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Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme

Christiane Cocozza-ThiventRobert Eymard — 2004

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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,...

Semi-Markov processes for reliability studies

Christiane Cocozza-ThiventMichel Roussignol — 2010

ESAIM: Probability and Statistics

We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.

Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme

Christiane Cocozza-ThiventRobert Eymard — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

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...

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