A unified maximum entropy method via spline functions for Frobenius-Perron operators

Document Type

Article

Publication Date

4-1-2013

Abstract

We present a general frame of finite element maximum entropy methods for the computation of a stationary density of Frobenius-Perron operators associated with one dimensional transformations, based on spline function approximations. This gives a unified numerical approach to the density recovery for this class of positive operators by combining the principle of maximum entropy with the idea of finite elements. The norm convergence of the method is proved and the numerical results with the piecewise cubic method show its fast convergence.

Publication Title

Numerical Algebra, Control and Optimization

Volume

3

Issue

2

First Page

235

Last Page

245

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