An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes

DOI10.1016/J.CAM.2007.10.053zbMATH Open1158.65008OpenAlexW2013392595MaRDI QIDQ955050FDOQ955050

Authors: Robert Eymard, Alain Prignet, Sophie Mercier 

Publication date: 18 November 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.10.053

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zbMATH Keywords

convergencenumerical examplesfinite volume schemepiecewise-deterministic Markov processesChapman-Kolmogorov equationsgrowth-collapse Markov processeslinear hyperbolic problems with measure solutionsweak bounded variation inequalities

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cites Work

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• Nonlinear elliptic equations in \(\mathbb{R}^ N\) without growth restrictions on the data
• Stochastic algorithms
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Discrete Sobolev inequalities and \(L^p\) error estimates for finite volume solutions of convection diffusion equations
• Point process theory and applications. Marked point and picewise deterministic processes.
• Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
• Convergence of an upstream finite volume scheme for a nonlinear hyperbolic equation on a triangular mesh
• A Finite Volume Scheme for a Noncoercive Elliptic Equation with Measure Data
• A finite-volume scheme for dynamic reliability models
• A Markovian growth-collapse model

Cited In (7)

• Optimal control of a class of piecewise deterministic processes
• Applications of approximate gradient schemes for nonlinear parabolic equations.
• Convergence of a misanthrope process to the entropy solution of 1D problems
• Importance and sensitivity analysis in dynamic reliability
• A Fokker-Planck control framework for stochastic systems
• Convergence of implicit Finite Volume methods for scalar conservation laws with discontinuous flux function
• Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data

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