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NUMERICAL MATHEMATICS AND SCIENTIFIC COMPUTATION
Series Editors
G. H. GOLUB A. GREENBAUM
A. M. STUART E. S
¨
ULI
NUMERICAL MATHEMATICS AND SCIENTIFIC
COMPUTATION
Books in the series
Monographs marked with an asterix (∗) appeared in the series ‘Monographs in Numerical
Analysis’ which has been folded into, and is continued by, the current series.
∗
P. Dierckx: Curve and surface fittings with splines
∗
J. H. Wilkinson: The algebraic eigenvalue problem
∗
I. Duff, A. Erisman, and J. Reid: Direct methods for sparse matrices
∗
M. J. Baines: Moving finite elements
∗
J. D. Pryce: Numerical solution of Sturm–Liouville problems
K. Burrage: Parallel and sequential methods for ordinary differential equations
Y. Censor and S. A. Zenios: Parallel optimization: theory, algorithms and
applications
M. Ainsworth, J. Levesley, W. Light, and M. Marletta: Wavelets, multilevel
methods and elliptic PDEs
W. Freeden, T. Gervens, and M. Schreiner: Constructive approximation on the
sphere: theory and applications to geomathematics
Ch. Schwab: p- and hp-finite element methods: theory and applications to solid
and fluid mechanics
J. W. Jerome: Modelling and computation for applications in mathematics, science,
and engineering
Alfio Quarteroni and Alberto Valli: Domain decomposition methods for partial
differential equations
G. E. Karniadakis and S. J. Sherwin: Spectral/hp element methods for CFD
I. Babuˇska and T. Strouboulis: The finite element method and its reliability
B. Mohammadi and O. Pironneau: Applied shape optimization for fluids
S. Succi: The lattice Boltzmann equation for fluid dynamics and beyond
P. Monk: Finite element methods for Maxwell’s equations
A. Bellen and M. Zennaro: Numerical methods for delay differential equations
J. Modersitzki: Numerical methods for image registration
M. Feistauer, J. Felcman, and I. Straˇskraba: Mathematical and computational
methods for compressible flow
W. Gautschi: Orthogonal polynomials: computation and approximation
M. K. Ng: Iterative methods for Toeplitz systems
Michael Metcalf, John Reid, and Malcolm Cohen: Fortran 95/2003 Explained
George Em Karniadakis and Spencer Sherwin: Spectral/hp element methods for
CFD, second edition
Dario A. Bini, Guy Latouche, and Beatrice Meini: Numerical Methods for
Structured Markov Chains
Numerical Methods for Structured
Markov Chains
D. A. Bini
Dipartimento di Matematica, Universit`a di Pisa
G. Latouche
D´epartement d’Informatique, Universit´e Libre de Bruxelles
B. Meini
Dipartimento di Matematica, Universit`a di Pisa
1
3
Great Clarendon Street, Oxford ox26dp
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Published in the United States
by Oxford University Press Inc., New York
c
Oxford University Press, 2005
The moral rights of the author have been asserted
Database right Oxford University Press (maker)
First published 2005
All rights reserved. No part of this publication may be reproduced,
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without the prior permission in writing of Oxford University Press,
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You must not circulate this book in any other binding or cover
and you must impose this same condition on any acquirer
A Catalogue record for this title is availabe from the British Library
Library of Congress Cataloging in Publication Data
(Data available)
ISBN 0 19 852768 3
13579108642
Typeset by the authors using L
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Printed in Great Britain
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