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Fast and approximate computation of Laplace and Fourier transforms / Schnelle und approximative Berechnung von Laplace- und Fourier-TransformationenMelzer, Ines 04 April 2016 (has links)
In this thesis, we treat the computation of transforms with asymptotically smooth and oscillatory kernels. We introduce the discrete Laplace transform in a modern form including a generalization to more general kernel functions. These more general kernels lead to specific function transforms. Moreover, we treat the butterfly fast Fourier transform. Based on a local error analysis, we develop a rigorous error analysis for the whole butterfly scheme. In the final part of the thesis, the Laplace and Fourier transform are combined to a fast Fourier transform for nonequispaced complex evaluation nodes. All theoretical results on accuracy and computational complexity are illustrated by numerical experiments.
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