Inversion of the multi dimensional Laplace transform expansion by Laguerre series英文文献.pdfVIP

Z angew Math Phys 46 (1995) 0044-2275/95/050793-14 $ 1.50+ 0.20 (ZAMP) 9 1995 Birkh~iuser Verlag, Basel Inversion of the multi-dimensional Laplace transform-expansion by Laguerre series By M. V. Moorthy,* Dept of Mathematics, Statistics and Computer Science, Marquette University, Milwaukee, WI 53233, U.S.A. 1. Introduction There are many methods to invert the Laplace transform in the existing literature, only a handful of them deal with the multi-dimensional case. Among the well known one-dimensional inversion techniques, the methods which use Laguerre polynomials by Weeks [10] and by Piessens and Branders [6] are noted for their accuracy with several different types of functions. This paper is essentially an extension of the above methods to multi-dimension with the necessary mathematical theory. The method de- scribed here can be used to invert Laplace transform known in closed form as an analytic function. Let us start with some useful definitions. The Laplace transform of a function f ( t ) is generally defined by the integral F(s) = e -t f ( t ) dt (/,) and its inverse is given by -- e F ( s ) ds, (i,) where c d for some real number d and F is analytic for 9~s d. The second integral above is a contour integral along the vertical line 9ts = c. The extensions of (lz) and (il) to two-dimensions