A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY

DOI10.3846/1392-6292.2007.12.157-178zbMath1153.65084arXivmath/0610725OpenAlexW1973303223MaRDI QIDQ5457481

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Publication date: 14 April 2008

Published in: Mathematical Modelling and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610725

zbMATH Keywords

convergencenumerical resultsfinite difference methodupwind methoddistribution functionspiecewise deterministic processesLiouville-master equations

Mathematics Subject Classification ID

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) Initial value problems for first-order hyperbolic systems (35L45)

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