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Upwind Solver for PDP

version 1.3.0.0 (13.3 KB) by Mario Annunziato
Solves the Liouville Master Equation for a kind of Piecewise Deterministic Markov Processes

890 Downloads

Updated 05 Apr 2016

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Solves the Liouville Master Equation (LME) for a kind of Piecewise deterministic process (PDP).
=== Immediate command line examples ===

- dichot_markov_gui.m (dichot_markov_gui.fig)
A graphical user interface for the cores files that allow you
to see the evolution density distribution for a two states
Markov PDP.

- runme_example_2states.m
A simple command line example.

=== Main core files ===

- assemble_iter_matrix_upwind_PDP_markov_1.m assembles the matrix for numerically solving the LME.
- upwind_pdp_markov_1.m integrates the LME equation by using the assembled matrix, and display the graphics output.

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For details please reads the documentation of the files and the article:
- M. Annunziato, Comp. Meth. Appl. Math. 8 (2008) pp. 3-20

http://www.cmam.info/issues/?Vol=8&Num=1&ItID=183

Cite As

Mario Annunziato (2021). Upwind Solver for PDP (https://www.mathworks.com/matlabcentral/fileexchange/18703-upwind-solver-for-pdp), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux

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