A Maximum-Entropy Meshfree Method for Computation of Invariant Measures

Authors

Tingting Fang, Zhejiang Sci-Tech University
Hongxia Jia, Zhejiang Sci-Tech University
Congming Jin, Zhejiang Sci-Tech University
Jiu Ding, University of Southern MississippiFollow

Document Type

Article

Publication Date

5-1-2020

Department

Mathematics

School

Mathematics and Natural Sciences

Abstract

© 2020 Global Science Press. All rights reserved. Let S : X → X be a nonsingular transformation such that the corresponding Frobius-Perron operator P_S : L¹(X) has a stationary density ƒ*. We propose a maximum-entropy method based on a meshfree approach to the numerical recovery of ƒ*. Numerical experiments show that this approach is more accurate than the maximum-entropy method based on piecewise linear functions, provided that the movements involved are known. Moreover, it has a smaller computational cost than the method mentioned.

Publication Title

East Asian Journal on Applied Mathematics

Volume

10

Issue

2

First Page

338

Last Page

353

Recommended Citation

Fang, T., Jia, H., Jin, C., Ding, J. (2020). A Maximum-Entropy Meshfree Method for Computation of Invariant Measures. East Asian Journal on Applied Mathematics, 10(2), 338-353.
Available at: https://aquila.usm.edu/fac_pubs/18263