Computing the Decay of a Simple Reversible Sub-Markov Semigroup
DOI10.1112/S1461157000001017zbMath1055.65112MaRDI QIDQ4827620
Publication date: 18 November 2004
Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.lms.ac.uk/jcm/7/lms2003-028/
pseudospectral methodeigenvaluesDirichlet boundary conditionseigenfunctionsnon-self-adjoint evolution equationreversible, sub-Markov semigroup
Computational methods in Markov chains (60J22) Abstract parabolic equations (35K90) One-parameter semigroups and linear evolution equations (47D06) Numerical analysis or methods applied to Markov chains (65C40) General spectral theory of ordinary differential operators (34L05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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