Numerical solution to stochastic partial differential equation with variable repair rate

DOI10.1080/03610926.2014.957863MaRDI QIDQ2832622zbMATH OpenOpenAlexFDO

Authors Mangey Ram, Arpan Gupta

Publication date 11 November 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.957863

zbMATH Keywords

fault tolerant systemsfinite difference methodreliability modelingstochastic partial differential equationsystem integrationtransition state probabilitiesvariable repair rate

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cites work

• A Sensitivity Analysis for System Reliability
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Numerical solution of stochastic partial differential difference equation arising in reliability engineering
• Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
• On the sensitivity analysis of the expected accumulated reward
• Some recent results for series system reliability

Cited in

(1)

• Numerical solution of stochastic partial differential difference equation arising in reliability engineering

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