Sobre la Resolución Numérica de Sistemas de Ecuaciones en Derivadas Parciales Debilmente Acopladas

Abstract

The analysis of control problems for pecewise-deterministic processes with jump perturbations with Poisson distributions, is reduced to the treatment of weakly coupled systems of first-order partial defferential equations. We present in this paper some discretization schemes for the numerical solution of the system using finite element methods and the analysis of the rate of convergence.