Upwind Solver for PDP

Solves the Liouville Master Equation for a kind of Piecewise Deterministic Markov Processes

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.

=====================================================
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