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

DOI10.1016/J.AMC.2013.01.052MaRDI QIDQ2451358zbMATH OpenOpenAlexWikidataFDO

Authors Manwinder Kaur, A. K. Lal, Satvinder Singh Bhatia, Akepati Sivarami Reddy

Publication date 3 June 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2013.01.052

zbMATH Keywords

finite difference methodsLagrange's and Simpson's one-third methodMarkov modelsstochastic differential difference equationstochastic processsupplementary variable methodtransient solution

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12)

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Cites work

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• A deteriorating system with its repairman having multiple vacations
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• A repairable system with N failure modes and K standby units using separation of variable method
• Comparative analysis of availability between three systems with general repair times, reboot delay and switching failures
• Cost benefit analysis of series systems with warm standby components and general repair time
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• Reliability analysis of two-unit cold standby repairable systems under Poisson shocks
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• Transient analysis of cumulative measures of markov model behavior

Cited in

(2)

• Numerical solution to stochastic partial differential equation with variable repair rate
• Well-posedness and error analysis of wave equations with Markovian switching

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