A finite-volume scheme for dynamic reliability models
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Publication:5480384
DOI10.1093/imanum/drl001zbMath1109.65011OpenAlexW1979830062MaRDI QIDQ5480384
Christiane Cocozza-Thivent, Robert Eymard, Sophie Bloch-Mercier
Publication date: 1 August 2006
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00693102/file/CTEM.pdf
numerical exampleweak convergencefinite volume methodMarkov processesprobability measurelinear hyperbolic partial differential equations
Continuous-time Markov processes on general state spaces (60J25) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05)
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