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

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

Recommendations

• Analysis Of Upwind Method For Piecewise Deterministic Markov Processes
• A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY
• A Spectral Method for the Numerical Simulation of Quantum Tunneling Phenomena
• Solution methods for discrete-state Markovian initial value problems
• scientific article; zbMATH DE number 4162339
• The stochastic Liouville equation and Padé approximants
• Design and implementation of Runge-Kutta methods for MAS NMR lineshape calculations.
• Almost sure convergence of numerical approximations for piecewise deterministic Markov processes
• Numerical methods for piecewise deterministic Markov processes with boundary
• A recursive integration method for approximate solution of stochastic differential equations

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

• PFQ
• Parsol

This page was built for publication: A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY. II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5322290)