Piecewise linear least squares approximations of Frobenius-Perron operators

We propose a piecewise linear numerical method based on least squares approximations for computing stationary density functions of Frobenius-Perron operators associated with piecewise C² and stretching mappings of the unit interval. We prove the weak convergence of the method for a class of Frobenius-Perron operators, and the numerical results show that it is also norm convergent and has a better convergence rate than the piecewise linear Markov approximation method.