Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
1994
*January
*February
*March
*April
*May
*June
*July
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1994

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Laplace transform

  • To: MathGroup at yoda.physics.unc.edu
  • Subject: Re: Laplace transform
  • From: Cetin Cetinkaya <cetin at acm0.me.uiuc.edu>
  • Date: Wed, 25 May 1994 22:29:16 -0500

Michael Buschmann <mike at mem.unibe.ch> wrote:

>I would like to numerically invert a Laplace transform.
>Simple-minded use of NIntegrate of the inversion integral
>gives incorrect and nonconvergent values. Any ideas ?

The standart way of doing this is to use a FFT scheme. The
only motification you need to do is to replace s (Laplace 
variable) with j w  where j=Sqrt[-1] and w is angular 
frequency. 
Two important points to pay attention:
1- Sampling rate: This should depends of the nature of your 
   function. 
2- Damping: In order to utilize FFT, your signal should die
   out at "infinity". Adding moderate amount of damping would
   help to "mimic" this condition. It should not effect the 
   final results much.
A good book on this issue is The Fast Fourier Transform and
its Applications by E.O. Brigham. This book is a nice introduction
with many applications.
For the application of FFT using MATHEMATICA, you would want to
check with Mathematica for the Sciences by R. E. Crandall. 
Section 8.2 (pp. 217-232) offers a number of nice applications and
some usefull hints.

I hope that this would help. 

Cetin Cetinkaya






  • Prev by Date: Re: new special forms
  • Next by Date: Pseudo-Singular Integrals
  • Previous by thread: Re: Laplace transform
  • Next by thread: Re: Laplace transform