Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2009

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

Search the Archive

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


  • Prev by Date: Multidimensional optimization problem solved with mathematica
  • Next by Date: changing variables in differential equations
  • Previous by thread: Multidimensional optimization problem solved with mathematica
  • Next by thread: changing variables in differential equations