Kaydedildi:
| Yazar: | |
|---|---|
| Materyal Türü: | Preprint |
| Baskı/Yayın Bilgisi: |
2006
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| Konular: | |
| Online Erişim: | https://arxiv.org/abs/math/0606588 |
| Etiketler: |
Etiketle
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İçindekiler:
- An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding Liouville-Master Equation is established and the upwind method is applied to numerical calculation of the distribution function. The convergence of the numerical solution is proved under an appropriate Courant-Friedrichs-Lewy condition. The same condition preserve the non-decreasing property of the calculated distribution function. Some numerical tests are presented.