Upwind Solver for PDP
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
Cite As
Mario Annunziato (2024). Upwind Solver for PDP (https://www.mathworks.com/matlabcentral/fileexchange/18703-upwind-solver-for-pdp), MATLAB Central File Exchange. Retrieved .
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