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Algorithms  2012 

Laplace–Fourier Transform of the Stretched Exponential Function: Analytic Error Bounds, Double Exponential Transform, and Open-Source Implementation “libkww”

DOI: 10.3390/a5040604

Keywords: stretched exponential, Laplace–Fourier transform, numeric integration

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Abstract:

The C library libkww provides functions to compute the Kohlrausch–Williams– Watts function, i.e., the Laplace–Fourier transform of the stretched (or compressed) exponential function exp(- t β ) for exponents β between 0.1 and 1.9 with double precision. Analytic error bounds are derived for the low and high frequency series expansions. For intermediate frequencies, the numeric integration is enormously accelerated by using the Ooura–Mori double exponential transformation. The primitive of the cosine transform needed for the convolution integrals is also implemented. The software is hosted at http://apps.jcns.fz-juelich.de/kww; version 3.0 is deposited as supplementary material to this article.

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