Analysis Of Upwind Method For Piecewise Deterministic Markov Processes

DOI10.2478/CMAM-2008-0001zbMath1148.65003OpenAlexW1573724385MaRDI QIDQ3503436

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Publication date: 5 June 2008

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

Full work available at URL: https://doi.org/10.2478/cmam-2008-0001

zbMATH Keywords

numerical exampleserror boundsbalance lawnon-conservative systemupwindrandom telegraph processdichotomic noisebinary noisepiecewice-deterministic process

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Stochastic modelling and control of antibiotic subtilin production ⋮ Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes ⋮ A Fokker-Planck control framework for stochastic systems

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