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Error Analysis at Numerical Inversion of Multidimensional Laplace Transforms Based on Complex Fourier Series Approximation
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2011/03/01
Online ISSN: 1745-1337
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
numerical inversion, multidimensional Laplace transform, complex Fourier series, error analysis,
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In the paper, a technique of the numerical inversion of multidimensional Laplace transforms (nD NILT), based on a complex Fourier series approximation is elaborated in light of a possible ralative error achievable. The detailed error analysis shows a relationship between the numerical integration of a multifold Bromwich integral and a complex Fourier series approximation, and leads to a novel formula relating the limiting relative error to the nD NILT technique parameters.