Parallel Computation of Invariant Measures |
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| Authors: | J. Ding Z. Wang |
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| Affiliation: | (1) Department of Mathematics, The University of Southern Mississippi, Hattiesburg, MS 39406-5045, USA;(2) Department of Computer Science and Mathematics, Virginia Wesleyan College, Norfolk, VA 23502, USA |
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| Abstract: | Let S:[0,1] [0,1] be a nonsingular transformation and let P:L1(0,1)L1(0,1) be the corresponding Frobenius–Perron operator. In this paper we propose a parallel algorithm for computing a fixed density of P, using Ulam's method and a modified Monte Carlo approach. Numerical results are also presented. |
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| Keywords: | invariant measure Frobenius– Perron operator |
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