11月8日(木) 15:00 -- 16:00 Jiwoon Kim
(Dep.of Mathematics, Seoul National Univ.(韓国))
``Roundoff error control for numerical Laplace inversion''
＜研究発表要旨＞
Numerical inversion of Laplace transform has attracted intensive attention
from scientists and engineers as well as mathematicians. In this talk we
focus on the effect of roundoff error for numerical Laplace inversion.
First, we review several methods of roundoff error control for the
numerical inversion with two contours - circle [1], parabola [2]. Next
we extend the roundoff error analysis to hyperbolic contour. We determine
estimates for the optimal parameters of hyperbola, which give more accurate
results.
References
[1] J. Lee and D. Sheen., An Accurate Numerical Inversion of Laplace
Transforms Based on the Location of Their Poles. Comput. Math. Appl.,
48:1415--1423,(2004)
[2] J. A. C. Weideman., Improved contour integral methods for parabolic
PDEs. IMA J. Numer. Anal., 30:334 -- 350, (2010)