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

DOI10.1016/J.CAM.2007.10.053MaRDI QIDQ955050zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 425394 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Finite Volume Scheme for a Noncoercive Elliptic Equation with Measure Data
• A Markovian growth-collapse model
• A finite-volume scheme for dynamic reliability models
• Characterization of the marginal distributions of Markov processes used in dynamic reliability
• Convergence of an upstream finite volume scheme for a nonlinear hyperbolic equation on a triangular mesh
• Discrete Sobolev inequalities and \(L^p\) error estimates for finite volume solutions of convection diffusion equations
• Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
• Nonlinear elliptic equations in \(\mathbb{R}^ N\) without growth restrictions on the data
• Point process theory and applications. Marked point and picewise deterministic processes.
• Stochastic algorithms

Cited in

(7)

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

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