The numerical resolution of birth and death Kolmogorov equations

We compare the exact spectrum of some cubic and quartic birth and death proceses with results obtained in numerical diagonalization of Kolmogorov equations. We show the importance of the truncation procedure not only for asymptotically symmetric but also for processes nearly related.

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Bibliographic Details
Published inComputers & mathematics with applications (1987) Vol. 13; no. 7; pp. 595 - 600
Main Author Letessier, J.
Format Journal Article
LanguageEnglish
Published Oxford Elsevier Ltd 1987
Elsevier
Subjects
Exact sciences and technology
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Ordinary differential equations
Sciences and techniques of general use
Matrix diagonalization
Equation resolution
Birth death process
Differential equation
Kolmogorov equation
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Summary:We compare the exact spectrum of some cubic and quartic birth and death proceses with results obtained in numerical diagonalization of Kolmogorov equations. We show the importance of the truncation procedure not only for asymptotically symmetric but also for processes nearly related.
ISSN:0898-1221
1873-7668
DOI:10.1016/0898-1221(87)90120-9