36

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 of the Laplace transform and the elementary mapings involved in the inversion formula. The application of the inversion method to the time integration of evolution problems in considered. Several numerical illustrations are provided.