The Mathematical Institute, University of Oxford, Eprints Archive

Parabolic and Hyperbolic Contours for Computing the Bromwich Integral

Weideman, J. A. C. and Trefethen, Lloyd N. (2005) Parabolic and Hyperbolic Contours for Computing the Bromwich Integral. Technical Report. Unspecified. (Submitted)



Some of the most effective methods for the numerical inversion of the Laplace transform are based on the approximation of the Bromwich contour integral. The accuracy of these methods often hinges on a good choice of contour, and several such contours have been proposed in the literature. Here we analyze two recently proposed contours, namely a parabola and a hyperbola. Using a representative model problem, we determine estimates for the optimal parameters that define these contours. An application to a fractional diffusion equation is presented.

JACW was supported by the National Research Foundation in South Africa under grant FA2005032300018

Item Type:Technical Report (Technical Report)
Subjects:H - N > Integral transforms, operational calculus
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1124
Deposited By: Lotti Ekert
Deposited On:12 May 2011 07:37
Last Modified:29 May 2015 18:49

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