Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
Cocozza-Thivent, Christiane ; Eymard, Robert
HAL, hal-00693113 / Harvested from HAL
In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of the marginal distributions of a semi-Markov process. These measures are shown to satisfy classical transport equations, the approximation of which can be done thanks to a finite volume method. Within a uniqueness result for the continuous solution, the convergence of the numerical scheme is then proven in the weak measure sense, and some numerical applications, which show the efficiency and the accuracy of the method, are given.
Publié le : 2004-07-04
Classification:  Renewal equation,  semi-Markov process,  convergence,  finite volume,  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]
@article{hal-00693113,
     author = {Cocozza-Thivent, Christiane and Eymard, Robert},
     title = {Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00693113}
}
Cocozza-Thivent, Christiane; Eymard, Robert. Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00693113/