Title

Parallel computation of invariant measures

Document Type

Article

Publication Date

2001

Department

Mathematics

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.

Publication Title

ANNALS OF OPERATIONS RESEARCH

Volume

103

First Page

283

Last Page

290