Runge-Kutta 4th order method for Chapman-Kolmogorov equations

124 Views Asked by At

I need to solve these 2 equations Chapman-Kolmogorov equations by runge kutta 4th order method. Could anyone help me out to implement these equations with Matlab? Please assume any initial conditions of your choice. Equation (3.7) states that the probability of being in state 0 with no one in the system a very short time from now is equal to (i) the probability that the system is in state 0 now and no customer arrives Chapman-Kolmogorov equations plus (ii) the probability that there is one customer in the system and that person finishes his or her service during the very short time. Equation (3.8) states that the probability that the system is in state i a very short time from now is equal to the sum of (i) the probability that the system is in state i-l now and there is one arrival during the very short time, (ii) the probability that the system is in state i right now and there are no arrivals or service completions during the short interval of time, and (iii) the probability that the system is in state i + 1 right now and there is one service completed during the short interval.