Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme

DOI10.1051/M2AN:2004043MaRDI QIDQ5315488zbMATH OpenOpenAlexFDO

Authors Christiane Cocozza-Thivent, Robert Eymard

Publication date 8 September 2005

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

Full work available at URL http://www.numdam.org/item?id=M2AN_2004__38_5_853_0, https://eudml.org/doc/194243

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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• A finite-volume scheme for dynamic reliability models
• A general framework for some asymptotic reliability formulas
• Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Finite volume methods
• STABILITY IN A NONLINEAR POPULATION MATURATION MODEL
• Semi-Markov processes for reliability studies
• Stochastic processes and reliability of systems

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(7)

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• Bounds and approximations for continuous-time Markovian transition probabilities and large systems
• An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes
• Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
• Numerical bounds for semi-Markovian quantities and application to reliability
• An optimal control problem for the continuity equation arising in smart charging
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