Parallel Computation of Invariant Measures

J. Ding and Zhiguo Wang ()

Annals of Operations Research, 2001, vol. 103, issue 1, 283-290

Abstract: Let S:[0,1]→[0,1] be a nonsingular transformation and let P:L 1 (0,1)→L 1 (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. Copyright Kluwer Academic Publishers 2001

Keywords: invariant measure; Frobenius–Perron operator (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1012919509025

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