Title :
Accuracy improvement of the FFT-based numerical inversion of Laplace transforms
Author :
Yonemoto, A. ; Hisakado, T. ; Okumura, K.
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;
Journal_Title :
Circuits, Devices and Systems, IEE Proceedings -
DOI :
10.1049/ip-cds:20030482
