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Approximation of the marginal distributionsof a semi-Markov process using a finite volume scheme
Published online by Cambridge University Press: 15 October 2004
Abstract
In the reliability theory, the availability ofa component, characterized by non constant failure and repair rates,is obtained, at a given time, thanks to the computation of the marginal distributions of asemi-Markov process. These measures are shown to satisfy classicaltransport equations, the approximation of which can be donethanks to a finite volume method.Within a uniqueness result for the continuous solution,the convergence of the numerical scheme isthen proven in the weak measure sense,and some numerical applications, which show the efficiency and theaccuracy of the method, are given.
- Type
- Research Article
- Information
- ESAIM: Mathematical Modelling and Numerical Analysis , Volume 38 , Issue 5 , September 2004 , pp. 853 - 875
- Copyright
- © EDP Sciences, SMAI, 2004
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