Piecewise homogeneous Markov fluid models are composed by homogeneous intervals where
the model is governed by an interval dependent pair of generators and the model behaviour
changes at the boundaries. The main difficulty of the transient analysis of piecewise
homogeneous Markov fluid models is the appropriate description of the various boundary
cases. The paper proposes an analytical approach to handle the wide variety of the
possible boundary cases in a relatively simple to describe and implement manner.