A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY. II

DOI10.3846/1392-6292.2009.14.139-158MaRDI QIDQ5322290zbMATH OpenOpenAlexFDO

Authors

Publication date 20 July 2009

Published in Mathematical Modelling and Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3846/1392-6292.2009.14.139-158

zbMATH Keywords

monotonicitynon-local boundary conditionspiecewise deterministic

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Software, source code, etc. for problems pertaining to computer science (68-04)

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Cited in

(3)

• Asymptotic stability of solutions to Volterra-renewal integral equations with space maps
• A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY
• Numerical treatment of a Volterra integral equation with space maps

Describes a project that uses

Uses Software

• Parsol
• PFQ

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