Laguerre transformation as a tool for the numerical solution of integral equations of convolution type

A novel transform is presented which maps continuum functions (such as probability densities) into discrete sequences and permits rapid numerical calculation of convolutions, multiple convolutions, and Neumann expansions for Volterra integral equations. The transform is based on the Laguerre polynomials, associated Laguerre functions and their simple convolution properties. A second transform employs Erlang functions as elements of the basis. The limitations and advantages of the two transforms are discussed. Numerical inversion of Laplace transforms relates simply to the Erlang transform. The deconvolution of two functions, i.e., the solution of a(t) = x(t)*b(t), may also be obtained quickly in this way.