@Article{JCM-37-1, author = {Mario, Annunziato and Messina, Eleonora}, title = {A Positive and Monotone Numerical Scheme for Volterra-Renewal Equations with Space Fluxes}, journal = {Journal of Computational Mathematics}, year = {2019}, volume = {37}, number = {1}, pages = {33--47}, abstract = {
We study a numerical method for solving a system of Volterra-renewal integral equations with space fluxes, that represents the Chapman-Kolmogorov equation for a class of piecewise deterministic stochastic processes. The solution of this equation is related to the time dependent distribution function of the stochastic process and it is a non-negative and non-decreasing function of the space. Based on the Bernstein polynomials, we build up and prove a non-negative and non-decreasing numerical method to solve that equation, with quadratic convergence order in space.
}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1708-m2017-0015}, url = {https://global-sci.com/article/84380/a-positive-and-monotone-numerical-scheme-for-volterra-renewal-equations-with-space-fluxes} }