Fast and Approximate Computation of Laplace and Fourier Transforms

DEGREESTFast and Approximate Computation of Laplace and Fourier Transforms DEGREESAby Ines Melzer DEGREESDIn 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 nume