Parallel Computation of Invariant Measures

Document Type

Article

Publication Date

2001

Department

Mathematics

School

Mathematics and Natural Sciences

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.

Publication Title

Annals of Operations Research

Volume

103

First Page

283

Last Page

290

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