AN EFFICIENT FFT-BASED ALGORITHM FOR POWER-SERIES EXPANSIONS

This note is concerned with the computation of power-series-expansion coefficients of a given function. It is demonstrated that the mathemat ical formulation of Abate and Dubner (1968) and the improved FFT-based Laplace inversion algorithm of Hwang et al. (1991) can be combined to give an efficient algorithm for determining accurate coefficients of a power series expansion. The algorithm is particularly suitable for b eing programmed on a modern parallel computing environment. As an appl ication, the algorithm is employed to find approximate continuous inve rse functions of Laplace transforms. (C) 1997 Elsevier Science Ltd.