Weibull renewal equation solution

DOI10.1007/BF02307714MaRDI QIDQ1108770zbMATH OpenOpenAlexFDO

Authors Semih Bilgen, Z. Şeyda Deligönül

Publication date 1987

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02307714

zbMATH Keywords

cubic spline approximationGalerkin methodGaussian quadraturesWeibull densityWeibull renewal equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Markov renewal processes, semi-Markov processes (60K15) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20)

Review text

The existing solution methods for the Weibull renewal equation suffer from a lack of sufficient accuracy due to the singularity at the origin for some parameter values of the Weibull density. The proposed method of solution provides accuracy to any desired degree of precision for all parameter values particularly in the singular range. The method utilizes a cubic spline approximation of the unknown renewal function and applies the Galerkin technique of integral equation solution. Gaussian quadratures are used to evaluate integrals. The singular nature of the integrand is handled by the Gauss-Jacobi quadrature. Results are compared with those obtained by simulation.

Recommendations

• scientific article; zbMATH DE number 3965397
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Cites work

• A note on the Weibull Renewal Process
• A Numerical Algorithm for Recursively-Defined Convolution Integrals Involving Distribution Functions
• scientific article; zbMATH DE number 3251076 (Why is no real title available?)
• Numerical treatment of convolution integrals involving distributions with densities having singularities at the origin
• On series expansions for the renewal moments
• On the Renewal Function for the Weibull Distribution
• On the Tabulation of the Renewal Function
• Solution of the volterra equation of renewal theory with the galerkin technique using cubic splines

Cited in

(4)

• Solution of the volterra equation of renewal theory with the galerkin technique using cubic splines
• An approximate solution of the integral equation of renewal theory
• scientific article; zbMATH DE number 3965397 (Why is no real title available?)
• scientific article; zbMATH DE number 6151798 (Why is no real title available?)

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