Title

Approximation Order Analysis for the Piecewise Linear Markov Method

Document Type

Article

Publication Date

11-1-2001

Department

Mathematics

Abstract

Let S : [0, 1] --> [0, 1] be a mapping and let P : L-1 (0, 1) --> L-1 (0, 1) be the corresponding Frobenius-Perron operator. The method of Markov finite approximations has been proved theoretically and computationally a fast and efficient numerical approach to computing a fixed density of P. In this paper we give a strict analysis for the approximation order of the method applied to continuous functions.

Publication Title

Stochastic Analysis and Application

Volume

19

Issue

6

First Page

911

Last Page

923