An iterative aggregation and disaggregation method for the steady state solution of large scale continuous systems

DOI10.1016/j.cpc.2015.01.012zbMath1344.60071OpenAlexW1983467343MaRDI QIDQ311819

Katja Biswas

Publication date: 13 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2015.01.012

zbMATH Keywords

Markov chainsteady statecontinuous processesaggregation/disaggregation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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A multi-cluster time aggregation approach for Markov chains

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