Displaying similar documents to “The joint law of ages and residual lifetimes for two schemes of nested regenerative sets.”

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

Christiane Cocozza-Thivent, Robert Eymard (2004)

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

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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...