A Maximum-Entropy Meshfree Method for Computation of Invariant Measures
Mathematics and Natural Sciences
© 2020 Global Science Press. All rights reserved. Let S : X → X be a nonsingular transformation such that the corresponding Frobius-Perron operator PS : 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.
East Asian Journal on Applied Mathematics
(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