A Joint Fourier - Laplace Inversion
- To: mathgroup at smc.vnet.net
- Subject: [mg100592] A Joint Fourier - Laplace Inversion
- From: pcoords29 at gmail.com
- Date: Tue, 9 Jun 2009 03:52:36 -0400 (EDT)
Dear MathGroup,
I am trying to work out numerically the inverse Fourier - Laplace
transform of a function , F[q,s], (where q & s are the Fourier and
Laplace parameters respectively), for various given values of x & t.
f (x, t) is the joint inverse of F[q, s].
I already have the code for doing the numerical inversion of a Laplace
transform; it needs to be fed a function of s and a t value.
Hence I first carry out the Fourier inversion numerically with
NIntegrate, hoping to get the function of s to feed into the Laplace
inversion routine (InvLap)
This is my attempt
IFL[F_, x_?NumericQ, t_?NumericQ]:= Module[ {g},
g[s_?NumericQ]:= 1/(2Pi) NIntegrate[F*Exp[I q x],{q,-Infinity,
Infinity}]
InvLap[g,t] ]
I 'd like IFL[F[q,s], 3.5, 2.1] to give me f (3.5, 2.1), but it
doesn't ! I can't suss out how to get the g[s] function.
Could you please help. Thanks in advance.
Regards.
Sid