An Error Analysis and Convergence of a Quadrature Formula to Invert Laplace Transforms |
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Authors: | RODRIGUES A J |
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Institution: |
Department of Mathematics, University of Nairobi P.O. Box 30197, Nairobi, Kenya
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Abstract: | The use of an expression for the exponential function exp(st)in Bromwich's integral, which incorporates a Padé approximation,yields a well known quadrature formula and its error terms.The error is then analysed for rational, transcendental andnon-rational Laplace transforms respectively and a convergencescheme is presented for rational transforms. |
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