Classroom note Fourier method for Laplace transform inversion.pdfVIP

JOURNAL OF APPLIED MATHEMATICS AND DECISION SCIENCES, 5(3), 193–200 c Copyright 2001, Lawrence Erlbaum Associates, Inc. Classroom Note Fourier Method for Laplace Transform Inversion miqbal@.sa Department of Mathematical Sciences King Fahd University of Petroleum and Minerals Dhahran 31261, Saudi Arabia Abstract. A method is described for inverting the Laplace transform. The perfor- mance of the Fourier method is illustrated by the inversion of the test functions available in the literature. Results are shown in the tables. Keywords: Inversion of Laplace tranform, ill-posedness, eigen-expension, gamma func- tion, quadrature, Mellin transform, Fourier transform. 1. Introduction During the past few decades, methods based on integral transforms, in particular, the Laplace transforms, are being increasingly employed in mathematics, physics, mechanics and other engineering sciences. Laplace transforms have a wide variety of applications in the solution of differen- tial, integral and difference equations. To solve such equations by Laplace transform, one applies the Laplace transform to the equation, obtaining an equation for the transform of the required function. The latter equation is usually considerably simpler than the initial equation and its solution is often a function of quite simple structure. One must then derive the solution of the original equation from its Laplace transform, that is invert the Laplace transform. In the terminology of ill-posed problems, the Laplace transform is a severely ill-posed problem. Unfortunately many problems of physical inter- est lead to Laplace transforms whose inverses are not readily expressed in Requests for repri