Error Analysis at Numerical Inversion of Multidimensional Laplace Transforms Based on Complex Fourier Series Approximation

Lubomír BRANÍK  

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E94-A   No.3   pp.999-1001
Publication Date: 2011/03/01
Online ISSN: 1745-1337
DOI: 10.1587/transfun.E94.A.999
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.