Analysis Of Upwind Method For Piecewise Deterministic Markov Processes

DOI10.2478/CMAM-2008-0001MaRDI QIDQ3503436zbMATH OpenOpenAlexFDO

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Publication date 5 June 2008

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/cmam-2008-0001

zbMATH Keywords

balance lawbinary noisedichotomic noiseerror boundsnon-conservative systemnumerical examplespiecewice-deterministic processrandom telegraph processupwind

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Other physical applications of random processes (60K40) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cited in

(5)

• A Fokker-Planck control framework for stochastic systems
• Stochastic modelling and control of antibiotic subtilin production
• Numerical methods for piecewise deterministic Markov processes with boundary
• A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY. II
• Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes

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