Numerical solution to stochastic partial differential equation with variable repair rate

DOI10.1080/03610926.2014.957863zbMath1365.65018OpenAlexW2517280103MaRDI QIDQ2832622

Arpan Gupta, Mangey Ram

Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.957863

zbMATH Keywords

finite difference methodstochastic partial differential equationfault tolerant systemsreliability modelingsystem integrationtransition state probabilitiesvariable repair rate

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Numerical solution of stochastic partial differential difference equation arising in reliability engineering
• Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
• A Sensitivity Analysis for System Reliability
• Some recent results for series system reliability
• On the sensitivity analysis of the expected accumulated reward
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis

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