An FFT-based algorithm for 2D power series expansions

Abstract

An effective numerical algorithm based on inverting a specialized Laplace transform is derived for computing the two-dimensional power-series expansion coefficients of a two-variable function. Due to the special structure of the constructed 2D Laplace transform, the accuracy of the inverted function values can be assured effectively by the generalized Riemann zeta function evaluation and the multiple sets of 2D FFT computation. Therefore, the algorithm is particularly amenable to modern computers having multiprocessors and/or vector processors.